Revealed preference and portfolio choice

DOI10.1016/0165-1765(93)90084-PzbMath0792.90009OpenAlexW2018957843WikidataQ126322166 ScholiaQ126322166MaRDI QIDQ1318529

Valentino Dardanoni

Publication date: 27 March 1994

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(93)90084-p

zbMATH Keywords

necessary and sufficient conditionsportfolio choiceexpected utility rationalizability

Mathematics Subject Classification ID

Cites Work

• A correspondence theorem between expected utility and smooth utility
• Portfolio Efficient Sets