The Ordering of Portfolios in Terms of Mean and Variance
From MaRDI portal
Publication:4401200
DOI10.2307/2296646zbMath0275.90005OpenAlexW2046802759MaRDI QIDQ4401200
Publication date: 1973
Published in: The Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2296646
Related Items
Auctioning risk: the all-pay auction under mean-variance preferences, Necessary conditions for the CAPM, Sourcing decision under interconnected risks: an application of mean-variance preferences approach, Acceptable mean-variance indifference curves, Partial derivatives, comparative risk behavior and concavity of utility functions., Comparative statics under uncertainty: The case of mean-variance preferences., Einige exakte und asymptotische Ergebnisse für das Standardmodell der Portefeuille-Auswahl innerhalb einer Periode, A characterization of the distributions that imply mean-variance utility functions, Global measures of risk aversion, Mean variance preferences and the heat equation, On the foundations of mean-variance analyses, Approximate portfolio analysis, Portfolio management with background risk under uncertain mean-variance utility, A new foundation for the mean-variance analysis, Univariate and multivariate measures of risk aversion and risk premiums, Mean-variance and expected utility: the Borch paradox, A variational model of preference under uncertainty, Measures of risk attitude: correspondences between mean-variance and expected-utility approaches