Mean-variance utility
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Publication:893428
Recommendations
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- Decreasing Risk Aversion and Mean-Variance Analysis
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Cites work
- scientific article; zbMATH DE number 4081235 (Why is no real title available?)
- scientific article; zbMATH DE number 3784589 (Why is no real title available?)
- scientific article; zbMATH DE number 3366923 (Why is no real title available?)
- scientific article; zbMATH DE number 3087284 (Why is no real title available?)
- scientific article; zbMATH DE number 3106184 (Why is no real title available?)
- A theory of risk
- Constant Exchange Risk Properties
- Constant risk aversion
- Decreasing Risk Aversion and Mean-Variance Analysis
- Lexicographic quasilinear utility
- On the foundations of mean-variance analyses
- Subjective mean-variance preferences without expected utility
- Variance aversion implies \(\mu-\sigma^ 2\)-criterion
Cited in
(7)- Auctioning risk: the all-pay auction under mean-variance preferences
- Elementary proof that mean-variance implies quadratic utility
- Subjective mean-variance preferences without expected utility
- Acceptable mean-variance indifference curves
- scientific article; zbMATH DE number 4104067 (Why is no real title available?)
- Mean variance preferences and the heat equation
- Mean-variance approximations to expected utility
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