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Portfolio Analysis with Indirect Utility

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  • Yalcin Tuncer

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  • Yalcin Tuncer, 1975. "Portfolio Analysis with Indirect Utility," The American Economist, Sage Publications, vol. 19(1), pages 32-37, March.
    • Handle: RePEc:sae:amerec:v:19:y:1975:i:1:p:32-37
    DOI: 10.1177/056943457501900105
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    References listed on IDEAS

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    1. M. S. Feldstein, 1969. "Mean-Variance Analysis in the Theory of Liquidity Preference and Portfolio Selection," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 36(1), pages 5-12.
    2. Marcel K. Richter, 1960. "Cardinal Utility, Portfolio Selection and Taxation," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 27(3), pages 152-166.
    3. Jensen, Michael C, 1969. "Risk, The Pricing of Capital Assets, and the Evaluation of Investment Portfolios," The Journal of Business, University of Chicago Press, vol. 42(2), pages 167-247, April.
    4. Pollak, Robert A, 1970. "Homogeneous von-Neumann-Morgenstern Utility Functions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 11(1), pages 117-130, February.
    5. Paul A. Samuelson, 1970. "The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 37(4), pages 537-542.
    6. Hadar, Josef & Russell, William R, 1969. "Rules for Ordering Uncertain Prospects," American Economic Review, American Economic Association, vol. 59(1), pages 25-34, March.
    7. James Tobin, 1969. "Comment on Borch and Feldstein," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 36(1), pages 13-14.
    8. Tsiang, S C, 1972. "The Rationale of the Mean-Standard Deviation Analysis, Skewness Preference, and the Demand for Money," American Economic Review, American Economic Association, vol. 62(3), pages 354-371, June.
    9. K. Borch, 1969. "A Note on Uncertainty and Indifference Curves," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 36(1), pages 1-4.
    10. John S. Chipman, 1973. "The Ordering of Portfolios in Terms of Mean and Variance," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 40(2), pages 167-190.
    11. Milton Friedman & L. J. Savage, 1948. "The Utility Analysis of Choices Involving Risk," Journal of Political Economy, University of Chicago Press, vol. 56(4), pages 279-279.
    12. MOSSIN, Jan, 1968. "Optimal multiperiod portfolio policies," LIDAM Reprints CORE 19, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    13. Harold Hotelling, 1932. "Edgeworth's Taxation Paradox and the Nature of Demand and Supply Functions," Journal of Political Economy, University of Chicago Press, vol. 40(5), pages 577-577.
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