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The Rationale of the Mean-Standard Deviation Analysis: Comment

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  • Levy, Haim

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  • Levy, Haim, 1974. "The Rationale of the Mean-Standard Deviation Analysis: Comment," American Economic Review, American Economic Association, vol. 64(3), pages 434-441, June.
    • Handle: RePEc:aea:aecrev:v:64:y:1974:i:3:p:434-41
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    Cited by:

    1. Turvey, Calum G. & Nayak, Govindaray, 2003. "The Semivariance-Minimizing Hedge Ratio," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 28(1), pages 1-16, April.
    2. Gerry Boyle & Denis Conniffe, 2008. "Compatibility of expected utility and μ/σ approaches to risk for a class of non location–scale distributions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 35(2), pages 343-366, May.
    3. Gerry Boyle & Denis Conniffe, 2006. "Compatibility of Expected Utility and µ/s Approaches to Risk for a Class of Non Location-Scale Distributions," Economics Department Working Paper Series n1670406, Department of Economics, National University of Ireland - Maynooth.
    4. Kang, Taehoon & Wade Brorsen, B. & Adam, Brian D., 1996. "A new efficiency criterion: The mean-separated target deviations risk model," Journal of Economics and Business, Elsevier, vol. 48(1), pages 47-66, February.
    5. Blank, Steven C., 2005. "Hedging with off-farm income: implications for production and investment decisions across farm sizes," 2005 Annual Meeting, July 6-8, 2005, San Francisco, California 291741, Western Agricultural Economics Association.
    6. Bigman, David, 1995. "Approximation methods for ranking risky investment alternatives," Agricultural Economics, Blackwell, vol. 12(1), pages 1-9, April.
    7. Ballestero, E. & Gunther, M. & Pla-Santamaria, D. & Stummer, C., 2007. "Portfolio selection under strict uncertainty: A multi-criteria methodology and its application to the Frankfurt and Vienna Stock Exchanges," European Journal of Operational Research, Elsevier, vol. 181(3), pages 1476-1487, September.
    8. Utz, Sebastian & Wimmer, Maximilian & Hirschberger, Markus & Steuer, Ralph E., 2014. "Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds," European Journal of Operational Research, Elsevier, vol. 234(2), pages 491-498.
    9. G. Boyle & D. Conniffe, 2005. "When does ‘All Eggs in One Risky Basket’ Make Sense?," Economics Department Working Paper Series n1550305, Department of Economics, National University of Ireland - Maynooth.
    10. Ballestero, Enrique & Pla-Santamaria, David, 2004. "Selecting portfolios for mutual funds," Omega, Elsevier, vol. 32(5), pages 385-394, October.
    11. Giovanni Mastrobuoni & David A Rivers, 2019. "Optimising Criminal Behaviour and the Disutility of Prison," The Economic Journal, Royal Economic Society, vol. 129(619), pages 1364-1399.
    12. Enrique Ballestero & David Pla-Santamaria, 2005. "Grading the performance of market indicators with utility benchmarks selected from Footsie: a 2000 case study," Applied Economics, Taylor & Francis Journals, vol. 37(18), pages 2147-2160.
    13. Petsakos, Athanasios & Rozakis, Stelios, 2011. "Integrating risk and uncertainty in PMP models," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114762, European Association of Agricultural Economists.
    14. Chunhachinda, Pornchai & Dandapani, Krishnan & Hamid, Shahid & Prakash, Arun J., 1997. "Portfolio selection and skewness: Evidence from international stock markets," Journal of Banking & Finance, Elsevier, vol. 21(2), pages 143-167, February.
    15. David S. Jones & V. Vance Roley, 1981. "Bliss Points in Mean-Variance Portfolio Models," NBER Technical Working Papers 0019, National Bureau of Economic Research, Inc.

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