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ArticleProspect theory and the risk-return association

Avi Fiegenbaum1990

Article1990

Prospect theory and the risk-return association

245 citations·0/0 files stored·Journal of Economic Behavior & Organization

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Decision-Making and Behavioral Economics Financial Markets and Investment Strategies Experimental Behavioral Economics Studies

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References

1979Prospect Theory: An Analysis of Decision under Risk 1988Prospect theory: An analysis of decision under risk 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1981The Framing of Decisions and the Psychology of Choice 1965The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets 1975THE 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.]1971Industrial Market Structure and Economic Performance.1988

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Year1990

Typearticle

Published1990-10-01

VenueJournal of Economic Behavior & Organization

ISSN-L0167-2681

Languageen

Citations245

Files0 public / 0

ShelfDecision-Making and Behavioral Economics

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doi10.1016/0167-2681(90)90074-n

openalex_workW1577805012

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RATIONAL CHOICE AND THE FRAMING OF DECISIONS

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