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Arrow-Pratt Risk Aversion, Risk Premium and Decision Weights

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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
1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
1981The Framing of Decisions and the Psychology of Choice17,834 cited
2019Theory of games and economic behavior16,630 cited
1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
1952PORTFOLIO SELECTION*13,480 cited
1985The equity premium: A puzzle5,785 cited
1964Risk Aversion in the Small and in the Large4,964 cited
1976Risk Aversion in the Small and in the Large4,655 cited
1958An Exact Consumption-Loan Model of Interest with or without the Social Contrivance of Money3,538 cited
1982A theory of anticipated utility3,136 cited
1948The Utility Analysis of Choices Involving Risk3,097 cited
1995Myopic Loss Aversion and the Equity Premium Puzzle2,486 cited
1965SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*2,451 cited
1995The Handbook of Experimental Economics

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2,053 cited

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2008A closer look at the Russian roulette problem: A re-examination of the nonlinearity of the prospect theory’s decision weight π12 cited
2010Applications of Behavioral Finance to Entrepreneurs and Venture Capitalists: Decision Making Under Risk and Uncertainty in Futures and Options Markets8 cited
2004Violations of Cpt in Mixed Gambles6 cited
2009The shape of the utility function under risk in the loss domain and the "ruinous losses" hypothesis: some experimental results3 cited
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2012Measuring the degree to which probability weighting affects risk-taking Behavior in financial decisions1 cited
2011Biophysics of Risk Aversion Based on Neurotransmitter Receptor Theory1 cited
2016Taming Models of Prospect Theory in the Wild? Estimation of Vlcek and Hens (2011)1 cited
2022Experimental Economics and the Theory of Finance1 cited
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