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Economics and the antagonism of time : time, uncertainty, and choice in economic theory
Vickers, Douglas - 1994
Persistent link: https://www.econbiz.de/10000376306
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Stochastic dominance : investment decision making under uncertainty
Levy, Haim - 2006 - 2. ed.
Persistent link: https://www.econbiz.de/10003228279
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Stochastic Dominance : Investment Decision Making under Uncertainty
Levy, Haim (contributor) - 2006 - Second Edition
prospect theory and its modified version, cumulative prospect theory. Each approach is discussed and compared. In addition … prospect theory and its modified version, cumulative prospect theory. These approaches are discussed and compared in this book … dominance rules and prospect theory, and establishes a new investment decision rule which combines the two and which we call …
Persistent link: https://www.econbiz.de/10013520424
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A history of the theory of investments : my annotated bibliography
Rubinstein, Mark - 2006
Persistent link: https://www.econbiz.de/10003053098
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Pre-war developments in portfolio theory
Maes, Ivo; Mizen, Paul; Presley, John Ralph - In: From classical economics to the theory of the firm : …, (pp. 65-84). 1999
Persistent link: https://www.econbiz.de/10001553141
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Response to Paul a Samuelson Letters and Papers on the Kelly Capital Growth Investment Strategy
Ziemba, William T. - 2012
The Kelly Capital Growth Investment Strategy (KCGIS) is to maximize the expected utility of nal wealth with a logarithmic utility function. This approach dates to Bernoulli's 1738 suggestion of log as the utility function arguing that marginal utility was proportional to the reciprocal of...
Persistent link: https://www.econbiz.de/10013099442
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Notes from Graham Gudgin
Gudgin, Graham D. - In: Journal of Post Keynesian economics 44 (2021) 1, pp. 32-37
Persistent link: https://www.econbiz.de/10012498716
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The IS-LM model, portfolio theory and the monetarist controversy
Bruce, Neil - 1975
Persistent link: https://www.econbiz.de/10013400615
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Macroeconomic equilibrium with portfolio : balance in open economies
Branson, William H. - 1972
Persistent link: https://www.econbiz.de/10014418626