Bruno de Finetti, Actuarial Sciences and the Theory of Finance in the 20th Century

Flavio Pressacco ()
Additional contact information
Flavio Pressacco: Università degli Studi di Udine

Chapter 19 in Vinzenz Bronzin’s Option Pricing Models, 2009, pp 519-533 from Springer

Abstract: Abstract In this paper, we discuss the idea of the high relevance of an economic-oriented approach to an important but little-known aspect of B. de Finetti’s scientific production. We claim that through this approach, de Finetti was able to provide groundbreaking contributions in some fundamental paradigms of the economic theory of the 20th century such as mean variance, expected utility and risk aversion, arbitrage free pricing.

Keywords: Risk Aversion; Portfolio Selection; Initial Wealth; Absolute Risk Aversion; Actuarial Science (search for similar items in EconPapers)
Date: 2009
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-540-85711-2_25

Ordering information: This item can be ordered from
http://www.springer.com/9783540857112

DOI: 10.1007/978-3-540-85711-2_25

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().