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On Defining Multivariate Comparative Risk Aversion
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On Defining Multivariate Comparative Risk Aversion (2011)On Defining Multivariate Comparative Risk…Comparative risk aversion: A formal approach with applications to saving behavior (2010)Comparative risk aversion: A …A Good Sign for Multivariate Risk Taking (2007)A Good Sign for Multivariate …Increasing Generalized Correlation: A Definition and Some Economic Consequences (1980)Increasing Generalized Correl…On Multivariate Risk Aversion (1979)On Multivariate Risk AversionOn the Proper Cost Tests for Natural Monopoly in a Multiproduct Industry (1977)On the Proper Cost Tests for …Risk aversion with many commodities (1974)Risk aversion with many commo…Some remarks on measures of risk aversion and on their uses (1969)Some remarks on measures of r…Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small an…Essays in the Theory of Risk-Bearing. (1972)Risk Aversion in the Small and in the Large (1976)Optimal consumption–portfolio choices and retirement planning (2003)The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks (2012)Principles of Financial Economics (2014)Aspects of the Theory of Risk-Bearing. (1966)Uncertainty Aversion with Second-Order Utilities and Probabilities (2006)Ambiguity and the Bayesian Paradigm (2016)Behavior Towards Risk with Many Commodities (1969)Cash Crop Production, Food Price Volatility, and Rural Market Integration in the Third World (1992)Wishart Quadratic Term Structure Models (2005)MULTIATTRIBUTE UTILITY THEORY, INTERTEMPORAL UTILITY, AND CORRELATION AVERSION (2018)Value and Capital (1939)Rules for Ordering Uncertain Prospects (1969)The Comparison of Multi-Dimensioned Distributions of Economic Status (1982)Multidimensional inequality and multidimensional generalized entropy measures: An axiomatic derivation (1999)Multidimensional Poverty and Inequality (2014)The Utility Analysis of Choices Involving Risk (1948)Precautionary Saving in the Small and in the Large (1990)On the measurement of inequalities in health (1991)Apportioning of risks via stochastic dominance. (2009)Testing for Prudence and Skewness Seeking (2011)The Long-Run Discount Rate Controversy (2014)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)LIFE-CYCLE PREFERENCES REVISITED (2013)Too risk averse to purchase insurance? (2014)Risk Aversion and Precautionary Savings in Dynamic Settings (2018)A Regulatory Adjustment Process for Optimal Pricing by Multiproduct Monopoly Firms (1979)Fixed Costs, Sunk Costs, Entry Barriers, and Sustainability of Monopoly (1981)Market structure and multiproduct industries (1982)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)
this work references cited by second hop

References

  • 1964Risk Aversion in the Small and in the Large4,964 cited
  • 1977On the Proper Cost Tests for Natural Monopoly in a Multiproduct Industry400 cited
  • 1974Risk aversion with many commodities394 cited
  • 1969Some remarks on measures of risk aversion and on their uses302 cited
  • 1980Increasing Generalized Correlation: A Definition and Some Economic Consequences276 cited
  • 2007A Good Sign for Multivariate Risk Taking242 cited
  • 1979On Multivariate Risk Aversion95 cited
  • 2010Comparative risk aversion: A formal approach with applications to saving behavior52 cited

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