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The economics and econometrics of risk: An introduction to the special issue
16 references·1 citing·23 second hop
The economics and econometrics of risk: An introduction to the special issue (2009)The economics and econometrics of risk: A…Competitive Storage and Commodity Price Dynamics (1996)Competitive Storage and Commo…Investigating Generalizations of Expected Utility Theory Using Experimental Data (1994)Investigating Generalizations…On the Behaviour of Commodity Prices (1992)On the Behaviour of Commodity…Similarity and decision-making under risk (is there a utility theory resolution to the Allais paradox?) (1988)Similarity and decision-makin…Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …A theory of anticipated utility (1982)A theory of anticipated utili…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …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…Portfolio Selection: Efficient Diversification of Investments. (1962)Portfolio Selection: Efficien…Applied Statistical Decision Theory. (1962)Applied Statistical Decision …Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine (1953)Le Comportement de l'Homme Ra…The Utility Analysis of Choices Involving Risk (1948)The Utility Analysis of Choic…The Theory of Games and Economic Behavior (1945)The Theory of Games and Econo…Theorizing Risk Economics (2024)Theorizing Risk EconomicsRATIONAL CHOICE AND THE FRAMING OF DECISIONS (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Individual differences in reasoning: Implications for the rationality debate? (2000)Theory of games and economic behavior (2019)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)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)Moral Hazard and Observability (1979)The New Institutional Economics: Taking Stock, Looking Ahead (2000)Frontiers in Group Dynamics (1947)A Method for Evaluating the Distribution of Power in a Committee System (1954)Measurement of health state utilities for economic appraisal (1986)Financial Intermediation and Delegated Monitoring (1984)Well-being : the foundations of hedonic psychology (1999)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)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
  • 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
  • 1945The Theory of Games and Economic Behavior5,134 cited
  • 1964Risk Aversion in the Small and in the Large4,964 cited
  • 1976Risk Aversion in the Small and in the Large4,655 cited
  • 1953Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine4,117 cited
  • 1972Essays in the Theory of Risk-Bearing.3,991 cited
  • 1962Portfolio Selection: Efficient Diversification of Investments.3,621 cited
  • 1982A theory of anticipated utility3,136 cited
  • 1948The Utility Analysis of Choices Involving Risk3,097 cited
  • 1962Applied Statistical Decision Theory.1,443 cited
  • 1992On the Behaviour of Commodity Prices1,154 cited
  • 1994Investigating Generalizations of Expected Utility Theory Using Experimental Data1,100 cited
  • 1996Competitive Storage and Commodity Price Dynamics524 cited
  • 1988Similarity and decision-making under risk (is there a utility theory resolution to the Allais paradox?)

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  • 2024Theorizing Risk Economics1 cited