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Portfolio choice under noisy asset returns
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Portfolio choice under noisy asset returns (1996)Portfolio choice under noisy asset returnsRisk Vulnerability and the Tempering Effect of Background Risk (1996)Risk Vulnerability and the Te…Changes in Background Risk and Risk Taking Behavior (1996)Changes in Background Risk an…The Comparative Statics of Changes in Risk Revisited (1995)The Comparative Statics of Ch…Increases in Risk and Linear Payoffs (1993)Increases in Risk and Linear …Comparative Statics under Uncertainty for a Class of Economic Agents (1993)Comparative Statics under Unc…Contributions to Insurance Economics (1992)Contributions to Insurance Ec…Background Risk, Prudence, and the Demand for Insurance (1992)Background Risk, Prudence, an…Standard Risk Aversion (1991)Standard Risk AversionThe Effects of Shifts in a Return Distribution on Optimal Portfolios (1990)The Effects of Shifts in a Re…Precautionary Saving in the Small and in the Large (1990)Precautionary Saving in the S…Demand for risky financial assets: A portfolio analysis (1990)Demand for risky financial as…Precautionary Saving in the Small and in the Large (1989)Precautionary Saving in the S…Strong Increases in Risk and Their Comparative Statics (1985)Strong Increases in Risk and …Increasing risk II: Its economic consequences (1971)Increasing risk II: Its econo…The Efficiency Analysis of Choices Involving Risk (1969)The Efficiency Analysis of Ch…Rules for Ordering Uncertain Prospects (1969)Rules for Ordering Uncertain …The Effects of Changes in Risk on Risk Taking: A Survey (2000)The Effects of Changes in Ris…On the measurement of inequality (1970)On Economic Inequality (1973)A theory of anticipated utility (1982)Theory of games and economic behavior (2019)Risk Aversion in the Small and in the Large (1964)Optimal rules for ordering uncertain prospects (1975)Risk Aversion in the Small and in the Large (1976)Net Health Benefits (1998)Stochastic Volatility for Lévy Processes (2003)Essays in the Theory of Risk-Bearing. (1972)Risk-Taking Behavior in the Wake of Natural Disasters (2012)The Utility Analysis of Choices Involving Risk (1948)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Stochastic Dominance and Expected Utility: Survey and Analysis (1992)Saving and Uncertainty: The Precautionary Demand for Saving (1968)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)The analysis of household surveys (1997)Understanding Consumption (1992)Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis (1997)Conditional Skewness in Asset Pricing Tests (2000)Insurance with undiversifiable risk: Contract structure and organizational form of insurance firms (1993)Econometric Models of Insurance under Asymmetric Information (2000)The Theory of Insurance Demand (2013)Strategic Asset Allocation (2002)Risk Aversion in the Laboratory (2008)Underinvestment in a Profitable Technology: The Case of Seasonal Migration in Bangladesh (2014)Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk (2000)The Role of Social Capital in Financial Development (2004)Background Risks and the Value of a Statistical Life (2001)
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References

  • 1990Precautionary Saving in the Small and in the Large1,850 cited
  • 1969Rules for Ordering Uncertain Prospects1,757 cited
  • 1989Precautionary Saving in the Small and in the Large1,498 cited
  • 1969The Efficiency Analysis of Choices Involving Risk1,416 cited
  • 1971Increasing risk II: Its economic consequences1,082 cited
  • 1991Standard Risk Aversion851 cited
  • 1996Risk Vulnerability and the Tempering Effect of Background Risk765 cited
  • 1996Changes in Background Risk and Risk Taking Behavior353 cited
  • 1992Background Risk, Prudence, and the Demand for Insurance187 cited
  • 1992Contributions to Insurance Economics186 cited
  • 1995The Comparative Statics of Changes in Risk Revisited149 cited
  • 1990The Effects of Shifts in a Return Distribution on Optimal Portfolios144 cited
  • 1985Strong Increases in Risk and Their Comparative Statics110 cited
  • 1990Demand for risky financial assets: A portfolio analysis99 cited
  • 1993Increases in Risk and Linear Payoffs59 cited
  • 1993Comparative Statics under Uncertainty for a Class of Economic Agents

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  • 2000The Effects of Changes in Risk on Risk Taking: A Survey5 cited