Portfolio allocation and asset demand with mean-variance preferences (Q622634): Difference between revisions

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+https://doi.org/10.1007/s11238-010-9217-4
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+W2067070394
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+Consistency of mean-variance analysis and expected utility analysis. A complete characterization
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+A characterization of the distributions that imply mean-variance utility functions
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+Multiple Risks and Mean-Variance Preferences
@@ Property / cites work: Multiple Risks and Mean-Variance Preferences / rank @@
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+Decreasing Risk Aversion and Mean-Variance Analysis
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+Optimal Portfolios with One Safe and One Risky Asset: Effects of Changes in Rate of Return and Risk
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+The Effects of Shifts in a Return Distribution on Optimal Portfolios
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+Parametric characterizations of risk aversion and prudence
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+Partial derivatives, comparative risk behavior and concavity of utility functions.
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+The Effect on Optimal Portfolios of Changing the Return to a Risky Asset: The Case of Dependent Risky Returns
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+Existence of equilibrium in CAPM
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+Expectation dependence of random variables, with an application in portfolio theory
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