Two-Moment Decision Models and Expected Utility Maximization

An introduction to probability theory and its applications

1958 • 31,109 citations

Increasing risk: I. A definition

1970 • 3,861 citations

Approximating Expected Utility by a Function of Mean and Variance

1979 • 886 citations

Mean-Variance Analysis in the Theory of Liquidity Preference and Portfolio Selection

1969 • 362 citations

Stochastic dominance and diversification

1971 • 240 citations

Simplifying the Choice between Uncertain Prospects Where Preference is Nonlinear

1974 • 188 citations

ON THE UTILITY THEORETIC FOUNDATIONS OF MEAN‐VARIANCE ANALYSIS

1977 • 104 citations

The impact of uncertainty in a class of objective functions

1977 • 70 citations

The Rationale of the Mean-Standard Deviation Analysis: Comment

1974 • 68 citations

On the Risk-Return Trade-Off in the Valuation of Assets

1969 • 18 citations

A Mean-Standard Deviation Exposition of the Theory of the Firm under Uncertainty: A Pedagogical Note

2016 • 15 citations

RISK-SMOOTHING ACROSS TIME AND THE DEMAND FOR INVENTORIES: A MEAN-VARIANCE APPROACH

2006 • 1 citations