Consistency of mean-variance analysis and expected utility analysis
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference18 articles.
1. Essays in the theory of risk aversion;Arrow,1971
2. On the utility theoretic foundations of mean-variance analysis;Baron;The Journal of Finance,1977
3. A note on uncertainty and indifference curves;Borch;Review of Economic Studies,1969
4. A characterization of the distributions that imply mean-variance utility functions;Chamberlain;Journal of Economic Theory,1983
5. Mean-variance analysis in the theory of liquidity preference and portfolio selection;Feldstein;Review of Economic Studies,1969
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