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Adaptive utility and trial aversion
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Adaptive utility and trial aversion (2010)Adaptive utility and trial aversionTheory of games and economic behavior (2019)Theory of games and economic …Decision-Making Under Uncertainty: Capturing Dynamic Brand Choice Processes in Turbulent Consumer Goods Markets (1996)Decision-Making Under Uncerta…Decisions with Multiple Objectives: Preferences and Value Tradeoffs. (1994)Decisions with Multiple Objec…Expected Information as Expected Utility (1979)Expected Information as Expec…Decisions with Multiple Objectives—Preferences and Value Tradeoffs (1977)Decisions with Multiple Objec…Risk Aversion in the Small and in the Large (1976)Risk Aversion in the Small an…Essays in the Theory of Risk-Bearing. (1972)Essays in the Theory of Risk-…Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small an…Applied Statistical Decision Theory. (1962)Applied Statistical Decision …Applied Statistical Decision Theory (1962)Applied Statistical Decision …A BEHAVIORAL MODEL OF RATIONAL CHOICE (1955)A BEHAVIORAL MODEL OF RATIONA…Exposition of a New Theory on the Measurement of Risk (1954)Exposition of a New Theory on…An Axiomatic Approach to Measurable Utility (1953)An Axiomatic Approach to Meas…Theory of Games and Economic Behavior (1947)Theory of Games and Economic …Theory of Games and Economic Behaviour. (1946)Theory of Games and Economic …Theory of Games and Economic Behavior (1945)Theory of Games and Economic …A Conjugate Class of Utility Functions for Sequential Decision Problems (2015)A Conjugate Class of Utility …Conjoint Analysis in Consumer Research: Issues and Outlook (1978)Risk management in a dynamic society: a modelling problem (1997)Best-worst multi-criteria decision-making method (2014)Moral Hazard and Observability (1979)Prospect theory: An analysis of decision under risk (1988)The New Institutional Economics: Taking Stock, Looking Ahead (2000)Toward a positive theory of consumer choice (1980)Non-cooperative games (1989)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Framing of Decisions and the Psychology of Choice (1981)Exploration and Exploitation in Organizational Learning (1991)Subjectivity and correlation in randomized strategies (1974)The Health Utilities Index (HUI): concepts, measurement properties and applications. (2003)Games with Incomplete Information Played by “Bayesian” Players, I–III: Part I. The Basic Model (2004)Financial Intermediation and Delegated Monitoring (1984)Well-being : the foundations of hedonic psychology (1999)Risk Aversion and Incentive Effects (2002)A perspective on judgment and choice: Mapping bounded rationality. (2003)Maps of Bounded Rationality: Psychology for Behavioral Economics (2003)Comparison of Bayesian and regression approaches to the study of information processing in judgment (1971)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)Bayesian Experimental Design: A Review (1995)Representative design and probabilistic theory in a functional psychology. (1955)Features of similarity. (1977)Evolutionary game dynamics (2003)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)
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  • 2015A Conjugate Class of Utility Functions for Sequential Decision Problems1 cited