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Lecture VII: Expected Utility, Mean-Variance and Risk Aversion PDF, PowerPoint ,Slides

Kroll, Yoram, Haim Levy, and Harry M. Markowitz. "Mean-Variance versus Direct Utility Maximization." Journal of Finance 39(1984): 47-61. JSTOR
Pulley, Lawrence B. "Mean-Variance versus Direct Utility Maximization: A Comment." Journal of Finance 40(1985): 601-2.
Reid, Donald W. and Bernard V. Tew. "Mean-Variance versus Direct Utility Maximization: A Comment." Journal of Finance 41(1986): 1177-79.
Tew, Bernard V. and Donald W. Reid. "More Evidence on Expected Value-Variance Analysis versus Direct Utility Maximization." Journal of Financial Research 10(1987): 249-57.

Lecture VIII: Meyer's Location Scale Transformation PDF, PowerPoint, Slides

Meyer, Jack "Two-Moment Decision Models and Expected Utility Maximization" American Journal of Agricultural Economics 77(3)(June 1987): 421-30. JSTOR