Non-diversified portfolios with subjective expected utility

Fuente: arXiv
Gespeichert in:
Bibliographische Detailangaben
Hauptverfasser: Chambers, Christopher P., Gerasimou, Georgios
Format: Preprint
Veröffentlicht: 2023
Schlagworte:
Online-Zugang:
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
_version_ 1866914974817845248
author Chambers, Christopher P.
Gerasimou, Georgios
author_facet Chambers, Christopher P.
Gerasimou, Georgios
contents Diversification is the typical investment strategy of risk-averse agents. However, non-diversified positions that allocate all resources to a single asset, state of the world or revenue stream are common too. We show that whenever finitely many non-diversified demands under uncertainty are compatible with risk-averse subjective expected utility maximization under strictly positive beliefs, they are also rationalizable under the same beliefs by many qualitatively distinct risk-averse as well as risk-neutral and risk-seeking preferences.
format Preprint
id arxiv_https___arxiv_org_abs_2304_08059
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Non-diversified portfolios with subjective expected utility
Chambers, Christopher P.
Gerasimou, Georgios
Theoretical Economics
Diversification is the typical investment strategy of risk-averse agents. However, non-diversified positions that allocate all resources to a single asset, state of the world or revenue stream are common too. We show that whenever finitely many non-diversified demands under uncertainty are compatible with risk-averse subjective expected utility maximization under strictly positive beliefs, they are also rationalizable under the same beliefs by many qualitatively distinct risk-averse as well as risk-neutral and risk-seeking preferences.
title Non-diversified portfolios with subjective expected utility
topic Theoretical Economics
url https://arxiv.org/abs/2304.08059