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On the Utility Theoretic Foundations of Mean-Variance Analysis

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  • Baron, David P

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  • Baron, David P, 1977. "On the Utility Theoretic Foundations of Mean-Variance Analysis," Journal of Finance, American Finance Association, vol. 32(5), pages 1683-1697, December.
    • Handle: RePEc:bla:jfinan:v:32:y:1977:i:5:p:1683-97
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    Cited by:

    1. Phillips Peter J, 2011. "Lone Wolf Terrorism," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 17(1), pages 1-31, March.
    2. Fatma Lajeri-Chaherli, 2016. "On The Concavity And Quasiconcavity Properties Of ( Σ , Μ ) Utility Functions," Bulletin of Economic Research, Wiley Blackwell, vol. 68(3), pages 287-296, April.
    3. Meyer, Jack, 1988. "Two Moment Decision Models And Expected Utility Maximization: Some Implications For Applied Research," Regional Research Projects > 1988: S-180 Annual Meeting, March 20-23, 1988, Savannah, Georgia 272846, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.
    4. Heckmann, Iris & Comes, Tina & Nickel, Stefan, 2015. "A critical review on supply chain risk – Definition, measure and modeling," Omega, Elsevier, vol. 52(C), pages 119-132.
    5. Liu, Liping, 2004. "A new foundation for the mean-variance analysis," European Journal of Operational Research, Elsevier, vol. 158(1), pages 229-242, October.
    6. Paulsson, Thomas & Sproule, Robert, 2002. "Stochastically dominating shifts and the competitive firm," European Journal of Operational Research, Elsevier, vol. 141(1), pages 107-112, August.
    7. David Johnstone & Dennis Lindley, 2013. "Mean-Variance and Expected Utility: The Borch Paradox," Papers 1306.2728, arXiv.org.
    8. Sloof, Randolph & van Praag, C. Mirjam, 2008. "Performance measurement, expectancy and agency theory: An experimental study," Journal of Economic Behavior & Organization, Elsevier, vol. 67(3-4), pages 794-809, September.
    9. Cotter, John & Hanly, Jim, 2015. "Performance of utility based hedges," Energy Economics, Elsevier, vol. 49(C), pages 718-726.
    10. Rowsell, John B. & Kenyon, David E., 1988. "Target-MOTAD: A Stochastic Dominant Method For Evaluating Alternative Profit Margin Hedging Strategies," 1988 Annual Meeting, August 1-3, Knoxville, Tennessee 270146, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    11. He, Ying & Dyer, James S. & Butler, John C. & Jia, Jianmin, 2019. "An additive model of decision making under risk and ambiguity," Journal of Mathematical Economics, Elsevier, vol. 85(C), pages 78-92.
    12. Cochrane, Mark & Lodwick, Weldon & Raskin, Rob, 1984. "The Implementation of Convex Set Stochastic Dominance for Applied Risk Analysis," Regional Research Projects >1984: S-180 Annual Meeting, March 25-28, 1984, New Orleans, Louisiana 307225, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.

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