Elementary proof that mean–variance implies quadratic utility. Johnstone, D. J. & Lindley, D. V. Theory and Decision, 2010.
doi  bibtex   
@article{Johnstone2010,
author = {Johnstone, D. J. and Lindley, D. V.},
doi = {10.1007/s11238-010-9194-7},
issn = {0040-5833},
journal = {Theory and Decision},
keywords = {information},
mendeley-tags = {information},
title = {{Elementary proof that mean–variance implies quadratic utility}},
year = {2010}
}
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