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The Ordering of Portfolios in Terms of Mean and Variance

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  • Chipman, John S

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Bibliographic Info

Article provided by Wiley Blackwell in its journal Review of Economic Studies.

Volume (Year): 40 (1973)
Issue (Month): 2 (April)
Pages: 167-90

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Handle: RePEc:bla:restud:v:40:y:1973:i:2:p:167-90

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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0034-6527

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Cited by:
  1. José Miguel Casas Sánchez, 1993. "La función de utilidad y el análisis media-varianza," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 0, pages 146-163, Junio.
  2. Lajeri-Chaherli, Fatma, 2003. "Partial derivatives, comparative risk behavior and concavity of utility functions," Mathematical Social Sciences, Elsevier, vol. 46(1), pages 81-99, August.
  3. Wagener, Andreas, 2003. "Comparative statics under uncertainty: The case of mean-variance preferences," European Journal of Operational Research, Elsevier, vol. 151(1), pages 224-232, November.
  4. Davies, Laurie & Ronning, Gerd, 1974. "Einige exakte und asymptotische Ergebnisse für das Standardmodell der Portefeuille-Auswahl innerhalb einer Periode," Discussion Papers, Series 1 41, University of Konstanz, Department of Economics.
  5. Thomas Eichner & Andreas Wagener, 2005. "Notes and Comments: Measures of risk attitude: correspondences between mean-variance and expected-utility approaches," Decisions in Economics and Finance, Springer, vol. 28(1), pages 53-65, 06.
  6. Cooper, James B. & Russell, Thomas & Samuelson, Paul A., 2004. "Testing the expected utility maximization hypothesis with limited experimental data," Japan and the World Economy, Elsevier, vol. 16(3), pages 391-407, August.
  7. Cruz, Elmar Rodrigues da & Porto, Vitor Hugo da Fonseca, 1988. "Simplified Risk Analysis in Agricultural Extension," Agricultural Economics: The Journal of the International Association of Agricultural Economists, International Association of Agricultural Economists, vol. 1(4), January.
  8. Berk, Jonathan B., 1997. "Necessary Conditions for the CAPM," Journal of Economic Theory, Elsevier, vol. 73(1), pages 245-257, March.
  9. Liu, Liping, 2004. "A new foundation for the mean-variance analysis," European Journal of Operational Research, Elsevier, vol. 158(1), pages 229-242, October.

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