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Efficient Portfolio Selection with Quadratic and Cubic Utility
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  • 1969A UTILITY FUNCTION DEPENDING ON THE FIRST THREE MOMENTS129 cited
  • 2005Downside risk and asset pricing118 cited
  • 1970Relative Effectiveness of Efficiency Criteria for Portfolio Selection105 cited
  • 1977ON THE UTILITY THEORETIC FOUNDATIONS OF MEAN‐VARIANCE ANALYSIS103 cited
  • 2003Mean-variance-skewness model for portfolio selection with transaction costs100 cited
  • 2006Mean-Variance-Skewness-Kurtosis-based Portfolio Optimization97 cited
  • 2002Mean-Variance-Skewness Model for Portfolio Selection with Transaction Costs84 cited
  • 1973Stochastic Dominance among Log-Normal Prospects83 cited
  • 1970ALTERNATIVE EFFICIENCY CRITERIA: AN EMPIRICAL ANALYSIS66 cited
  • 2003International Portfolio Formation, Skewness and the Role of Gold60 cited
  • 1988UTILITY‐EFFICIENT PROGRAMMING FOR WHOLE‐FARM PLANNING*56 cited
  • 1976Stochastic Dominance with Riskless Assets55 cited
  • 2004Downside Risk And Empirical Asset Pricing48 cited
  • 1975Conditions of Equivalence Among E-V, SSD, and E-H Portfolio Selection Criteria: The Case for Uniform, Normal and Lognormal Distributions48 cited
  • 2004

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Optimal Portfolio Allocation Under Higher Moments
37 cited
  • 1975Stochastic dominance and portfolio analysis36 cited