All Questions
Tagged with expected-utility portfolio-theory
4 questions
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Can we use the utility of discounted flows to do asset pricing?
Is it possible to do asset pricing by using the expected utility of the present value of all future discounted cash flows ? I aim to use this utility function to define an optimal portfolio, but I ...
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Experimenting with Mean Variance Analysis
here with a question about mean-variance analysis and utility theory hope you can help me.
First point
My main objetive is to maximize the expected utility from portfolios given by $\sigma_p^2=\frac{C}...
- 21
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The efficient frontier in mean variance criterion
The efficient frontier is the portfolios with the minimum of variance ($V$) at a given mean ($E$) or a maximum of mean at a given variance，Why do the optimal portfolios in the effcient frontier, is ...
- 33
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How do economists model VNM-rationality violation?
This question concerns the need to generalise utility maximisation, the fact that it's a special case of a general problem familiar to physicists, and the question of whether economists have affected ...
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