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Mean-Variance Analysis in a Finite World
8 references·1 citing·32 second hop
Mean-Variance Analysis in a Finite World (1972)Mean-Variance Analysis in a Finite WorldThe Efficiency Analysis of Choices Involving Risk (2013)The Efficiency Analysis of Ch…OPTIMAL INVESTMENT AND CONSUMPTION STRATEGIES UNDER RISK FOR A CLASS OF UTILITY FUNCTIONS11This paper was presented at the winter meeting of the Econometric Society, San Francisco, California, December, 1966. (1975)OPTIMAL INVESTMENT AND CONSUM…The Efficiency Analysis of Choices Involving Risk (1969)The Efficiency Analysis of Ch…Rules for Ordering Uncertain Prospects (1969)Rules for Ordering Uncertain …Mean-Variance Analysis in the Theory of Liquidity Preference and Portfolio Selection (1969)Mean-Variance Analysis in the…Comment on Borch and Feldstein (1969)Comment on Borch and FeldsteinA Note on Uncertainty and Indifference Curves (1969)A Note on Uncertainty and Ind…The Random Character of Stock Market Prices (1968)The Random Character of Stock…Optimal rules for ordering uncertain prospects (1975)Optimal rules for ordering un…On the measurement of inequality (1970)On Economic Inequality (1973)A theory of anticipated utility (1982)Theory of games and economic behavior (2019)Portfolio Analysis in a Stable Paretian Market (1965)A Model of the Demand for Money by Firms (1966)An Analytic Derivation of the Efficient Portfolio Frontier (1972)An Intertemporal Capital Asset Pricing Model (1973)Approximating Expected Utility by a Function of Mean and Variance (1979)Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine (1953)An equilibrium model of the international capital market (1974)The Utility Analysis of Choices Involving Risk (1948)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Stochastic Dominance and Expected Utility: Survey and Analysis (1992)Portfolio Selection: Efficient Diversification of Investments (1959)Capital market equilibrium in a mean-lower partial moment framework (1977)Chapter 2 Measurement of inequality (2000)Theory of Games and Economic Behavior (1946)Risk Aversion in the Small and in the Large (1964)Optimum consumption and portfolio rules in a continuous-time model (1971)Risk Aversion in the Small and in the Large (1976)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)A Theory of the Term Structure of Interest Rates (1985)The Behavior of Stock-Market Prices (1965)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments (1970)Mutual fund separation in financial theory—The separating distributions (1978)On the Class of Elliptical Distributions and their Applications to the Theory of Portfolio Choice (1983)Estimation Risk in Portfolio Selection: The Mean Variance Model Versus the Mean Absolute Deviation Model (1997)The Stochastic Programming Approach to Asset, Liability, and Wealth Management (2003)Approaches to the Economics of Discrimination (2025)
this work references cited by second hop

References

  • 1969Rules for Ordering Uncertain Prospects1,757 cited
  • 1969The Efficiency Analysis of Choices Involving Risk1,416 cited
  • 1968The Random Character of Stock Market Prices944 cited
  • 1969Mean-Variance Analysis in the Theory of Liquidity Preference and Portfolio Selection351 cited
  • 1975OPTIMAL INVESTMENT AND CONSUMPTION STRATEGIES UNDER RISK FOR A CLASS OF UTILITY FUNCTIONS11This paper was presented at the winter meeting of the Econometric Society, San Francisco, California, December, 1966.347 cited
  • 1969A Note on Uncertainty and Indifference Curves297 cited
  • 2013The Efficiency Analysis of Choices Involving Risk205 cited
  • 1969Comment on Borch and Feldstein117 cited

Cited by

  • 1975Optimal rules for ordering uncertain prospects860 cited

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