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2. CAPITAL DECISIONS WITH TEMPORAL RESOLUTION OF UNCERTAINTY: A MEAN-VARIANCE APPROACH. (1989). Legg, Thomas D..
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1. Auctioning risk: the all-pay auction under mean-variance preferences. (2022). Schweinzer, Paul ; Klose, Bettina.
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2. On The Equivalence Of The Mean Variance Criterion And Stochastic Dominance Criteria. (2022). Pittis, Nikitas ; Samartzis, George.
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3. Justifying Mean-Variance Portfolio Selection when Asset Returns Are Skewed. (2021). Kohrs, Hendrik ; Schuhmacher, Frank ; Auer, Benjamin R.
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4. An additive model of decision making under risk and ambiguity. (2019). He, Ying ; Butler, John C ; Jia, Jianmin ; Dyer, James S.
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5. ON THE CONCAVITY AND QUASICONCAVITY PROPERTIES OF ( σ , μ ) UTILITY FUNCTIONS. (2016). Lajeri-Chaherli, Fatma .
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6. A critical review on supply chain risk – Definition, measure and modeling. (2015). Comes, Tina ; Nickel, Stefan ; Heckmann, Iris.
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7. Performance of Utility Based Hedges. (2014). Hanly, Jim ; cotter, john.
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8. Higher-order moments in the theory of diversification and portfolio composition. (2013). Perote, Javier ; Peel, David ; Paya, Ivan ; Ñíguez Grau, Trino ; Niguez, Trino-Manuel .
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9. Mean-Variance and Expected Utility: The Borch Paradox. (2013). Lindley, Dennis ; Johnstone, David.
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10. Elementary proof that mean–variance implies quadratic utility. (2011). Lindley, D. ; Johnstone, D..
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11. Terrorists’ Equilibrium Choices When No Attack Method is Riskless. (2011). Phillips, Peter.
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12. Lone Wolf Terrorism. (2011). Phillips, Peter.
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13. Performance measurement, expectancy and agency theory: An experimental study. (2008). Sloof, Randolph ; Praag, Mirjam.
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14. Performance Measurement, Expectancy and Agency Theory: An Experimental Study. (2007). Sloof, Randolph ; Praag, Mirjam ; van Praag, Mirjam.
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15. Notes and Comments: Measures of risk attitude: correspondences between mean-variance and expected-utility approaches. (2005). Eichner, Thomas.
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16. A new foundation for the mean-variance analysis. (2004). Liu, Liping.
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17. A Risk Averse Seller in a Continuous Time Auction with a Buyout Option. (2003). Mathews, Timothy.
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18. Stochastically dominating shifts and the competitive firm. (2002). Sproule, Robert ; Paulsson, Thomas .
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19. Expected utility, skewness, and the baseball betting market. (1999). Woodland, Bill.
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20. Approximation methods for ranking risky investment alternatives. (1995). Bigman, David.
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21. TWO MOMENT DECISION MODELS AND EXPECTED UTILITY MAXIMIZATION: SOME IMPLICATIONS FOR APPLIED RESEARCH. (1988). Meyer, Jack.
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22. Target-MOTAD: A Stochastic Dominant Method For Evaluating Alternative Profit Margin Hedging Strategies. (1988). Rowsell, John B ; Kenyon, David E.
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23. A NOTE ON OPTIMAL RULES FOR STOCHASTIC EFFICIENCY ANALYSIS. (1986). Drynan, Ross G..
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24. The Implementation of Convex Set Stochastic Dominance for Applied Risk Analysis. (1984). Lodwick, Weldon ; Raskin, Rob ; Cochrane, Mark.
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25. Symmetry Restrictions in a System of Financial Asset Demands: A Theoretical and Empirical Analysis. (1980). Roley, Vance V..
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26. THE BENEFITS AND COSTS OF PARTICIPATION IN FARM COMMODITY PROGRAMS: A STOCHASTIC DOMINANCE ANALYSIS. (1980). Kramer, Randall ; Pope, Rulon D.
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27. An Expository Review of Bernoullian Decision Theory in Agriculture: Is Utility Futility?. (1971). Dillon, John L..
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