Matches in SemOpenAlex for { <https://semopenalex.org/work/W2990371567> ?p ?o ?g. }
- W2990371567 endingPage "713" @default.
- W2990371567 startingPage "689" @default.
- W2990371567 abstract "In this paper, we mainly consider the theory and analysis of Decision under uncertainty which is making the foundations of all finance and portfolio theories. Decision makers face choices among a number of risky alternatives which is represented by lotteries. This paper develops alternative theories for choices under risk which expected utility theory which is derived from reasonable axioms about rational behavior in risky environment. An alternative theory of choice is developed, in which value is assigned to gains and losses rather than to final assets. All risky alternatives can be summarized by two numbers – mean u and variance called Mean-Variance Theory (MVT). This implies that typical mean-variance utility function v which is increasing in and decreasing in.The results show that, investors have different mean variance utility functions but the main results regarding optimal portfolio of risky assets do not depend on the specific utility functions of investors." @default.
- W2990371567 created "2019-12-05" @default.
- W2990371567 creator A5010881679 @default.
- W2990371567 date "2019-10-31" @default.
- W2990371567 modified "2023-10-18" @default.
- W2990371567 title "Decision Theory under Uncertainty Mean-Variance Approach" @default.
- W2990371567 cites W1530307360 @default.
- W2990371567 cites W1984941673 @default.
- W2990371567 cites W2003996846 @default.
- W2990371567 cites W2004822008 @default.
- W2990371567 cites W2011195793 @default.
- W2990371567 cites W2013677229 @default.
- W2990371567 cites W2020558716 @default.
- W2990371567 cites W2027873584 @default.
- W2990371567 cites W2039419986 @default.
- W2990371567 cites W2063838688 @default.
- W2990371567 cites W2066711235 @default.
- W2990371567 cites W2074578067 @default.
- W2990371567 cites W2078177987 @default.
- W2990371567 cites W2124242277 @default.
- W2990371567 cites W2130378029 @default.
- W2990371567 cites W2137248257 @default.
- W2990371567 cites W2141154058 @default.
- W2990371567 cites W2146279085 @default.
- W2990371567 cites W2150895201 @default.
- W2990371567 cites W2166788341 @default.
- W2990371567 cites W2239900188 @default.
- W2990371567 cites W2890317466 @default.
- W2990371567 doi "https://doi.org/10.31686/ijier.vol7.iss10.1815" @default.
- W2990371567 hasPublicationYear "2019" @default.
- W2990371567 type Work @default.
- W2990371567 sameAs 2990371567 @default.
- W2990371567 citedByCount "0" @default.
- W2990371567 crossrefType "journal-article" @default.
- W2990371567 hasAuthorship W2990371567A5010881679 @default.
- W2990371567 hasBestOaLocation W29903715671 @default.
- W2990371567 hasConcept C105795698 @default.
- W2990371567 hasConcept C106159729 @default.
- W2990371567 hasConcept C121955636 @default.
- W2990371567 hasConcept C136028653 @default.
- W2990371567 hasConcept C14036430 @default.
- W2990371567 hasConcept C141042865 @default.
- W2990371567 hasConcept C144237770 @default.
- W2990371567 hasConcept C149782125 @default.
- W2990371567 hasConcept C162118730 @default.
- W2990371567 hasConcept C162324750 @default.
- W2990371567 hasConcept C167729594 @default.
- W2990371567 hasConcept C175444787 @default.
- W2990371567 hasConcept C196083921 @default.
- W2990371567 hasConcept C205706631 @default.
- W2990371567 hasConcept C2524010 @default.
- W2990371567 hasConcept C2776291640 @default.
- W2990371567 hasConcept C2780821815 @default.
- W2990371567 hasConcept C28901747 @default.
- W2990371567 hasConcept C33923547 @default.
- W2990371567 hasConcept C339426 @default.
- W2990371567 hasConcept C78458016 @default.
- W2990371567 hasConcept C86803240 @default.
- W2990371567 hasConcept C9725762 @default.
- W2990371567 hasConceptScore W2990371567C105795698 @default.
- W2990371567 hasConceptScore W2990371567C106159729 @default.
- W2990371567 hasConceptScore W2990371567C121955636 @default.
- W2990371567 hasConceptScore W2990371567C136028653 @default.
- W2990371567 hasConceptScore W2990371567C14036430 @default.
- W2990371567 hasConceptScore W2990371567C141042865 @default.
- W2990371567 hasConceptScore W2990371567C144237770 @default.
- W2990371567 hasConceptScore W2990371567C149782125 @default.
- W2990371567 hasConceptScore W2990371567C162118730 @default.
- W2990371567 hasConceptScore W2990371567C162324750 @default.
- W2990371567 hasConceptScore W2990371567C167729594 @default.
- W2990371567 hasConceptScore W2990371567C175444787 @default.
- W2990371567 hasConceptScore W2990371567C196083921 @default.
- W2990371567 hasConceptScore W2990371567C205706631 @default.
- W2990371567 hasConceptScore W2990371567C2524010 @default.
- W2990371567 hasConceptScore W2990371567C2776291640 @default.
- W2990371567 hasConceptScore W2990371567C2780821815 @default.
- W2990371567 hasConceptScore W2990371567C28901747 @default.
- W2990371567 hasConceptScore W2990371567C33923547 @default.
- W2990371567 hasConceptScore W2990371567C339426 @default.
- W2990371567 hasConceptScore W2990371567C78458016 @default.
- W2990371567 hasConceptScore W2990371567C86803240 @default.
- W2990371567 hasConceptScore W2990371567C9725762 @default.
- W2990371567 hasIssue "10" @default.
- W2990371567 hasLocation W29903715671 @default.
- W2990371567 hasOpenAccess W2990371567 @default.
- W2990371567 hasPrimaryLocation W29903715671 @default.
- W2990371567 hasRelatedWork W1539610799 @default.
- W2990371567 hasRelatedWork W1867001824 @default.
- W2990371567 hasRelatedWork W1977213273 @default.
- W2990371567 hasRelatedWork W2108042672 @default.
- W2990371567 hasRelatedWork W2266449644 @default.
- W2990371567 hasRelatedWork W2297680946 @default.
- W2990371567 hasRelatedWork W2369832781 @default.
- W2990371567 hasRelatedWork W2906642643 @default.
- W2990371567 hasRelatedWork W2990371567 @default.
- W2990371567 hasRelatedWork W3124650008 @default.
- W2990371567 hasVolume "7" @default.
- W2990371567 isParatext "false" @default.