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Valoracion de títulos con riesgo: hacia un enfoque alternativo

Author

Listed:
  • Josefa Tomás

    (Universidad de Alicante)

  • Ramón Joaquín Sirvent Boix

    (Universidad de Alicante)

Abstract

The purpose of this paper is to introduce a new way of analyzing the portfolio problem by using a different approach of the Von Neumann & Morgenstern utility theory. In so doing, we consider the Regret Theory as a suitable alternative. Some new results on diversification are then obtained. El objeto de este trabajo es presentar un nuevo enfoque en el análisis del problema de valoración de activos con riesgo y selección de cartera que se aparta del tratamiento tradicional de la Utilidad Esperada de Von Neumann & Morgenstern. Para ello, se ha utilizado la Teoría del Arrepentimiento como caso particular de la SSB con estados, lo que ha permitido obtener algunos nuevos resultados sobre la diversificación.

Suggested Citation

  • Josefa Tomás & Ramón Joaquín Sirvent Boix, 1992. "Valoracion de títulos con riesgo: hacia un enfoque alternativo," Working Papers. Serie EC 1992-04, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    • Handle: RePEc:ivi:wpasec:1992-04
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    File URL: http://www.ivie.es/downloads/docs/wpasec/wpasec-1992-04.pdf
    File Function: Fisrt version / Primera version, 1992
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