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Elementary proof that mean–variance implies quadratic utility. (2011). Lindley, D. ; Johnstone, D..
In: Theory and Decision.
RePEc:kap:theord:v:70:y:2011:i:2:p:149-155.

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  1. Capital budgeting and Kelly betting. (2023). Johnstone, David J.
    In: Australian Journal of Management.
    RePEc:sae:ausman:v:48:y:2023:i:3:p:625-651.

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  2. Pitfalls of downside performance measures with arbitrary targets. (2015). Reichling, Peter ; Schulze, Gordon ; Hoechner, Benedikt.
    In: FEMM Working Papers.
    RePEc:mag:wpaper:150018.

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  3. Market Structure and the Cost of. (2014). Sova, Robert ; Mohamed EL HEDI AROURI, ; Rault, Christophe.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-351.

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  4. Prospect Theory and market quality. (2014). Pasquariello, Paolo.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:149:y:2014:i:c:p:276-310.

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  5. Market Structure and the Cost of Capital. (2013). Sova, Anamaria ; Mohamed EL HEDI AROURI, ; Rault, Christophe.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00798048.

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  6. Market Structure and the Cost of Capital. (2013). Teulon, Frédéric ; Sova, Ana Maria ; el Hedi, Mohamed ; Rault, Christophe.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:hal-00798048.

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References

References cited by this document

  1. Baron D. P. (1977) On the utility theoretic foundations of mean-variance analysis. Journal of Finance 32: 1683–1697.

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  9. Loeffler A. (1996) Variance aversion implies ?–?2-criterion. Journal of Economic Theory 69: 532–539.
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  12. Meyer J. (1987) Two-moment decision models and expected utility maximization. American Economic Review 77: 421–430.

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  14. Pratt J. W., Raiffa H, Schlaifer R. (1995) Introduction to statistical decision theory (2nd ed.). The MIT Press, Cambridge, MA.
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Cocites

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    In: Economic Theory.
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  2. On The Equivalence Of The Mean Variance Criterion And Stochastic Dominance Criteria. (2022). Pittis, Nikitas ; Samartzis, George.
    In: Papers.
    RePEc:arx:papers:2211.01240.

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  3. Justifying Mean-Variance Portfolio Selection when Asset Returns Are Skewed. (2021). Kohrs, Hendrik ; Schuhmacher, Frank ; Auer, Benjamin R.
    In: Management Science.
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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.
    In: Journal of Mathematical Economics.
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  5. ON THE CONCAVITY AND QUASICONCAVITY PROPERTIES OF ( σ , μ ) UTILITY FUNCTIONS. (2016). Lajeri-Chaherli, Fatma .
    In: Bulletin of Economic Research.
    RePEc:bla:buecrs:v:68:y:2016:i:3:p:287-296.

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  6. A critical review on supply chain risk – Definition, measure and modeling. (2015). Comes, Tina ; Nickel, Stefan ; Heckmann, Iris.
    In: Omega.
    RePEc:eee:jomega:v:52:y:2015:i:c:p:119-132.

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  7. Performance of Utility Based Hedges. (2014). Hanly, Jim ; cotter, john.
    In: Working Papers.
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  8. Mean-Variance and Expected Utility: The Borch Paradox. (2013). Lindley, Dennis ; Johnstone, David.
    In: Papers.
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  9. Elementary proof that mean–variance implies quadratic utility. (2011). Lindley, D. ; Johnstone, D..
    In: Theory and Decision.
    RePEc:kap:theord:v:70:y:2011:i:2:p:149-155.

    Full description at Econpapers || Download paper

  10. Terrorists’ Equilibrium Choices When No Attack Method is Riskless. (2011). Phillips, Peter.
    In: Atlantic Economic Journal.
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  11. Lone Wolf Terrorism. (2011). Phillips, Peter.
    In: Peace Economics, Peace Science, and Public Policy.
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  12. Performance measurement, expectancy and agency theory: An experimental study. (2008). Sloof, Randolph ; Praag, Mirjam.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:67:y:2008:i:3-4:p:794-809.

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  13. Performance Measurement, Expectancy and Agency Theory: An Experimental Study. (2007). Sloof, Randolph ; Praag, Mirjam ; van Praag, Mirjam.
    In: Tinbergen Institute Discussion Papers.
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  14. Notes and Comments: Measures of risk attitude: correspondences between mean-variance and expected-utility approaches. (2005). Eichner, Thomas.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:28:y:2005:i:1:p:53-65.

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  15. A new foundation for the mean-variance analysis. (2004). Liu, Liping.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:158:y:2004:i:1:p:229-242.

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  16. A Risk Averse Seller in a Continuous Time Auction with a Buyout Option. (2003). Mathews, Timothy.
    In: Brazilian Electronic Journal of Economics.
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  17. Stochastically dominating shifts and the competitive firm. (2002). Sproule, Robert ; Paulsson, Thomas .
    In: European Journal of Operational Research.
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  18. Expected utility, skewness, and the baseball betting market. (1999). Woodland, Bill.
    In: Applied Economics.
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  19. Approximation methods for ranking risky investment alternatives. (1995). Bigman, David.
    In: Agricultural Economics.
    RePEc:eee:agecon:v:12:y:1995:i:1:p:1-9.

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  20. TWO MOMENT DECISION MODELS AND EXPECTED UTILITY MAXIMIZATION: SOME IMPLICATIONS FOR APPLIED RESEARCH. (1988). Meyer, Jack.
    In: Regional Research Projects > 1988: S-180 Annual Meeting, March 20-23, 1988, Savannah, Georgia.
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  21. Target-MOTAD: A Stochastic Dominant Method For Evaluating Alternative Profit Margin Hedging Strategies. (1988). Rowsell, John B ; Kenyon, David E.
    In: 1988 Annual Meeting, August 1-3, Knoxville, Tennessee.
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  22. A NOTE ON OPTIMAL RULES FOR STOCHASTIC EFFICIENCY ANALYSIS. (1986). Drynan, Ross G..
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  23. The Implementation of Convex Set Stochastic Dominance for Applied Risk Analysis. (1984). Lodwick, Weldon ; Raskin, Rob ; Cochrane, Mark.
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  24. THE BENEFITS AND COSTS OF PARTICIPATION IN FARM COMMODITY PROGRAMS: A STOCHASTIC DOMINANCE ANALYSIS. (1980). Kramer, Randall ; Pope, Rulon D.
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