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The Rationale of the Mean-Standard Deviation Analysis: Comment
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The Rationale of the Mean-Standard Deviation Analysis: Comment (1974)The Rationale of the Mean-Standard Deviat…Portfolio selection under strict uncertainty: A multi-criteria methodology and its application to the Frankfurt and Vienna Stock Exchanges (2006)Portfolio selection under str…Selecting portfolios for mutual funds (2004)Selecting portfolios for mutu…The Semivariance-Minimizing Hedge Ratio (2003)The Semivariance-Minimizing H…Approximation methods for ranking risky investment alternatives (1995)Approximation methods for ran…Portfolio Selection in the Mean-Variance Model: A Note (1987)Portfolio Selection in the Me…A Model of the Parallel Team Strategy in Product Development (1980)A Model of the Parallel Team …A Survey of Multiattribute/Multicriterion Evaluation Theories (1978)A Survey of Multiattribute/Mu…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: Heuristics and Biases (1975)Portfolio Selection: Efficient Diversification of Investments (1959)Mean-Risk Analysis with Risk Associated with Below-Target Returns (1975)Optimal rules for ordering uncertain prospects (1975)Relaxing standard hedging assumptions in the presence of downside risk (2006)Dealing with downside risk in a multi‐commodity setting: A case for a “Texas hedge”? (2009)Liquidity Preference as Behavior Towards Risk (1958)Rules for Ordering Uncertain Prospects (1969)Developing products with set-based design: How to set up an idea portfolio and a team organization to establish design feasibility (2016)Portfolio Selection (1952)Equity portfolio management within the MCDM frame: a literature review (2009)Multicriteria Portfolio Management (2012)International portfolio choice and political instability risk: A multi-objective approach (2013)Theory of games and economic behavior (2019)Risk Aversion in the Small and in the Large (1964)On the measurement of inequality (1970)An Analytic Derivation of the Efficient Portfolio Frontier (1972)Capital Market Equilibrium with Restricted Borrowing (1972)The Rationale of the Mean-Standard Deviation Analysis, Skewness Preference, and the Demand for Money (1989)Positive Prices in CAPM (1992)Models of Man. (1959)Multiple Criteria Decision Making (1983)
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  • 2006Portfolio selection under strict uncertainty: A multi-criteria methodology and its application to the Frankfurt and Vienna Stock Exchanges52 cited
  • 1978A Survey of Multiattribute/Multicriterion Evaluation Theories46 cited
  • 1987Portfolio Selection in the Mean-Variance Model: A Note42 cited
  • 2004Selecting portfolios for mutual funds40 cited
  • 2003The Semivariance-Minimizing Hedge Ratio30 cited
  • 1980A Model of the Parallel Team Strategy in Product Development19 cited
  • 1995Approximation methods for ranking risky investment alternatives2 cited

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