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Mean Variance Vulnerability

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References

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Cited by

2018Mean–variance, mean–VaR, and mean–CVaR models for portfolio selection with background risk68 cited
2010An analysis of portfolio selection with background risk64 cited

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2017The two-moment decision model with additive risks39 cited

2020Precautionary saving in mean-variance models and different sources of risk22 cited

2009An experimental methodology testing for prudence and third-order preferences13 cited

2018Toward a Systematic Approach to the Economic Effects of Risk: Characterizing Utility Functions12 cited

2015ON THE CONCAVITY AND QUASICONCAVITY PROPERTIES OF UTILITY FUNCTIONS3 cited

2008Slutzky equations and substitution effects of risks in terms of mean-variance preferences2 cited

2010Beneficial changes in dependence structures and two-moment decision models0 cited

2013Essays on behavioral decision making0 cited

2008Apportioning of risks via stochastic dominance0 cited

2015STATISTICS | RESEARCH ARTICLE Some covariance inequalities for non-monotonic functions with applications to mean-variance indifference curves and bank hedging0 cited