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From Mean Variance Space to Mean Skewness Space - Implications for Simultaneous Risk Seeking and Risk Averting Behavior
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From Mean Variance Space to Mean Skewness Space - Implications for Simultaneous Risk Seeking and Risk Averting Behavior (2001)From Mean Variance Space to Mean Skewness…Prospect Theory and Asset Prices (2001)Prospect Theory and Asset Pri…Mental Accounting, Loss Aversion, and Individual Stock Returns (2001)Mental Accounting, Loss Avers…‘First-order’ risk aversion and the equity premium puzzle (1990)‘First-order’ risk aversion a…Foundations for Financial Economics. (1989)Foundations for Financial Eco…Theory of Financial Decision Making. (1988)Theory of Financial Decision …Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Foundations for Financial Economics (1988)Foundations for Financial Eco…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …Probability and Utility Estimates for Racetrack Bettors (1977)Probability and Utility Estim…SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS* (1976)SKEWNESS PREFERENCE AND THE V…The Asset Structure of Individual Portfolios and Some Implications for Utility Functions (1975)The Asset Structure of Indivi…THE ASSET STRUCTURE OF INDIVIDUAL PORTFOLIOS AND SOME IMPLICATIONS FOR UTILITY FUNCTIONS (1975)THE ASSET STRUCTURE OF INDIVI…The Fundamental Theorem of Parameter-Preference Security Valuation (1973)The Fundamental Theorem of Pa…RISK AND THE REQUIRED RETURN ON EQUITY (1967)RISK AND THE REQUIRED RETURN …The Utility of Wealth (1952)The Utility of WealthThe Utility Analysis of Choices Involving Risk (1948)The Utility Analysis of Choic…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)The relationship between return and market value of common stocks (1981)Conditional Skewness in Asset Pricing Tests (2000)… and the Cross-Section of Expected Returns (2015)The Pricing of Options and Corporate Liabilities (1973)Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options (1996)Post-'87 crash fears in the S&P 500 futures option market (2000)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Theory of games and economic behavior (2019)Risk, Ambiguity, and the Savage Axioms (1961)Judgment under Uncertainty: Heuristics and Biases (1975)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Common risk factors in the returns on stocks and bonds (1993)Disagreement and the Stock Market (2007)Ambiguity, Information Quality, and Asset Pricing (2008)Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle (2015)The Framing of Decisions and the Psychology of Choice (1981)Fairness and Retaliation: The Economics of Reciprocity (2000)Presidential Address: Discount Rates (2011)Handbook of Emotions (1993)Well-being : the foundations of hedonic psychology (1999)Investor Psychology and Asset Pricing (2001)Toward a positive theory of consumer choice (1980)Risk as feelings. (2001)On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation (2004)Option‐Implied Risk Aversion Estimates (2004)Financial liberalization, private investment and portfolio choice: Financialization of real sectors in emerging markets (2008)Portfolio selection and skewness: Evidence from international stock markets (1997)Optimal Portfolio Allocation under Higher Moments (2006)Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns (2008)Advances in prospect theory: Cumulative representation of uncertainty (1992)
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References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 1948The Utility Analysis of Choices Involving Risk3,097 cited
  • 2001Prospect Theory and Asset Prices1,876 cited
  • 1988Theory of Financial Decision Making.1,867 cited
  • 1952The Utility of Wealth1,845 cited
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  • 2001Mental Accounting, Loss Aversion, and Individual Stock Returns979 cited
  • 1989Foundations for Financial Economics.831 cited
  • 1967RISK AND THE REQUIRED RETURN ON EQUITY666 cited
  • 1988Foundations for Financial Economics492 cited
  • 1973The Fundamental Theorem of Parameter-Preference Security Valuation447 cited
  • 1975The Asset Structure of Individual Portfolios and Some Implications for Utility Functions420 cited
  • 1977Probability and Utility Estimates for Racetrack Bettors390 cited
  • 1975THE ASSET STRUCTURE OF INDIVIDUAL PORTFOLIOS AND SOME IMPLICATIONS FOR UTILITY FUNCTIONS378 cited
  • 1990‘First-order’ risk aversion and the equity premium puzzle

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