Present value based portfolio choice

DOI10.1016/0165-1765(93)00363-SMaRDI QIDQ1327938zbMATH OpenFDO

Authors Svend-Holger Friis, Gerhard Speckbacher

Publication date 3 July 1994

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(93)00363-S

zbMATH Keywords

portfolio decisions under uncertainty

Mathematics Subject Classification ID

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• Theory of games and economic behavior.

Cited in

(6)

• PORTFOLIO RHO-PRESENTATIVITY
• Managing a value-preserving portfolio over time
• The valuation portfolio
• Present value of some insurance portfolios
• Computing present values by the AGM
• Reconsideration of the present value method

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