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Risk averse preference models for normalised lotteries based on simulation
16 references·1 citing·33 second hop
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References

  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
  • 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
  • 1976Risk Aversion in the Small and in the Large4,655 cited
  • 1993Decisions with Multiple Objectives4,434 cited
  • 1952The Utility of Wealth1,845 cited
  • 1979Approximating Expected Utility by a Function of Mean and Variance874 cited
  • 1982Feature Article—Decision Analysis: An Overview673 cited
  • 2016Two-Moment Decision Models and Expected Utility Maximization590 cited
  • 2003Judgement in Managerial Decision Making368 cited
  • 1969Mean-Variance Analysis in the Theory of Liquidity Preference and Portfolio Selection351 cited
  • 1982Relative Risk Aversion328 cited
  • 1983Transitive measurable utility305 cited
  • 1993Risk-value models217 cited
  • 1970A theory of risk202 cited

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Cited by

  • 2011An expected regret minimization portfolio selection model71 cited