投资组合理论与预期效用理论的发展

经济理论与经济管理 ›› 2003, Vol. ›› Issue (5): 70-74.

投资组合理论与预期效用理论的发展

阳建伟, 蒋馥

上海交通大学管理学院上海 200052

收稿日期:2003-03-12 出版日期:2003-05-16 发布日期:2012-03-01

Received:2003-03-12 Online:2003-05-16 Published:2012-03-01

摘要/Abstract

摘要： 1944年,冯诺依曼(von Neumann)和摩根斯坦(Morgenstein)提出的预期效用(EU)理论以及随后萨维奇(Savage,1954)提出的主观预期效用(SEU)理论,为“理性人”在风险和不确定性条件下的决策建立了完美的公理化体系。

阳建伟, 蒋馥. 投资组合理论与预期效用理论的发展[J]. 经济理论与经济管理, 2003, (5): 70-74.

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