Articles liés à Adequate Decision Rules for Portfolio Choice Problems

Adequate Decision Rules for Portfolio Choice Problems - Couverture rigide

Goodall, T.

 
9780333994320: Adequate Decision Rules for Portfolio Choice Problems
Couverture rigide
ISBN 10 : 0333994329 ISBN 13 : 9780333994320
Editeur : Palgrave Macmillan, 2002

Synopsis

The author presents the theory of portfolio choice from a new perspective, recommending decision rules that have advantages over those currently used in theory and practice. Portfolio choice theory relies on expected values. Goodall argues that this dependence has a historical basis and argues that current decision rules are inadequate for most portfolio choice situations. Drawing on econometric solutions proposed for the problem of forecasting outcomes of a chance experiment, the author defines adequacy criteria, and proposes adequate decision rules for a variety of situations. Goodall's theory combines the problems of prediction and choice, and formulates solutions based on cost functions that fit the underlying decision situation.

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À propos de l'auteur

THILO GOODALL holds a PhD from the University of Freiburg (Germany) and is currently with SAM Sustainable Asset Management in Switzerland.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Palgrave Macmillan
Date d'édition
2002
Langue
anglais
ISBN 10 
0333994329
ISBN 13 
9780333994320
Reliure
Relié
Nombre de pages
127
Coordonnées du fabricant
non disponible
Personne responsable
Koch-Chemie GmbH
https://www.koch-chemie.com

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