KnowraMean–variance analysisLinked fromLinked fromThe 7 pages that link to Mean–variance analysis, each with the reason it gives.All 7Broader topic 1Related 4Compared with 2Risk aversionCompared with: It represents aversion through a trade-off between return and dispersion rather than utility over outcomes.Capital asset pricing modelRelated: The model’s portfolio foundation represents risk and reward through these two quantities.Modern portfolio theoryRelated: This is the framework’s core calculation for comparing portfolio choices.Harry MarkowitzBroader topic: Markowitz applied it to compare portfolios by expected return and risk.Arbitrage pricing theoryCompared with: Mean-variance analysis is a portfolio-choice framework, whereas APT imposes a cross-asset pricing relation.James TobinRelated: Tobin adapted this framework to explain optimal choices between safe money and risky assets.William F. SharpeRelated: Sharpe’s early portfolio work applies this framework to investment selection.