Separation, diversification, and decomposition in the single-period portfolio problem
Buser, Stephen. “Separation, diversification, and decomposition in the single-period portfolio problem”, Boston College, 1972. http://hdl.handle.net/2345/1802.
Abstract
Portfolio theory attempts to answer two fundamental questions concerning financial investments. In the language of the old adage "Don't put all of your eggs in one basket," the two questions arising are: 1) "How many baskets should the eggs be put into?" and 2) "How many eggs should be put into each basket?"