Accession Number:

AD0613672

Title:

THE ECONOMICS OF UNCERTAINTY, V,

Descriptive Note:

Corporate Author:

CALIFORNIA UNIV LOS ANGELES

Personal Author(s):

Report Date:

1965-03-01

Pagination or Media Count:

24.0

Abstract:

The paper contains a number of familiar results about optimal allocation of resources, and applies these to the problem of Portfolio Selection originally formulated by Markowitz Journal of Finance, 1952, p. 77-91 Portfolio selection - efficient diversification of investments, John Wiley and sons, 1959. The paper also gives a brief survey of recent work on the experimental testing of the model. Author

Subject Categories:

Distribution Statement:

APPROVED FOR PUBLIC RELEASE