SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Expectation dependence of random variables, with an application in portfolio theory
16 references·12 citing·38 second hop
Expectation dependence of random variables, with an application in portfolio theory (1987)Expectation dependence of random variable…The Efficiency Analysis of Choices Involving Risk (2013)The Efficiency Analysis of Ch…Review of Economic Studies (2010)Review of Economic StudiesStochastic Optimization Models in Finance (2006)Stochastic Optimization Model…Job Search and Cyclical Unemployment (1986)Job Search and Cyclical Unemp…Good News and Bad News: Representation Theorems and Applications (1981)Good News and Bad News: Repre…Increasing Generalized Correlation: A Definition and Some Economic Consequences (1980)Increasing Generalized Correl…A note on first degree stochastic dominance (1978)A note on first degree stocha…A note on dependence between a venture and a current prospect (1977)A note on dependence between …Multiperiod Consumption-Investment Decisions (1975)Multiperiod Consumption-Inves…Diversification of interdependent prospects (1974)Diversification of interdepen…A Model of Choice with Uncertain Initial Prospect (1974)A Model of Choice with Uncert…Essays in the Theory of Risk-Bearing. (1972)Essays in the Theory of Risk-…Stochastic dominance and diversification (1971)Stochastic dominance and dive…The Efficiency Analysis of Choices Involving Risk (1969)The Efficiency Analysis of Ch…Rules for Ordering Uncertain Prospects (1969)Rules for Ordering Uncertain …General Proof that Diversification Pays (1967)General Proof that Diversific…Comparative risk aversion with two risks (2021)Comparative risk aversion wit…Autocalibration and Tweedie-dominance for insurance pricing with machine learning (2021)Autocalibration and Tweedie-d…Correlation-Increasing and Correlation-Decreasing Marginal Risk Increases (2018)Correlation-Increasing and Co…An Ordinal Theory of Risk Aversion (2018)An Ordinal Theory of Risk Ave…An Ordinal Theory of Risk and Correlation Aversion (2018)An Ordinal Theory of Risk and…An Ordinal Theory of Risk and Ambiguity Aversion (2018)An Ordinal Theory of Risk and…Risk Aversion and Risk Premiums with Dependent Risks (2015)Risk Aversion and Risk Premiu…Higher-Order Risk Attitudes toward Correlation (2013)Higher-Order Risk Attitudes t…Essays on behavioral decision making (2013)Essays on behavioral decision…First-Order (Conditional) Risk Aversion, Background Risk and Risk Diversification (2011)First-Order (Conditional) Ris…Mossin's Theorem Given Random Initial Wealth (2010)Mossin's Theorem Given Random…Stochastic orders and their applications in financial optimization (1999)Stochastic orders and their a…COUNTERSPECULATION, AUCTIONS, AND COMPETITIVE SEALED TENDERS (1961)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Moral Hazard and Observability (1979)An Analysis of the Principal-Agent Problem (1983)Aggregation and Linearity in the Provision of Intertemporal Incentives (1987)The Theory of Incentives: The Principal-Agent Model (2001)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)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)COMPONENTS OF INVESTMENT PERFORMANCE* (1972)Intertemporal Asset Pricing with Heterogeneous Consumers and Without Demand Aggregation (1982)The Valuation of Uncertain Income Streams and the Pricing of Options (2010)Liquidity Preference as Behavior Towards Risk (1958)Aspects of the Theory of Risk-Bearing. (1966)Optimal rules for ordering uncertain prospects (1975)Mutual fund separation in financial theory—The separating distributions (1978)Safety-First, Stochastic Dominance, and Optimal Portfolio Choice (1978)Value and Capital (1939)The Comparison of Multi-Dimensioned Distributions of Economic Status (1982)Multidimensional inequality and multidimensional generalized entropy measures: An axiomatic derivation (1999)Multidimensional Poverty and Inequality (2014)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)ON THE THEORY OF FINANCIAL INTERMEDIATION (1971)On the Class of Elliptical Distributions and their Applications to the Theory of Portfolio Choice (1983)Prospect theory: An analysis of decision under risk (1988)The New Institutional Economics: Taking Stock, Looking Ahead (2000)Estimation Risk in Portfolio Selection: The Mean Variance Model Versus the Mean Absolute Deviation Model (1997)The Stochastic Programming Approach to Asset, Liability, and Wealth Management (2003)Approaches to the Economics of Discrimination (2025)Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)Why is There so Little Money in U.S. Politics? (2003)Belief in a Just World and Redistributive Politics (2006)
this work references cited by second hop

References

  • 1972Essays in the Theory of Risk-Bearing.3,991 cited
  • 1981Good News and Bad News: Representation Theorems and Applications3,198 cited
  • 2010Review of Economic Studies2,967 cited
  • 1969Rules for Ordering Uncertain Prospects1,757 cited
  • 1969The Efficiency Analysis of Choices Involving Risk1,416 cited
  • 1975Multiperiod Consumption-Investment Decisions448 cited
  • 1967General Proof that Diversification Pays377 cited
  • 1980Increasing Generalized Correlation: A Definition and Some Economic Consequences276 cited
  • 1971Stochastic dominance and diversification242 cited
  • 2013The Efficiency Analysis of Choices Involving Risk205 cited
  • 2006Stochastic Optimization Models in Finance160 cited
  • 1986Job Search and Cyclical Unemployment54 cited
  • 1974Diversification of interdependent prospects44 cited
  • 1978A note on first degree stochastic dominance17 cited
  • 1977A note on dependence between a venture and a current prospect9 cited
  • 1974A Model of Choice with Uncertain Initial Prospect7 cited

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

Cited by

  • 1999Stochastic orders and their applications in financial optimization59 cited
  • 2021Autocalibration and Tweedie-dominance for insurance pricing with machine learning48 cited
  • 2010Mossin's Theorem Given Random Initial Wealth45 cited
  • 2021Comparative risk aversion with two risks4 cited
  • 2018An Ordinal Theory of Risk and Ambiguity Aversion4 cited
  • 2018An Ordinal Theory of Risk Aversion3 cited
  • 2011First-Order (Conditional) Risk Aversion, Background Risk and Risk Diversification3 cited
  • 2018Correlation-Increasing and Correlation-Decreasing Marginal Risk Increases2 cited
  • 2015Risk Aversion and Risk Premiums with Dependent Risks1 cited
  • 2018An Ordinal Theory of Risk and Correlation Aversion1 cited
  • 2013Higher-Order Risk Attitudes toward Correlation0 cited
  • 2013Essays on behavioral decision making0 cited