The expected utility of portfolios of assets (Q690338): Difference between revisions
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| Property / reviewed by: Klaus Ehemann / rank | |||
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Latest revision as of 11:48, 22 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The expected utility of portfolios of assets |
scientific article |
Statements
The expected utility of portfolios of assets (English)
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10 December 1993
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Two models of asset markets and portfolio choice are described: in the first one a von Neumann-Morgenstern utility function is defined on the non-negative real line and short-selling is not allowed, in the second a von Neumann-Morgenstern utility function is defined on the entire real line and short-selling is allowed. A number of properties needed in the demand and equilibrium analysis is investigated.
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asset markets
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portfolio choice
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von Neumann-Morgenstern utility function
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short-selling
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