A reaxiomatization of portfolio theory

DOI10.1006/JMPS.1994.1007zbMATH Open0801.92029OpenAlexW2914461289MaRDI QIDQ1320104FDOQ1320104

Authors: Reinhard Suck, Astrid Getta 

Publication date: 19 April 1994

Published in: Journal of Mathematical Psychology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmps.1994.1007

Recommendations

• An axiomatic theory of conjoint, expected risk
• Portfolio Efficient Sets
• Portfolio Theory for Independent Assets
• Risk-value models: restrictions and applications
• An axiomatic characterization of preferences under uncertainty: Weakening the independence axiom

zbMATH Keywords

portfolio theoryaxiom systemconjoint measurementpreferential choice

Mathematics Subject Classification ID

Portfolio theory (91G10) Social and behavioral sciences: general topics (91C99)

Cited In (8)

• Markowitz revisited: social portfolio engineering
• On the principle of increasing complexity in portfolio formation on the stock exchange
• Revisions of modern portfolio theory optimization model
• Intelligent Portfolio Theory and Strength Investing in the Confluence of Business and Market Cycles and Sector and Location Rotations
• The practice of portfolio replication. A practical overview of forward and inverse problems
• Portfolio theory for the recourse certainty equivalent maximizing investor
• Ordering orders
• A network approach to risk theory and portfolio selection

This page was built for publication: A reaxiomatization of portfolio theory

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1320104)