Please use this identifier to cite or link to this item: http://hdl.handle.net/10077/3969
Title: Bruno de Finetti forerunner of modern finance
Authors: Pressacco, Flavio
Ziani, Laura
Issue Date: 2010
Publisher: EUT Edizioni Università di Trieste
Source: Flavio Pressacco, Laura Ziani, "Bruno de Finetti forerunner of modern finance”, in “Convegno di studi su Economia e Incertezza, Trieste, 23 ottobre 2009”, Trieste, EUT Edizioni Università di Trieste, 2010, pp. 65-84.
Abstract: 
In this paper we discuss the role of de Finetti as a forerunner of some
of the more relevant concepts and tools of the modern theory of finance. It is shown
that de Finetti gave some ground breaking contributions in such fields as arbitrage
free pricing, mean variance efficiency, expected utility and risk aversion. We think
it is not only a matter of historical remarks: indeed some of his ideas reveal to be
fruitful even nowadays so that going on studying de Finetti’s papers may be a good
investment for those interested in quantitative finance and economics of uncertainty.
Type: Book
URI: http://hdl.handle.net/10077/3969
ISBN: 978-88-8303-310-0
Appears in Collections:Convegno di studi su Economia e Incertezza

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