The Ordering of Portfolios in Terms of Mean and Variance
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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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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0034-6527
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Berk, Jonathan B., 1997. "Necessary Conditions for the CAPM," Journal of Economic Theory, Elsevier, vol. 73(1), pages 245-257, March.
- 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.
- 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.
- Liu, Liping, 2004. "A new foundation for the mean-variance analysis," European Journal of Operational Research, Elsevier, vol. 158(1), pages 229-242, October.
- 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.
- 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.
- 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.
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