scholarly journals Quadratic Utility and Linear Mean-Variance: A Pedagogic Note

1991 ◽  
Vol 13 (2) ◽  
pp. 289 ◽  
Author(s):  
Robert A. Collins ◽  
Edward E. Gbur
Keyword(s):  
Quadratic Utility ◽  
Mean Variance

scholarly journals On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility

2011 ◽  
Author(s):  
Ales Cerny ◽  
Fabio Maccheroni ◽  
Massimo Marinacci ◽  
Aldo Rustichini
Keyword(s):  
Quadratic Utility ◽  
Mean Variance

scholarly journals On the computation of optimal monotone mean–variance portfolios via truncated quadratic utility

2012 ◽  
Vol 48 (6) ◽  
pp. 386-395 ◽  
Author(s):  
Aleš Černý ◽  
Fabio Maccheroni ◽  
Massimo Marinacci ◽  
Aldo Rustichini
Keyword(s):  
Quadratic Utility ◽  
Mean Variance

Elementary proof that mean–variance implies quadratic utility

2010 ◽  
Vol 70 (2) ◽  
pp. 149-155 ◽  
Author(s):  
D. J. Johnstone ◽  
D. V. Lindley
Keyword(s):  
Elementary Proof ◽  
Quadratic Utility ◽  
Mean Variance

Dynamic Mean–Variance Asset Allocation

CFA Digest ◽  
2010 ◽  
Vol 40 (4) ◽  
pp. 47-49
Author(s):  
Johann U. de Villiers
Keyword(s):  
Asset Allocation ◽  
Mean Variance

Dynamic mean-variance portfolio analysis under model risk

2009 ◽  
Vol 12 (4) ◽  
pp. 91-115 ◽  
Author(s):  
Daniel Kuhn ◽  
Panos Parpas ◽  
Berç Rustem ◽  
Raquel Fonseca
Keyword(s):  
Portfolio Analysis ◽  
Model Risk ◽  
Mean Variance Portfolio ◽  
Mean Variance
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