資産選択モデルの再考察

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タイトル別名
  • Reconsideration of Theories of Portfolio Selection
  • シサン センタク モデル ノ サイコウサツ

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Like Liquidity Preference Theory of Keynes, Portfolio Selection Theories are studied a lot. In this paper, I review typical Theories of Portfolio Selection and consider how liquidity preference is adopted in those theories. Subject models are Tobin's Separation Theorem as a stock model of portfolio selection, Ono model as a flow model, and Matrix model by Hicks which expressly consider liquidity preference. I reveal those theories of feature and indicate controversial points.

収録刊行物

  • 和光経済

    和光経済 46 (2), 47-52, 2014-02

    和光大学社会経済研究所

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