Sufficient Conditions for Expected Utility to Imply Mean-Standard Deviation Rankings: Empirical Evidence Concerning the Location and Scale Condition

Jack Meyer · Robert H. Rasche

55 citations0/0 files storedThe Economic Journal

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Decision-Making and Behavioral Economics Financial Markets and Investment Strategies Risk and Portfolio Optimization

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Jack Meyer, Robert H. Rasche; Sufficient Conditions for Expected Utility to Imply Mean-Standard Deviation Rankings: Empirical Evidence Concerning the Location a

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1971On the theory of the competitive firm under price uncertainty 1979Approximating Expected Utility by a Function of Mean and Variance 2016Two-Moment Decision Models and Expected Utility Maximization 1984Mean-Variance Versus Direct Utility Maximization 1983A characterization of the distributions that imply mean—Variance utility functions 1978Mutual fund separation in financial theory—The separating distributions 1989Two-Moment Decision Models and Expected Utility Maximization: Comment

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2012Beyond the Sharpe ratio: An application of the Aumann–Serrano index to performance measurement 2011Sufficient conditions for expected utility to imply drawdown-based performance rankings 2001Mean‐Variance Preferences and Investor Behaviour 2001Chapter 10 Agricultural finance: Credit, credit constraints, and consequences 2012A decision-theoretic foundation for reward-to-risk performance measures 1993Consistency of mean-variance analysis and expected utility analysis

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