On the foundations of mean-variance analyses

DOI10.1007/BF00126333zbMath0402.62046MaRDI QIDQ1255742

Peter C. Fishburn

Publication date: 1979

Published in: Theory and Decision (Search for Journal in Brave)

zbMATH Keywords

Foundations of Mean-Variance Analysis

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10)

Related Items (4)

Mean-variance utility ⋮ Elementary proof that mean-variance implies quadratic utility ⋮ Obituary: Peter C. Fishburn (1936--2021) ⋮ Basic Geometric Dispersion Theory of Decision Making Under Risk: Asymmetric Risk Relativity, New Predictions of Empirical Behaviors, and Risk Triad

Cites Work

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• A Theorem on Ordered Sets of Probability Distributions
• The Ordering of Portfolios in Terms of Mean and Variance
• A Note on "The Ordering of Portfolios in Terms of Mean and Variance"
• The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments
• A Study of Lexicographic Expected Utility

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