SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Risk Attitude Hypotheses of Utility Theory
16 references·10 citing·28 second hop
Risk Attitude Hypotheses of Utility Theory (1983)Risk Attitude Hypotheses of Utility TheoryTheory of games and economic behavior (2019)Theory of games and economic …Topological methods in cardinal utility theory (2008)Topological methods in cardin…Foundations of Measurement: (1991)Foundations of Measurement:Foundations of Measurement (1990)Foundations of MeasurementProspect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Relative Risk Aversion (1982)Relative Risk AversionRisk Taking and Problem Context in the Domain of Losses: An Expected Utility Analysis (1980)Risk Taking and Problem Conte…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …Measurable Multiattribute Value Functions (1979)Measurable Multiattribute Val…Expected Utility Hypotheses and the Allais Paradox (1979)Expected Utility Hypotheses a…Risk Aversion in the Small and in the Large (1976)Risk Aversion in the Small an…Patrick Suppes and Joseph L. Zinnes. Basic measurement theory. Handbook of mathematical psychology, Volume I, edited by R. Duncan Luce, Robert R. Bush, and Eugene Galanter, John Wiley and Sons, Inc., New York and London1963, pp. 1–76. (1971)Patrick Suppes and Joseph L. …Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small an…Handbook of mathematical psychology: I. (1963)Handbook of mathematical psyc…Handbook Of Mathematical Psychology (1963)Handbook Of Mathematical Psyc…Theory of Games and Economic Behavior (1946)Theory of Games and Economic …Building contractors’ behavioural pattern in pricing weather risks (2007)Building contractors’ behavio…What Drives Strategic Behavior? A Framework to Explain and Predict SMEs' Transition to Sustainable Production Systems (2006)What Drives Strategic Behavio…Debates on the Utility of Risk. A Look Back to Move Forward (2001)Debates on the Utility of Ris…A Large Scale Empirical Test for the Linearized Moments Model (LMM): Compatibility between Theory and Observation (1988)A Large Scale Empirical Test …The Present State of Utility Theory (1986)The Present State of Utility …A discussion of the present state of utility theory (FUR II, Venice, 1984) (1986)A discussion of the present s…Relativity in Decision Theory (1984)Relativity in Decision TheoryPrediction, Measurement, and Error of Utility: A Reply to Allais (1984)Prediction, Measurement, and …On utility functions. The present state (1984)On utility functions. The pre…Decision-Aid and Expected Utility Theory: A Critical Survey (1984)Decision-Aid and Expected Uti…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)Simultaneous conjoint measurement: A new type of fundamental measurement (1964)Context theory of classification learning. (1978)Attention, similarity, and the identification-categorization relationship. (1986)Cardinal Welfare, Individualistic Ethics, and Interpersonal Comparisons of Utility (1980)Development of prosocial, individualistic, and competitive orientations: Theory and preliminary evidence. (1997)Political Choice in Britain (2004)Toward a positive theory of consumer choice (1980)Non-cooperative games (1989)Constructing Probability Boxes and Dempster-Shafer Structures (2003)Ranking Sets of Objects (2004)A decade of application of the Choquet and Sugeno integrals in multi-criteria decision aid (2009)Contest success functions (1996)Handbook on Constructing Composite Indicators (2005)Tools for Composite Indicators Building (2005)Financial Intermediation and Delegated Monitoring (1984)Well-being : the foundations of hedonic psychology (1999)Advances in prospect theory: Cumulative representation of uncertainty (1992)Mental Models in Cognitive Science (1980)Analogical Mapping by Constraint Satisfaction (1989)On Network Theory (2011)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

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 2019Theory of games and economic behavior16,630 cited
  • 1964Risk Aversion in the Small and in the Large4,964 cited
  • 1976Risk Aversion in the Small and in the Large4,655 cited
  • 1946Theory of Games and Economic Behavior3,280 cited
  • 1963Handbook of mathematical psychology: I.1,987 cited
  • 1990Foundations of Measurement1,953 cited
  • 1963Handbook Of Mathematical Psychology1,939 cited
  • 1991Foundations of Measurement:796 cited
  • 1979Measurable Multiattribute Value Functions676 cited
  • 2008Topological methods in cardinal utility theory622 cited
  • 1979Expected Utility Hypotheses and the Allais Paradox590 cited
  • 1971Patrick Suppes and Joseph L. Zinnes. Basic measurement theory. Handbook of mathematical psychology, Volume I, edited by R. Duncan Luce, Robert R. Bush, and Eugene Galanter, John Wiley and Sons, Inc., New York and London1963, pp. 1–76.518 cited
  • 1982Relative Risk Aversion328 cited
  • 1980Risk Taking and Problem Context in the Domain of Losses: An Expected Utility Analysis

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

274 cited

Cited by

  • 2007Building contractors’ behavioural pattern in pricing weather risks35 cited
  • 1984Decision-Aid and Expected Utility Theory: A Critical Survey10 cited
  • 1984On utility functions. The present state9 cited
  • 1988A Large Scale Empirical Test for the Linearized Moments Model (LMM): Compatibility between Theory and Observation7 cited
  • 1984Relativity in Decision Theory5 cited
  • 2001Debates on the Utility of Risk. A Look Back to Move Forward2 cited
  • 1986The Present State of Utility Theory2 cited
  • 1986A discussion of the present state of utility theory (FUR II, Venice, 1984)2 cited
  • 1984Prediction, Measurement, and Error of Utility: A Reply to Allais1 cited
  • 2006What Drives Strategic Behavior? A Framework to Explain and Predict SMEs' Transition to Sustainable Production Systems1 cited