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An Alternative Explanation for the Variation in Reported Estimates of Risk Aversion
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An Alternative Explanation for the Variation in Reported Estimates of Risk Aversion (2012)An Alternative Explanation for the Variat…Two-Moment Decision Models and Expected Utility Maximization (2016)Two-Moment Decision Models an…Relative Risk Aversion: What Do We Know? (2005)Relative Risk Aversion: What …Risk Aversion, Wealth and Background Risk (2001)Risk Aversion, Wealth and Bac…On tests of representative consumer asset pricing models (1990)On tests of representative co…The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets (1989)The Time Variation of Risk an…Tests of international CAPM with time‐varying covariances (1989)Tests of international CAPM w…Approximating Expected Utility by a Function of Mean and Variance (1979)Approximating Expected Utilit…THE DEMAND FOR RISKY ASSETS (1977)THE DEMAND FOR RISKY ASSETSThe Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments (1970)The Fundamental Approximation…Mean-Variance Analysis in the Theory of Liquidity Preference and Portfolio Selection (1969)Mean-Variance Analysis in the…Criteria for Choice Among Risky Ventures (1959)An Intertemporal Capital Asset Pricing Model (1973)The Rationale of the Mean-Standard Deviation Analysis, Skewness Preference, and the Demand for Money (1989)Why do people pay taxes? (1992)Economic foundations of cost-effectiveness analysis (1997)Inequality, Social Insurance, and Redistribution (2001)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Asset Prices in an Exchange Economy (1978)The equity premium: A puzzle (1985)Long-Run Risk through Consumption Smoothing (2010)Estimation of Dynamic Term Structure Models (2012)Structural stochastic volatility in asset pricing dynamics: Estimation and model contest (2012)Portfolio Analysis in a Stable Paretian Market (1965)A Model of the Demand for Money by Firms (1966)The Random Character of Stock Market Prices (1968)Entropy, market risk, and the selection of efficient portfolios (1972)On the Application of Portfolio Theory to Depository Financial Intermediaries (1974)ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY (2009)Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small and in the Large (1976)Explaining the characteristics of the power (CRRA) utility family (2008)Should Governments Use a Declining Discount Rate in Project Analysis? (2014)Measuring Social Welfare (2019)Portfolio Selection: Efficient Diversification of Investments (1959)A Note on Uncertainty and Indifference Curves (1969)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications (2003)Systemic Risk and International Portfolio Choice (2004)Optimal Portfolio Allocation under Higher Moments (2006)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Alternative estimators for factor garch models—A monte carlo comparison (1992)The Internationalization of Equity Markets (1993)Multivariate Simultaneous Generalized ARCH (1995)The dynamics of time-varying volatilities in different size second-hand ship prices of the dry-cargo sector (1997)Essays in the Theory of Risk-Bearing. (1972)Preference Parameters and Behavioral Heterogeneity: An Experimental Approach in the Health and Retirement Study (1997)Wealth, Information Acquisition, and Portfolio Choice (2003)Outward FDI and Local Employment Growth in Italy (2007)Testing for Adverse Selection in Insurance Markets (2009)Liquidity Preference as Behavior Towards Risk (1958)Mean-Variance Versus Direct Utility Maximization (1984)Commissioned Paper: Capacity Management, Investment, and Hedging: Review and Recent Developments (2003)60 Years of portfolio optimization: Practical challenges and current trends (2013)Optimum consumption and portfolio rules in a continuous-time model (1971)A New Approach to International Arbitrage Pricing (1993)Time-varying risk premia, volatility, and technical trading rule profits: Evidence from foreign currency futures markets (1996)Fundamental determinants of national equity market returns: A perspective on conditional asset pricing (1997)A Theory of the Welfare State (1994)What You Don't Know About Customer-Perceived Quality: The Role of Customer Expectation Distributions (1999)Ex Post Liability for Harm vs. Ex Ante Safety Regulation: Substitutes or Complements? (2018)
this work references cited by second hop

References

  • 1977THE DEMAND FOR RISKY ASSETS1,052 cited
  • 1979Approximating Expected Utility by a Function of Mean and Variance874 cited
  • 1970The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments731 cited
  • 2016Two-Moment Decision Models and Expected Utility Maximization590 cited
  • 1969Mean-Variance Analysis in the Theory of Liquidity Preference and Portfolio Selection351 cited
  • 2005Relative Risk Aversion: What Do We Know?254 cited
  • 1990On tests of representative consumer asset pricing models205 cited
  • 1989The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets185 cited
  • 2001Risk Aversion, Wealth and Background Risk184 cited
  • 1989Tests of international CAPM with time‐varying covariances147 cited

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