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Risk Management: An Interdisciplinary Framework
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Risk Management: An Interdisciplinary Framework (2014)Risk Management: An Interdisciplinary Fra…Games and Decisions (2015)Games and DecisionsCoherent Measures of Risk (1999)Coherent Measures of RiskModelling Extremal Events (1997)Modelling Extremal EventsProspect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Regret Theory: An Alternative Theory of Rational Choice Under Uncertainty (1982)Regret Theory: An Alternative…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …Moral Hazard and Observability (1979)Moral Hazard and ObservabilityRisk Aversion in the Small and in the Large (1976)Risk Aversion in the Small an…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Essays in the Theory of Risk-Bearing. (1972)Essays in the Theory of Risk-…The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)The Market for "Lemons": Qual…Information and Consumer Behavior (1970)Information and Consumer Beha…Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small an…Portfolio Selection: Efficient Diversification of Investments. (1962)Portfolio Selection: Efficien…Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine (1953)Le Comportement de l'Homme Ra…The Theory of Syndicates (1968)Markets and Hierarchies: Analysis and Antitrust Implications. (1976)Good News and Bad News: Representation Theorems and Applications (1981)Financial Intermediation and Delegated Monitoring (1984)Agency Costs, Net Worth, And Business Fluctuations (1988)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)Risk, Ambiguity, and the Savage Axioms (1961)Judgment under Uncertainty: Heuristics and Biases (1975)The Framing of Decisions and the Psychology of Choice (1981)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Theory of games and economic behavior (2019)Conditional value-at-risk for general loss distributions (2002)Modeling and Forecasting Realized Volatility (2003)Theory and Applications of Robust Optimization (2010)Consumer Perceptions of Price, Quality, and Value: A Means-End Model and Synthesis of Evidence (1988)The Antecedents and Consequences of Customer Satisfaction for Firms (1993)Corporate Social Responsibility: A Theory of the Firm Perspective (2001)The Evolution of Cooperation (1981)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Resource-Based Theory of Competitive Advantage: Implications for Strategy Formulation (1991)Well-being : the foundations of hedonic psychology (1999)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Advances in prospect theory: Cumulative representation of uncertainty (1992)On the measurement of inequality (1970)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
  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1970The Market for "Lemons": Quality Uncertainty and the Market Mechanism22,977 cited
  • 1999Coherent Measures of Risk8,849 cited
  • 1979Moral Hazard and Observability8,358 cited
  • 1970Information and Consumer Behavior5,796 cited
  • 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
  • 1964Risk Aversion in the Small and in the Large4,964 cited
  • 1976Risk Aversion in the Small and in the Large4,655 cited
  • 1997Modelling Extremal Events4,397 cited
  • 1953Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine4,117 cited
  • 1982Regret Theory: An Alternative Theory of Rational Choice Under Uncertainty4,041 cited
  • 1972Essays in the Theory of Risk-Bearing.3,991 cited
  • 2015Games and Decisions3,632 cited
  • 1962Portfolio Selection: Efficient Diversification of Investments.

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