Portfolio Theory and Decision Making Under Risk

Charles Moss

Chapter 5 in Risk, Uncertainty and the Agricultural Firm, 2010, pp 101-123 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:The Expected Value — Variance FrontierA Simple PortfolioA Graphical Depiction of the Expected Value-Variance FrontierMean-Variance versus Direct Utility MaximizationDerivation of the Expected Value-Variance FrontierDerivation without a Risk-Free AssetDerivation with a Risk-Free AssetSummary

Keywords: Agricultural Economics; Decision Making under Uncertainty; Agricultural and Resource Policy; Proprietary Firms; Applied Finance (search for similar items in EconPapers)
Date: 2010
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