| 期刊全稱 | Adequate Decision Rules for Portfolio Choice Problems | | 影響因子2023 | Thilo Goodall | | 視頻video | http://file.papertrans.cn/145/144891/144891.mp4 | | 學(xué)科分類(lèi) | Finance and Capital Markets Series | | 圖書(shū)封面 |  | | 影響因子 | 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. | | Pindex | Book 2002 |
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