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Rank-ordering of risk preferences with conventional and discrete measures
16 references·3 citing·34 second hop
Rank-ordering of risk preferences with conventional and discrete measures (2010)Rank-ordering of risk preferences with co…Risk aversion: an experiment with self-employed workers and salaried workers (2008)Risk aversion: an experiment …The Role of Risk Aversion in Predicting Individual Behavior (2006)The Role of Risk Aversion in …Measuring Risk Aversion (2006)Measuring Risk AversionIndividual Risk Attitudes: New Evidence from a Large, Representative, Experimentally-Validated Survey (2005)Individual Risk Attitudes: Ne…The Role of Risk Aversion in Predicting Individual Behaviours (2004)The Role of Risk Aversion in …The Role of Risk Aversion in Predicting Individual Behaviors (2004)The Role of Risk Aversion in …Survey measures of risk aversion and prudence (2003)Survey measures of risk avers…Low risk aversion encourages the choice for entrepreneurship: an empirical test of a truism (2002)Low risk aversion encourages …Linking Measured Risk Aversion to Individual Characteristics (2002)Linking Measured Risk Aversio…On a Simple Survey Measure of Individual Risk Aversion (2001)On a Simple Survey Measure of…Estimating Risk Attitudes using Lotteries: A Large Sample Approach (2001)Estimating Risk Attitudes usi…Precautionary Saving in the Small and in the Large (1990)Precautionary Saving in the S…Precautionary Saving in the Small and in the Large (1989)Precautionary Saving in the S…Risk Aversion in the Small and in the Large (1976)Risk Aversion in the Small an…Essays in the Theory of Risk-Bearing. 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(1998)INDIVIDUAL RISK ATTITUDES: MEASUREMENT, DETERMINANTS, AND BEHAVIORAL CONSEQUENCES (2011)Personality characteristics and the decisions to become and stay self-employed (2013)Understanding Consumption (1992)Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis (1997)Conditional Skewness in Asset Pricing Tests (2000)Moral Hazard and Observability (1979)The New Institutional Economics: Taking Stock, Looking Ahead (2000)Financial Intermediation and Delegated Monitoring (1984)Well-being : the foundations of hedonic psychology (1999)Output Growth Volatility and Remittances (2009)PORTFOLIO SELECTION WITH MONOTONE MEAN‐VARIANCE PREFERENCES (2009)Service Regulation and Growth: Evidence from OECD Countries (2011)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)
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References

  • 1964Risk Aversion in the Small and in the Large4,964 cited
  • 1976Risk Aversion in the Small and in the Large4,655 cited
  • 1972Essays in the Theory of Risk-Bearing.3,991 cited
  • 1990Precautionary Saving in the Small and in the Large1,850 cited
  • 1989Precautionary Saving in the Small and in the Large1,498 cited
  • 2005Individual Risk Attitudes: New Evidence from a Large, Representative, Experimentally-Validated Survey652 cited
  • 2002Linking Measured Risk Aversion to Individual Characteristics546 cited
  • 2002Low risk aversion encourages the choice for entrepreneurship: an empirical test of a truism524 cited
  • 2001Estimating Risk Attitudes using Lotteries: A Large Sample Approach442 cited
  • 2006The Role of Risk Aversion in Predicting Individual Behavior196 cited
  • 2004The Role of Risk Aversion in Predicting Individual Behaviors103 cited
  • 2003Survey measures of risk aversion and prudence92 cited
  • 2008Risk aversion: an experiment with self-employed workers and salaried workers64 cited
  • 2006Measuring Risk Aversion44 cited
  • 2001On a Simple Survey Measure of Individual Risk Aversion44 cited

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2004
The Role of Risk Aversion in Predicting Individual Behaviours
44 cited

Cited by

  • 2012Ordering based decision making – A survey65 cited
  • 2010Relative Risk Aversion as an Arc Elasticity1 cited
  • 2012Measuring Aversion to Health Risks0 cited