GENERALIZED MEAN‐VARIANCE TRADEOFFS FOR BEST PERTURBATION CORRECTIONS TO APPROXIMATE PORTFOLIO DECISIONS*

Portfolio Selection: Efficient Diversification of Investments

1959 • 5,744 citations

Liquidity Preference as Behavior Towards Risk

1958 • 3,747 citations

A New Interpretation of Information Rate

1956 • 1,535 citations

The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments

1970 • 735 citations

Criteria for Choice Among Risky Ventures

1959 • 401 citations

Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods

1974 • 277 citations

The “Fallacy” of Maximizing the Geometric Mean in Long Sequences of Investing or Gambling

1971 • 233 citations

MULTI‐PERIOD MEAN‐VARIANCE ANALYSIS: TOWARD A GENERAL THEORY OF PORTFOLIO CHOICE*

1971 • 179 citations

Investment policies for expanding businesses optimal in a long‐run sense

1960 • 119 citations

Multi-Period Mean-Variance Analysis: Toward a General Theory of Portfolio Choice

1971 • 86 citations

Speculation and the Carryover

1936 • 80 citations

Assets, Prices and Monetary Theory

1938 • 35 citations

Assets, Prices and Monetary Theory

1974 • 32 citations