Philippine Standard time

Portfolio Choice and Risk

UPSE DP 1983-07
1983

Risk aversion and the riskiness of assets are interpreted in terms of a model of portfolio choice where the maximand is conditional on the probability of satisfying a minimum constraint on the future value of the portfolio. It is a consequence that the risk

Citations

This publication has been cited time(s).


Related Publications

Letter to the Philippine Economic Team "At a Crossroads: Progress or More Of the Same (MOTS)?"

DLSU - AKI
DLSU-AKI Policy Brief, 2025-06-056
2025
3 Downloads

Measuring Interconnectedness in the Interbank Market Using Topology- Based Indicators

BSP
BSP DP 2025-07
2025
0 Downloads

Measuring the Systemic Risk Contribution of Philippine Industries and Conglomerate Groups

BSP
BSP DP 2025-08
2025
0 Downloads
Contributor
UP-School of Economics
Authors
Encarnacion, Jr. Jose
Keywords
investment; savings; risk; mathematical models
Cite
Downloads

36

Since
Nov 12, 2013

More Publications from UP-School of Economics
Determinants of Outcomes of Public-Private Partnerships (PPP) in Infrastructure in Asia
2010
3,030 DOWNLOADS
A Multi-Level Choice Theory
2010
2,770 DOWNLOADS
The Philippine Review of Economics
2015
2,342 DOWNLOADS
Population, Poverty, Politics and the Reproductive Health Bill
2011
1,831 DOWNLOADS
MDG 1 in the Philippines: Setting the Scores Right and Achieving the Targets
2010
1,345 DOWNLOADS
View More Publications