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Risk and uncertainty : classical and modern models for individual decision making
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Risk and uncertainty : classical and modern models for individual decision making (1999)Risk and uncertainty : classical and mode…Subjective probability and expected utility without additivity (2004)Subjective probability and ex…Myopic Loss Aversion and the Equity Premium Puzzle (1995)Myopic Loss Aversion and the …Advances in prospect theory: Cumulative representation of uncertainty (1992)Advances in prospect theory: …Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Loss Aversion in Riskless Cho…Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …Regret in Decision Making under Uncertainty (1982)Regret in Decision Making und…A theory of anticipated utility (1982)A theory of anticipated utili…Cardinal Welfare, Individualistic Ethics, and Interpersonal Comparisons of Utility (1980)Cardinal Welfare, Individuali…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …Myopia and Inconsistency in Dynamic Utility Maximization (1973)Myopia and Inconsistency in D…On the measurement of inequality (1970)On the measurement of inequal…Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small an…Myopia and Inconsistency in Dynamic Utility Maximization (1955)Myopia and Inconsistency in D…Cardinal Welfare, Individualistic Ethics, and Interpersonal Comparisons of Utility (1955)Cardinal Welfare, Individuali…The theory of decision making. (1954)The theory of decision making.17. A Value for n-Person Games (1953)17. A Value for n-Person GamesAspects of the Theory of Risk-Bearing. (1966)On Economic Inequality (1973)Risk Aversion in the Small and in the Large (1976)A Class of Decomposable Poverty Measures (1984)The Dimensions of Residential Segregation (1988)Prospect theory: An analysis of decision under risk (1988)Status quo bias in decision making (1988)A Theory of Fairness, Competition, and Cooperation (1999)Time Discounting and Time Preference: A Critical Review (2002)Judgment under Uncertainty: Heuristics and Biases (1975)Individual differences in reasoning: Implications for the rationality debate? (2000)A perspective on judgment and choice: Mapping bounded rationality. (2003)RATIONAL CHOICE AND THE FRAMING OF DECISIONS (1988)Theory of games and economic behavior (2019)Risk, Ambiguity, and the Savage Axioms (1961)Utility Theory for Decision Making (1971)Recent developments in modeling preferences: Uncertainty and ambiguity (1992)Chapter 18 A survey of behavioral finance (2003)A Smooth Model of Decision Making under Ambiguity (2005)Risk as feelings. (2001)Game theoretic analysis of a bankruptcy problem from the Talmud (1985)Monotonic solutions of cooperative games (1985)Decomposition procedures for distributional analysis: a unified framework based on the Shapley value (2012)The Framing of Decisions and the Psychology of Choice (1981)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Equality of Opportunity (1998)Some Uses of Happiness Data in Economics (2006)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)
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References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
  • 195317. A Value for n-Person Games6,944 cited
  • 1970On the measurement of inequality6,456 cited
  • 1991Loss Aversion in Riskless Choice: A Reference-Dependent Model6,428 cited
  • 1964Risk Aversion in the Small and in the Large4,964 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 1982A theory of anticipated utility3,136 cited
  • 1982Regret in Decision Making under Uncertainty2,990 cited
  • 1955Cardinal Welfare, Individualistic Ethics, and Interpersonal Comparisons of Utility2,884 cited
  • 1955Myopia and Inconsistency in Dynamic Utility Maximization2,834 cited
  • 1973Myopia and Inconsistency in Dynamic Utility Maximization2,743 cited
  • 1954The theory of decision making.2,708 cited
  • 2004Subjective probability and expected utility without additivity2,510 cited
  • 1995Myopic Loss Aversion and the Equity Premium Puzzle2,486 cited
  • 1980Cardinal Welfare, Individualistic Ethics, and Interpersonal Comparisons of Utility

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