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Risk Aversion Behavior. Relationships Between Risk Aversion, Prudence And Cautiousness
7 references·0 citing·21 second hop
Risk Aversion Behavior. Relationships Between Risk Aversion, Prudence And Cautiousness (2008)Risk Aversion Behavior. Relationships Bet…An Alternative Characterization of Decreasing Absolute Risk Aversion (1983)An Alternative Characterizati…Stochastic Dominance Tests for Decreasing Absolute Risk-Aversion II: General Random Variables (1977)Stochastic Dominance Tests fo…Risk Aversion in the Small and in the Large (1976)Risk Aversion in the Small an…Stochastic Dominance Tests for Decreasing Absolute Risk Aversion. I. Discrete Random Variables (1975)Stochastic Dominance Tests fo…Some remarks on measures of risk aversion and on their uses (1969)Some remarks on measures of r…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…Rules for Ordering Uncertain Prospects (1969)Safety-First, Stochastic Dominance, and Optimal Portfolio Choice (1978)Research Bibliography—Stochastic Dominance: A Research Bibliography (1982)A data envelopment analysis approach to measure the mutual fund performance (2001)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)On the measurement of inequality (1970)Risk Aversion and Incentive Effects (2002)Risk aversion with many commodities (1974)Game-theoretic analysis of cooperation among supply chain agents: Review and extensions (2006)Uncertainty Aversion with Second-Order Utilities and Probabilities (2006)Constant Exchange Risk Properties (1987)Theory of Financial Decision Making. (1988)Computer-based modeling environments (1989)Financial Intermediation and Delegated Monitoring (1984)Prospect theory: An analysis of decision under risk (1988)Well-being : the foundations of hedonic psychology (1999)Methodologies for Risk and Hazard Assessment: A Survey and Status Report (1980)Linear Tests for Decreasing Absolute Risk Aversion Stochastic Dominance (2014)Portfolio Choice Based on Third-Degree Stochastic Dominance (2016)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
  • 1966Aspects of the Theory of Risk-Bearing.1,888 cited
  • 1969Some remarks on measures of risk aversion and on their uses302 cited
  • 1975Stochastic Dominance Tests for Decreasing Absolute Risk Aversion. I. Discrete Random Variables62 cited
  • 1977Stochastic Dominance Tests for Decreasing Absolute Risk-Aversion II: General Random Variables40 cited
  • 1983An Alternative Characterization of Decreasing Absolute Risk Aversion25 cited

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