Pages that link to "Item:Q1169917"

The following pages link to A characterization of the distributions that imply mean-variance utility functions (Q1169917):

Displaying 50 items.

• Sufficient conditions under which SSD- and MR-efficient sets are identical (Q297397) (← links)
• Robust inference of risks of large portfolios (Q308377) (← links)
• Does mean-variance portfolio management deserve expected utility's approximative affirmation? (Q320060) (← links)
• Impacts of high dimensionality in finite samples (Q385798) (← links)
• Coupled projects, core imputations, and the CAPM (Q443759) (← links)
• Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach (Q528047) (← links)
• Portfolio allocation and asset demand with mean-variance preferences (Q622634) (← links)
• Portfolio separation properties of the skew-elliptical distributions, with generalizations (Q645438) (← links)
• A characterization of the distributions that imply existence of linear equilibria in the Kyle-model (Q665708) (← links)
• Mean variance preferences and the heat equation (Q688544) (← links)
• Tempering effects of (dependent) background risks: a mean-variance analysis of portfolio selection (Q690980) (← links)
• A testable version of the Pareto-Stable CAPM (Q699422) (← links)
• A capital asset pricing model under stable Paretian distributions in a pure exchange economy (Q705053) (← links)
• Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
• A test for the weights of the global minimum variance portfolio in an elliptical model (Q745427) (← links)
• Existence of equilibrium in CAPM (Q751977) (← links)
• A unified beta pricing theory (Q798244) (← links)
• Measures of risk attitude: correspondences between mean-variance and expected-utility approaches (Q816442) (← links)
• Preferences over location-scale family (Q943343) (← links)
• Shortfall as a risk measure: properties, optimization and applications (Q953649) (← links)
• Testing for ellipsoidal symmetry: a comparison study (Q961151) (← links)
• Beneficial changes in dependence structures and two-moment decision models (Q974999) (← links)
• Slutzky equations and substitution effects of risks in terms of mean-variance preferences (Q989918) (← links)
• Efficient funds for meager asset spaces (Q1093505) (← links)
• Incumbent reputations and ideological campaign contributions in spatial competition (Q1200899) (← links)
• Variance vs downside risk: Is there really that much difference? (Q1296359) (← links)
• Consistency of mean-variance analysis and expected utility analysis. A complete characterization (Q1319632) (← links)
• The role of risk aversion in the capital asset pricing model (Q1331811) (← links)
• Robustness of the market model (Q1338992) (← links)
• Necessary conditions for the CAPM (Q1357429) (← links)
• The likelihood of various stock market return distributions. I: Principles of inference (Q1360231) (← links)
• Partial derivatives, comparative risk behavior and concavity of utility functions. (Q1402488) (← links)
• Comparative statics under uncertainty: The case of mean-variance preferences. (Q1406969) (← links)
• Safety-first analysis and stable Paretian approach to portfolio choice theory (Q1600526) (← links)
• Efficient gradualism in intertemporal portfolios. (Q1605703) (← links)
• Determination and estimation of risk aversion coefficients (Q1616811) (← links)
• How risky is the optimal portfolio which maximizes the Sharpe ratio? (Q1622090) (← links)
• Portfolio theory for \(\alpha\)-symmetric and pseudoisotropic distributions: \(k\)-fund separation and the CAPM (Q1657901) (← links)
• On investor preferences and mutual fund separation (Q1701032) (← links)
• On the use of conditional expectation in portfolio selection problems (Q1730733) (← links)
• Using parametric classification trees for model selection with applications to financial risk management (Q1751885) (← links)
• Common knowledge: The case of linear regression (Q1817330) (← links)
• The desirability of pay-as-you-go pensions when relative consumption matters and returns are stochastic (Q1925935) (← links)
• Portfolio value-at-risk optimization for asymmetrically distributed asset returns (Q1926869) (← links)
• Multi-stock portfolio optimization under prospect theory (Q1938996) (← links)
• Sourcing decision under interconnected risks: an application of mean-variance preferences approach (Q2151673) (← links)
• Portfolio selection and duality under mean variance preferences (Q2276213) (← links)
• Robust multiperiod portfolio management in the presence of transaction costs (Q2384579) (← links)
• Non-separation in the mean -- lower-partial-moment portfolio optimization problem (Q2384636) (← links)
• The value of a probability forecast from portfolio theory (Q2425828) (← links)