Mean-Variance Preferences is a decision-making model in which an agent’s preferences over risky prospects are determined solely by the mean and variance of their outcomes, distinguishing it from other risk preference models by its reliance on the first two moments of the probability distribution.
108
Publications
11.3K
Citations
160
Authors
120
Institutions
Publications per year
2017–2026
20
Publications
108
The Capital Asset Pricing Model: Some Empirical Tests
Fischer Black, Michael C. Jensen, Myron S. Scholes · 1972 · 2.7K citations
Mean‐Variance Versus Direct Utility Maximization
Yoram Kroll, Haim Levy, Harry M. Markowitz · The Journal of Finance · 1984 · 514 citations
1–5 of 108
Authors
160
- MM
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- AW
5
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- TE
5
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- FM
5
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- AR
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1–5 of 160
Institutions
120
Bielefeld University
Bielefeld, Germany
4 h-index
4 publications
148 citations
University of Minnesota
Minneapolis, United States
3 h-index
3 publications
667 citations
University of Siegen
Siegen, Germany
3 h-index
3 publications
72 citations
Decision Sciences (United States)
Fort Walton Beach, United States
3 h-index
3 publications
349 citations
Bocconi University
Milan, Italy
3 h-index
5 publications
365 citations
Agricultural & Applied Economics Association
Milwaukee, United States
2 h-index
3 publications
51 citations
Stanford University
Stanford, United States
2 h-index
2 publications
184 citations
University of Wisconsin–Madison
Madison, United States
2 h-index
2 publications
482 citations
1–8 of 120
Venues
- Journal of Financial and Quantitative Analysis
JFQA · 8 publications · 1.4K citations
8
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- SSRN Electronic Journal
Repository · 8 publications · 461 citations
8
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- The Journal of Finance
5 publications · 668 citations
5
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- Management Science
4 publications · 214 citations
4
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- RePEc: Research Papers in Economics
Repository · 4 publications · 112 citations
4
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1–5