Mean-variance utility
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Publication:893428
DOI10.1016/J.JET.2015.10.001zbMATH Open1369.91060OpenAlexW3124477144MaRDI QIDQ893428FDOQ893428
Authors: Yutaka Nakamura 
Publication date: 19 November 2015
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://tsukuba.repo.nii.ac.jp/record/37107/files/JET_160.pdf
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Cites Work
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- A theory of risk
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- Constant Exchange Risk Properties
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- Constant risk aversion
- Decreasing Risk Aversion and Mean-Variance Analysis
- Variance aversion implies \(\mu-\sigma^ 2\)-criterion
- On the foundations of mean-variance analyses
- Lexicographic quasilinear utility
- Subjective mean-variance preferences without expected utility
Cited In (7)
- Auctioning risk: the all-pay auction under mean-variance preferences
- Mean variance preferences and the heat equation
- Elementary proof that mean-variance implies quadratic utility
- Mean-variance approximations to expected utility
- Title not available (Why is that?)
- Acceptable mean-variance indifference curves
- Subjective mean-variance preferences without expected utility
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