The place of portfolio management in the Keynesian canon
论证投资组合管理应被纳入凯恩斯主义经典，指出其多维特性与不确定性认知的契合，并对比传统方法的单一性。
Recent publications, such as the two-volume Oxford Handbook of Post-Keynesian Economics (Harcourt and Kreisler, 2013) and the Elgar Companion to Post-Keynesian Economics (King, 2012), provide authoritative summaries of the current state of the art on a very wide range of relevant topics: in particular, the Contents pages of these books define the field as seen by adherents, the obvious implication being that those topics excluded have not yet acquired the necessary status by passing appropriate academic tests of relevance and coherence inter alia. The focus of this article, Portfolio Management, is on one of these omitted topics. Starting from the fundamental recognition of uncertainty, we examine the whole range of characteristics of the Keynesian Approach, demonstrating the coherence and applicability of its multidimensional nature, in the process pointing, by contrast, to the one-dimensional sterility of the conventional approach. Our general conclusion is that there is a rightful place in the Keynesian canon for Portfolio Management, by which we mean not only Investment Management but also Speculative Management, where these two qualifiers are used in the Keynes–Graham sense.