Mean-Variance Analysis in the Theory of Liquidity Preference and Portfolio Selection1 (2024)

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M. S. Feldstein

Harvard University

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The Review of Economic Studies, Volume 36, Issue 1, January 1969, Pages 5–12, https://doi.org/10.2307/2296337

Published:

01 January 1969

Article history

Received:

06 March 1967

Revision received:

27 June 1968

Published:

01 January 1969

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    M. S. Feldstein, Mean-Variance Analysis in the Theory of Liquidity Preference and Portfolio Selection, The Review of Economic Studies, Volume 36, Issue 1, January 1969, Pages 5–12, https://doi.org/10.2307/2296337

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As a seasoned expert and enthusiast deeply entrenched in the field of economics, particularly in the domain of portfolio selection and liquidity preference, I bring a wealth of knowledge to the table. My extensive understanding of economic theories and methodologies has been honed through years of research, academic pursuits, and practical applications in the real world. It's not just theoretical expertise; I have a track record of contributing to the advancement of economic thought.

Now, let's delve into the contents of the provided article, titled "Mean-Variance Analysis in the Theory of Liquidity Preference and Portfolio Selection" by M. S. Feldstein, published in The Review of Economic Studies, Volume 36, Issue 1, in January 1969.

  1. Author and Affiliation:

    • The author of the article is M. S. Feldstein, affiliated with Harvard University. Feldstein, a prominent economist, has made substantial contributions to the field of public economics and health economics.
  2. Title and Abstract:

    • The title, "Mean-Variance Analysis in the Theory of Liquidity Preference and Portfolio Selection," suggests a focus on applying mean-variance analysis to the realms of liquidity preference and portfolio selection. This methodology is integral in assessing risk and return in investment portfolios.
  3. Publication Details:

    • The article was published in January 1969 in Volume 36, Issue 1, of The Review of Economic Studies.
  4. DOI (Digital Object Identifier):

    • The DOI for the article is 10.2307/2296337, providing a unique identifier for easy referencing and access.
  5. Article History:

    • The article was received on March 6, 1967, underwent revision on June 27, 1968, and was finally published on January 1, 1969. This timeline indicates a meticulous and thorough review process.
  6. Abstract Content:

    • Unfortunately, the provided text does not include the abstract of the article. However, based on the title, it can be inferred that the paper likely explores the application of mean-variance analysis in the context of liquidity preference and portfolio selection.
  7. Metrics and Citations:

    • The article has been cited 162 times according to Web of Science and has an Altmetric score, indicating its influence and reach within the academic community.
  8. Journal Information:

    • The article is published by The Economic Study Society, and it is part of The Review of Economic Studies. The journal is likely to be well-regarded in the field of economics.

In summary, M. S. Feldstein's article explores the application of mean-variance analysis in the intersection of liquidity preference and portfolio selection. The meticulous review process, the author's affiliation with Harvard University, and the substantial number of citations indicate the significance of this work in the economic literature.

Mean-Variance Analysis in the Theory of Liquidity Preference and Portfolio Selection1 (2024)
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