View Item 

Show simple item record

A new axiomatization of portfolio theory

dc.contributor.authorvan Santen, Jan P. H.en_US
dc.date.accessioned2006-04-07T17:03:09Z
dc.date.available2006-04-07T17:03:09Z
dc.date.issued1978-02en_US
dc.identifier.citationvan Santen, Jan P. H. (1978/02)."A new axiomatization of portfolio theory." Journal of Mathematical Psychology 17(1): 14-20. <http://hdl.handle.net/2027.42/22659>en_US
dc.identifier.urihttp://www.sciencedirect.com/science/article/B6WK3-4D7JN5G-4P/2/4f96da11dc17630373c63efcf1cd1e8den_US
dc.identifier.urihttps://hdl.handle.net/2027.42/22659
dc.description.abstractAn axiomatization proposed by Coombs 1974 is shown to be insufficient for the representation of gambles in a risk x expected value space as described by Portfolio Theory. A new axiom system is given which is necessary and sufficient for this representation, and which implies the old axiomatization.en_US
dc.format.extent414193 bytes
dc.format.extent3118 bytes
dc.format.mimetypeapplication/pdf
dc.format.mimetypetext/plain
dc.language.isoen_US
dc.publisherElsevieren_US
dc.titleA new axiomatization of portfolio theoryen_US
dc.typeArticleen_US
dc.rights.robotsIndexNoFollowen_US
dc.subject.hlbsecondlevelPsychologyen_US
dc.subject.hlbtoplevelSocial Sciencesen_US
dc.description.peerreviewedPeer Revieweden_US
dc.contributor.affiliationumDepartment of Psychology, The University of Michigan, Ann Arbor, Michigan 48109, USAen_US
dc.description.bitstreamurlhttp://deepblue.lib.umich.edu/bitstream/2027.42/22659/1/0000212.pdfen_US
dc.identifier.doihttp://dx.doi.org/10.1016/0022-2496(78)90033-0en_US
dc.identifier.sourceJournal of Mathematical Psychologyen_US
dc.owningcollnameInterdisciplinary and Peer-Reviewed


Files in this item

Name:
0000212.pdf
Size:
404.4KB
Format:
PDF
View/Open

Show simple item record

Remediation of Harmful Language

The University of Michigan Library aims to describe library materials in a way that respects the people and communities who create, use, and are represented in our collections. Report harmful or offensive language in catalog records, finding aids, or elsewhere in our collections anonymously through our metadata feedback form. More information at Remediation of Harmful Language.

Accessibility

If you are unable to use this file in its current format, please select the Contact Us link and we can modify it to make it more accessible to you.