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Decision-theoretic aspects of risk-taking behaviour
16 references·1 citing·29 second hop
Decision-theoretic aspects of risk-taking behaviour (1972)Decision-theoretic aspects of risk-taking…Southern Economic Journal (1993)Southern Economic JournalRisk Aversion in the Small and in the Large (1976)Risk Aversion in the Small an…Rules for Ordering Uncertain Prospects (1969)Rules for Ordering Uncertain …The economics of uncertainty (1968)The economics of uncertaintyTaxation and Risk-Taking: An Expected Utility Approach (1968)Taxation and Risk-Taking: An …Relative importance of probabilities and payoffs in risk taking. (1968)Relative importance of probab…Aspects of the Theory of Risk-Bearing. (1966)Aspects of the Theory of Risk…Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small an…Achievement motive and test anxiety conceived as motive to approach success and motive to avoid failure. (1960)Achievement motive and test a…Unternehmensforschung (1959)UnternehmensforschungPortfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…Games and Decisions: Introduction and Critical Survey. (1958)Games and Decisions: Introduc…The Introduction of Risk into a Programming Model (1956)The Introduction of Risk into…What is information measurement? (1953)What is information measureme…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…Theorizing Risk Economics (2024)Theorizing Risk EconomicsOn the measurement of inequality (1970)On Economic Inequality (1973)A theory of anticipated utility (1982)Theory of games and economic behavior (2019)The nature of capital and income (1906)Norm theory: Comparing reality to its alternatives. (1986)Asymmetrical effects of positive and negative events: The mobilization-minimization hypothesis. (1991)Risk as Analysis and Risk as Feelings: Some Thoughts about Affect, Reason, Risk, and Rationality (2004)Alternative Approaches to the Theory of Choice in Risk-Taking Situations (1951)Comparison of Alternative Utility Functions in Portfolio Selection Problems (1983)Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming (1986)Operations Research Models and the Management of Agricultural and Forestry Resources: A Review and Comparison (2006)Trust and suspicion (1958)The Role of Market Forces in Assuring Contractual Performance (1981)Cognitive Adaptations for Social Exchange (1992)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Risk Aversion and Incentive Effects (2002)Toward a positive theory of consumer choice (1980)Prospect theory: An analysis of decision under risk (1988)Risk as feelings. (2001)The Framing of Decisions and the Psychology of Choice (1981)Advances in prospect theory: Cumulative representation of uncertainty (1992)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)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)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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References

  • 1959Portfolio Selection: Efficient Diversification of Investments5,535 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
  • 1948The Utility Analysis of Choices Involving Risk3,097 cited
  • 1958Games and Decisions: Introduction and Critical Survey.1,944 cited
  • 1966Aspects of the Theory of Risk-Bearing.1,888 cited
  • 1969Rules for Ordering Uncertain Prospects1,757 cited
  • 1956The Introduction of Risk into a Programming Model614 cited
  • 1968Relative importance of probabilities and payoffs in risk taking.564 cited
  • 1960Achievement motive and test anxiety conceived as motive to approach success and motive to avoid failure.485 cited
  • 1993Southern Economic Journal397 cited
  • 1968The economics of uncertainty297 cited
  • 1968Taxation and Risk-Taking: An Expected Utility Approach241 cited
  • 1953What is information measurement?220 cited
  • 1959Unternehmensforschung

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  • 2024Theorizing Risk Economics1 cited