Книга Adequate Decision Rules For Portfolio Choice Problems Adequate Decision Rules For Portfolio Choice ProblemsКниги Экономика Автор: Thilo Goodall Год издания: 2002 Формат: pdf Издат.:Palgrave Macmillan Страниц: 130 Размер: 1,4 ISBN: 0333994329 Язык: Английский 17 (голосов: 1) Оценка: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.