Comparative statics under uncertainty: The case of mean-variance preferences. (Q1406969): Difference between revisions

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+Existence Theorems in the Capital Asset Pricing Model
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+Risk, Return, Skewness and Preference
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+A characterization of the distributions that imply mean-variance utility functions
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+Changes in Background Risk and Risk Taking Behavior
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+More on parametric characterizations of risk aversion and prudence
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+Risk Vulnerability and the Tempering Effect of Background Risk
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+Variance vs downside risk: Is there really that much difference?
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+Standard Risk Aversion
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+Parametric characterizations of risk aversion and prudence
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