Recommendations
- Elementary proof that mean-variance implies quadratic utility
- Decreasing Risk Aversion and Mean-Variance Analysis
- Mean-variance approximations to expected utility
- A preference foundation for log mean-variance criteria in portfolio choice problems
- Subjective mean-variance preferences without expected utility
Cites work
- A theory of risk
- Constant Exchange Risk Properties
- Constant risk aversion
- Decreasing Risk Aversion and Mean-Variance Analysis
- 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?)
- 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
(8)- Auctioning risk: the all-pay auction under mean-variance preferences
- Subjective mean-variance preferences without expected utility
- Mean-variance approximations to expected utility
- Acceptable mean-variance indifference curves
- scientific article; zbMATH DE number 4104067 (Why is no real title available?)
- Elementary proof that mean-variance implies quadratic utility
- Mean variance preferences and the heat equation
- Optimizing liquidity provision in Uniswap v3 via physics-informed neural networks
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