%0 Journal Article
%T MEAN-VARIANCE RULE AND ITS APPLICATION<br>均值-方差准则及其应用
%A WEN Ping
%A <br>文平
%J 系统科学与数学
%D 2010
%I 
%X This paper discusses the consistency of the expected utility theory with the mean-variance rule in location-scale family, and broadens the application of mean-variance rule from the normal distribution to location-scale family and proves the Mossin theorem by the obtained result. This not only enlarges the application range and can consolidate the foundation of CAPM.
%K Mean-variance rule
%K expected utility
%K stochastic dominance
%K normal distribution<br>均值-方差准则
%K 期望效用
%K 随机占优
%K 正态分布.
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=6E709DC38FA1D09A4B578DD0906875B5B44D4D294832BB8E&cid=37F46C35E03B4B86&jid=0CD45CC5E994895A7F41A783D4235EC2&aid=6C651652869D6FE4162D3F1A3F352E86&yid=140ECF96957D60B2&vid=340AC2BF8E7AB4FD&iid=E158A972A605785F&sid=1918ADDC93A85779&eid=4002B7787911C73B&journal_id=1000-0577&journal_name=系统科学与数学&referenced_num=0&reference_num=9