SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The probability premium: A graphical representation
13 references·2 citing·29 second hop
The probability premium: A graphical representation (2015)The probability premium: A graphical repr…The utility premium of Friedman and Savage, comparative risk aversion, and comparative prudence (2015)The utility premium of Friedm…Substituting one risk increase for another: A method for measuring risk aversion (2013)Substituting one risk increas…Prudence probability premium (2010)Prudence probability premiumOn the utility premium of Friedman and Savage (2009)On the utility premium of Fri…The Dual Theory of Choice under Risk (1987)The Dual Theory of Choice und…Risk aversion in the theory of expected utility with rank dependent probabilities (1987)Risk aversion in the theory o…Risk Aversion in Quiggin and Yaari's Rank-Order Model of Choice Under Uncertainty (1987)Risk Aversion in Quiggin and …A theory of anticipated utility (1982)A theory of anticipated utili…Risk Aversion in the Small and in the Large (1976)Risk Aversion in the Small an…Essays in the Theory of Risk-Bearing. (1972)Essays in the Theory of Risk-…Aspects of the Theory of Risk-Bearing. (1966)Aspects of the Theory of Risk…Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small an…The Utility Analysis of Choices Involving Risk (1948)The Utility Analysis of Choic…Probability Premium and Attitude Towards Probability (2021)Probability Premium and Attit…Risk Aversion in the Small and in the Large under Rank-Dependent Utility (2015)Risk Aversion in the Small an…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)RATIONAL CHOICE AND THE FRAMING OF DECISIONS (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Individual differences in reasoning: Implications for the rationality debate? (2000)Theory of games and economic behavior (2019)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Subjective probability and expected utility without additivity (2004)On Economic Inequality (1973)Ordering risks: Expected utility theory versus Yaari's dual theory of risk (1998)Deviation Measures in Risk Analysis and Optimization (2003)The fundamental risk quadrangle in risk management, optimization and statistical estimation (2013)First order versus second order risk aversion (1990)An axiomatization of cumulative prospect theory (1993)Risk Aversion in the Laboratory (2008)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)On the measurement of inequality (1970)Risk Aversion and Incentive Effects (2002)Toward a positive theory of consumer choice (1980)Risk as feelings. (2001)Moral Hazard and Observability (1979)The New Institutional Economics: Taking Stock, Looking Ahead (2000)Beyond Risk Aversion: Why, How and What's Next? (2012)Greater Mutual Aggravation (2016)Fractional Degree Stochastic Dominance (2020)Financial Intermediation and Delegated Monitoring (1984)Well-being : the foundations of hedonic psychology (1999)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)The arbitrage theory of capital asset pricing (1976)
this work references cited by second hop

References

  • 1964Risk Aversion in the Small and in the Large4,964 cited
  • 1976Risk Aversion in the Small and in the Large4,655 cited
  • 1972Essays in the Theory of Risk-Bearing.3,991 cited
  • 1982A theory of anticipated utility3,136 cited
  • 1948The Utility Analysis of Choices Involving Risk3,097 cited
  • 1987The Dual Theory of Choice under Risk2,426 cited
  • 1966Aspects of the Theory of Risk-Bearing.1,888 cited
  • 1987Risk aversion in the theory of expected utility with rank dependent probabilities430 cited
  • 1987Risk Aversion in Quiggin and Yaari's Rank-Order Model of Choice Under Uncertainty136 cited
  • 2013Substituting one risk increase for another: A method for measuring risk aversion49 cited
  • 2009On the utility premium of Friedman and Savage35 cited
  • 2010Prudence probability premium15 cited
  • 2015The utility premium of Friedman and Savage, comparative risk aversion, and comparative prudence5 cited

Cited by

  • 2015Risk Aversion in the Small and in the Large under Rank-Dependent Utility1 cited
  • 2021Probability Premium and Attitude Towards Probability0 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work