Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

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

7 references·13 citing·41 second hop

FromToDepth

this work references cited by second hop

References

1971On the theory of the competitive firm under price uncertainty1,450 cited
1979Approximating Expected Utility by a Function of Mean and Variance874 cited
2016Two-Moment Decision Models and Expected Utility Maximization590 cited
1984Mean-Variance Versus Direct Utility Maximization527 cited
1983A characterization of the distributions that imply mean—Variance utility functions435 cited
1978Mutual fund separation in financial theory—The separating distributions345 cited
1989Two-Moment Decision Models and Expected Utility Maximization: Comment61 cited

Cited by

2012Beyond the Sharpe ratio: An application of the Aumann–Serrano index to performance measurement110 cited
2011Sufficient conditions for expected utility to imply drawdown-based performance rankings99 cited
2001Mean‐Variance Preferences and Investor Behaviour62 cited
2001Chapter 10 Agricultural finance: Credit, credit constraints, and consequences56 cited
2012A decision-theoretic foundation for reward-to-risk performance measures54 cited
1993Consistency of mean-variance analysis and expected utility analysis48 cited
2021Justifying Mean-Variance Portfolio Selection when Asset Returns Are Skewed42 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2001

Introducing new futures contracts: reinforcement versus cannibalism

41 cited

2013Performance hypothesis testing with the Sharpe ratio: The case of hedge funds38 cited

2014Does the choice of performance measure influence the evaluation of commodity investments?35 cited

2012Robust evidence on the similarity of Sharpe ratio and drawdown-based hedge fund performance rankings33 cited

2004The Impact of Market Advisory Service Recommendations on Producers' Marketing Decisions22 cited

2002Ordering Risky Choices8 cited