Matches in SemOpenAlex for { <https://semopenalex.org/work/W2115566790> ?p ?o ?g. }
Showing items 1 to 74 of
74
with 100 items per page.
- W2115566790 abstract "Choice under uncertainty may be viewed as choice between alternative probability distributions of returns. Under Von Neumann and Morgenstern's assumptions, an individual's optimal choice is a distribution that maximizes the expected utility of returns. In the theoretical analysis, the distribution functions are assumed to be known However, in most realistic cases, the distributions of returns are unknown and are estimated using available economic data. The traditional mode of analysis is to neglect the estimation risk and use the estimated distribution (in lieu of the true distribution) in determining the optimal choice under uncertainty. In this paper, we consider the portfolio choice problem and determine the effect of estimation risk on an individual's optimal choice under uncertainty." @default.
- W2115566790 created "2016-06-24" @default.
- W2115566790 creator A5026061751 @default.
- W2115566790 creator A5029647977 @default.
- W2115566790 date "1975-11-01" @default.
- W2115566790 modified "2023-09-27" @default.
- W2115566790 title "Abstract--The Effect of Estimation Risk on Optimal Portfolio Choice Under Uncertainty" @default.
- W2115566790 doi "https://doi.org/10.2307/2330599" @default.
- W2115566790 hasPublicationYear "1975" @default.
- W2115566790 type Work @default.
- W2115566790 sameAs 2115566790 @default.
- W2115566790 citedByCount "0" @default.
- W2115566790 crossrefType "journal-article" @default.
- W2115566790 hasAuthorship W2115566790A5026061751 @default.
- W2115566790 hasAuthorship W2115566790A5029647977 @default.
- W2115566790 hasConcept C105795698 @default.
- W2115566790 hasConcept C106159729 @default.
- W2115566790 hasConcept C110121322 @default.
- W2115566790 hasConcept C134306372 @default.
- W2115566790 hasConcept C144237770 @default.
- W2115566790 hasConcept C149441793 @default.
- W2115566790 hasConcept C149782125 @default.
- W2115566790 hasConcept C159110408 @default.
- W2115566790 hasConcept C162324750 @default.
- W2115566790 hasConcept C187736073 @default.
- W2115566790 hasConcept C205706631 @default.
- W2115566790 hasConcept C2776289891 @default.
- W2115566790 hasConcept C2780821815 @default.
- W2115566790 hasConcept C33923547 @default.
- W2115566790 hasConcept C71924100 @default.
- W2115566790 hasConcept C96250715 @default.
- W2115566790 hasConceptScore W2115566790C105795698 @default.
- W2115566790 hasConceptScore W2115566790C106159729 @default.
- W2115566790 hasConceptScore W2115566790C110121322 @default.
- W2115566790 hasConceptScore W2115566790C134306372 @default.
- W2115566790 hasConceptScore W2115566790C144237770 @default.
- W2115566790 hasConceptScore W2115566790C149441793 @default.
- W2115566790 hasConceptScore W2115566790C149782125 @default.
- W2115566790 hasConceptScore W2115566790C159110408 @default.
- W2115566790 hasConceptScore W2115566790C162324750 @default.
- W2115566790 hasConceptScore W2115566790C187736073 @default.
- W2115566790 hasConceptScore W2115566790C205706631 @default.
- W2115566790 hasConceptScore W2115566790C2776289891 @default.
- W2115566790 hasConceptScore W2115566790C2780821815 @default.
- W2115566790 hasConceptScore W2115566790C33923547 @default.
- W2115566790 hasConceptScore W2115566790C71924100 @default.
- W2115566790 hasConceptScore W2115566790C96250715 @default.
- W2115566790 hasLocation W21155667901 @default.
- W2115566790 hasOpenAccess W2115566790 @default.
- W2115566790 hasPrimaryLocation W21155667901 @default.
- W2115566790 hasRelatedWork W1543333948 @default.
- W2115566790 hasRelatedWork W1974469640 @default.
- W2115566790 hasRelatedWork W2014933959 @default.
- W2115566790 hasRelatedWork W2031108073 @default.
- W2115566790 hasRelatedWork W2051769598 @default.
- W2115566790 hasRelatedWork W2067555059 @default.
- W2115566790 hasRelatedWork W2074254315 @default.
- W2115566790 hasRelatedWork W2083940321 @default.
- W2115566790 hasRelatedWork W2087790790 @default.
- W2115566790 hasRelatedWork W2215622067 @default.
- W2115566790 hasRelatedWork W2220505507 @default.
- W2115566790 hasRelatedWork W2524283474 @default.
- W2115566790 hasRelatedWork W2587357891 @default.
- W2115566790 hasRelatedWork W2608761930 @default.
- W2115566790 hasRelatedWork W2803504891 @default.
- W2115566790 hasRelatedWork W2995120487 @default.
- W2115566790 hasRelatedWork W3121582706 @default.
- W2115566790 hasRelatedWork W3124356739 @default.
- W2115566790 hasRelatedWork W3125291905 @default.
- W2115566790 hasRelatedWork W847339734 @default.
- W2115566790 isParatext "false" @default.
- W2115566790 isRetracted "false" @default.
- W2115566790 magId "2115566790" @default.
- W2115566790 workType "article" @default.