A General Theory of Subjective Probabilities and Expected Utilities

Peter C. Fishburn

Chapter 5 in Handbook of the Fundamentals of Financial Decision Making:In 2 Parts, 2013, pp 87-97 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:IntroductionDefinitions and notationAxioms and summary theoremTheoremsProof of Theorem 3Proof of Theorem 4Proof of Theorem 5Proof of Theorem 6REFERENCES

Keywords: Financial Decision Making; Asset Pricing; Prospect Theory; Utility Theory; Risk Aversion; Static Portfolio Theory; Stochastic Dominance; Dynamic Modeling; Dynamic Portfolio Theory; Tactical Asset Allocation; Kelly Strategy; Capital Growth (search for similar items in EconPapers)
Date: 2013
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