The Review of Economics and Statistics · 1970 · 80 citations · 0 references
BusinessBusiness EconomicsEconomicsFinancial EconomicsOptimizationPortfolio ManagementPortfolio OptimizationPortfolio Risk ManagementPortfolio TheoryRisk AversionRisk-return AnalysisRisk-sensitive Decision MakingExpected Utility MaximizationExpected Utility TheoryOptimal Portfolio ChoiceSafety-first PreferencesUtility Maximization
David H. Pyle, Stephen J. Turnovsky, Safety-First and Expected Utility Maximization in Mean-Standard Deviation Portfolio Analysis, The Review of Economics and Statistics, Vol. 52, No. 1 (Feb., 1970), pp. 75-81