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Generalized Invariant Preferences: Two-parameter Representations of Preferences
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Generalized Invariant Preferences: Two-parameter Representations of Preferences (2008)Generalized Invariant Preferences: Two-pa…Invariant risk attitudes (2004)Invariant risk attitudesCertainty Independence and the Separation of Utility and Beliefs (2004)Certainty Independence and th…Constant Risk Aversion (1998)Constant Risk AversionFirst order versus second order risk aversion (1990)First order versus second ord…Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …The Dual Theory of Choice under Risk (1987)The Dual Theory of Choice und…Decreasing Risk Aversion and Mean-Variance Analysis (1985)Decreasing Risk Aversion and …CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…A theory of anticipated utility (1982)Prospect theory: An analysis of decision under risk (1988)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Advances in prospect theory: Cumulative representation of uncertainty (1992)Individual differences in reasoning: Implications for the rationality debate? (2000)Subjective probability and expected utility without additivity (2004)Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine (1953)Prospect Theory: An Analysis of Decision under Risk (1979)Calibration Results for Non-Expected Utility Theories (2008)Choosing Outcomes versus Choosing Products: Consumer-Focused Retirement Investment Advice (2008)Virtual experiments and environmental policy (2008)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 Aversion in the Small and in the Large (1964)Essays in the Theory of Risk-Bearing. (1972)Risk Aversion in the Small and in the Large (1976)Mental Accounting, Loss Aversion, and Individual Stock Returns (2001)Optimal Portfolio Choice under Loss Aversion (2004)WHAT MOTIVATES TAX COMPLIANCE? (2018)Subjective Probability and Expected Utility without Additivity (1989)Coherence without additivity (2003)Archimedean copulae and positive dependence (2004)A multivariate jump-driven financial asset model (2006)Optimum consumption and portfolio rules in a continuous-time model (1971)The Ross Characterization of Risk Aversion: Strengthening and Extension (1987)Chapter 33 Utility theory with uncertainty (1991)Mean‐Variance Preferences and Investor Behaviour (2001)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)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 epsilon-Gini-contamination multiple priors model admits a linear-mean-standard-deviation utility representation (2006)A two-parameter model of dispersion aversion (2013)Assessing Risk Aversion From the Investor’s Point of View (2019)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Common risk factors in the returns on stocks and bonds (1993)
this work references cited by second hop

References

  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 1987The Dual Theory of Choice under Risk2,426 cited
  • 1990First order versus second order risk aversion401 cited
  • 1998Constant Risk Aversion92 cited
  • 1985Decreasing Risk Aversion and Mean-Variance Analysis66 cited
  • 2004Certainty Independence and the Separation of Utility and Beliefs49 cited
  • 2004Invariant risk attitudes33 cited

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