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The Ross Characterization of Risk Aversion: Strengthening and Extension
8 references·16 citing·39 second hop
The Ross Characterization of Risk Aversion: Strengthening and Extension (1987)The Ross Characterization of Risk Aversio…Market Insurance, Self-Insurance, and Self-Protection (1992)Market Insurance, Self-Insura…Risk aversion in the theory of expected utility with rank dependent probabilities (1987)Risk aversion in the theory o…Decreasing Risk Aversion and Mean-Variance Analysis (1985)Decreasing Risk Aversion and …A Generalization of the Quasilinear Mean with Applications to the Measurement of Income Inequality and Decision Theory Resolving the Allais Paradox (1983)A Generalization of the Quasi…A Stronger Characterization of Declining Risk Aversion (1982)A Stronger Characterization o…"Expected Utility" Analysis without the Independence Axiom (1982)"Expected Utility" Analysis w…Some Stronger Measures of Risk Aversion in the Small and the Large with Applications (1981)Some Stronger Measures of Ris…Essays in the Theory of Risk-Bearing. (1972)Essays in the Theory of Risk-…Dual Moments and Risk Attitudes (2021)Dual Moments and Risk Attitud…Alternative Approaches to Comparative nth-Degree Risk Aversion (2019)Alternative Approaches to Com…Restricted increases in risk aversion and their application (2016)Restricted increases in risk …Health and portfolio choices: A diffidence approach (2016)Health and portfolio choices:…The Theory of Risk and Risk Aversion (2014)The Theory of Risk and Risk A…Principles of Financial Economics (2014)Principles of Financial Econo…Substituting one risk increase for another: A method for measuring risk aversion (2013)Substituting one risk increas…Risk aversion and risk vulnerability in the continuous and discrete case (2011)Risk aversion and risk vulner…A nonsmooth approach to nonexpected utility theory under risk (2011)A nonsmooth approach to nonex…Risk Aversion (2008)Risk AversionAlternatives to Expected Utility: Formal Theories (2004)Alternatives to Expected Util…Comparative Risk Sensitivity with Reference-Dependent Preferences (2002)Comparative Risk Sensitivity …Differentiability, comparative statics, and non-expected utility preferences (1992)Differentiability, comparativ…The Role of Risk Tolerance in the Asset Allocation Process: A New Perspective (1990)The Role of Risk Tolerance in…The logic of partial-risk aversion: Paradox lost (1990)The logic of partial-risk ave…Demand for risky financial assets: A portfolio analysis (1990)Demand for risky financial as…Risk Aversion in the Small and in the Large (1976)The Cross-Section of Expected Stock Returns (1992)Chapter 14 The equity premium in retrospect (2003)Excessive Dollar Borrowing in Emerging Markets: Balance Sheet Effects and Macroeconomic Externalities (2007)The Equity Premium Puzzle: A Review (2007)The Econometrics of Financial Markets (2012)On the measurement of inequality (1970)On Economic Inequality (1973)Prospect theory: An analysis of decision under risk (1988)Preference structures and their numerical representations (1999)Handbook of the Equity Risk Premium (2008)Generalized Disappointment Aversion and Asset Prices (2010)Decision Analysis: Introductory Lectures on Choices Under Uncertainty. (1969)Expected utility: An anniversary and a new era (1988)Comparative statics and non-expected utility preferences (1989)Aspects of the Theory of Risk-Bearing. (1966)Financial Intermediation and Delegated Monitoring (1984)Theory of Financial Decision Making. (1988)Cash Crop Production, Food Price Volatility, and Rural Market Integration in the Third World (1992)Risk Aversion in the Small and in the Large (1964)First order versus second order risk aversion (1990)An axiomatization of cumulative prospect theory (1993)Risk Aversion in the Laboratory (2008)Increasing risk II: Its economic consequences (1971)Optimal Portfolios with One Safe and One Risky Asset: Effects of Changes in Rate of Return and Risk (1976)Mean‐Variance Preferences and Investor Behaviour (2001)The Use of Archimedean Copulas to Model Portfolio Allocations (2002)On Existence and Uniqueness of Equilibrium in a Class of Noisy Rational Expectations Models: Figure 1 (2015)Optimum consumption and portfolio rules in a continuous-time model (1971)Chapter 33 Utility theory with uncertainty (1991)Stochastic Dominance under Independent Noise (2019)Economic Welfare and the Allocation of Resources for Invention (1962)On Moral Hazard and Insurance (1979)Economic foundations of cost-effectiveness analysis (1997)A Behavioral Theory of Firm Growth: Sequential Attention to Size and Performance Goals (2008)Moral Hazard and Observability (1979)The New Institutional Economics: Taking Stock, Looking Ahead (2000)The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence (1985)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)
this work references cited by second hop

References

  • 1972Essays in the Theory of Risk-Bearing.3,991 cited
  • 1982"Expected Utility" Analysis without the Independence Axiom1,518 cited
  • 1992Market Insurance, Self-Insurance, and Self-Protection1,060 cited
  • 1983A Generalization of the Quasilinear Mean with Applications to the Measurement of Income Inequality and Decision Theory Resolving the Allais Paradox630 cited
  • 1981Some Stronger Measures of Risk Aversion in the Small and the Large with Applications450 cited
  • 1987Risk aversion in the theory of expected utility with rank dependent probabilities430 cited
  • 1982A Stronger Characterization of Declining Risk Aversion80 cited
  • 1985Decreasing Risk Aversion and Mean-Variance Analysis66 cited

Cited by

  • 2014Principles of Financial Economics206 cited
  • 1990Demand for risky financial assets: A portfolio analysis99 cited
  • 2002Comparative Risk Sensitivity with Reference-Dependent Preferences50 cited
  • 2013Substituting one risk increase for another: A method for measuring risk aversion49 cited
  • 2004Alternatives to Expected Utility: Formal Theories34 cited
  • 1990The Role of Risk Tolerance in the Asset Allocation Process: A New Perspective33 cited
  • 1992

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Differentiability, comparative statics, and non-expected utility preferences
28 cited
  • 1990The logic of partial-risk aversion: Paradox lost25 cited
  • 2016Health and portfolio choices: A diffidence approach22 cited
  • 2014The Theory of Risk and Risk Aversion19 cited
  • 2019Alternative Approaches to Comparative nth-Degree Risk Aversion18 cited
  • 2008Risk Aversion16 cited
  • 2016Restricted increases in risk aversion and their application14 cited
  • 2011A nonsmooth approach to nonexpected utility theory under risk12 cited
  • 2011Risk aversion and risk vulnerability in the continuous and discrete case11 cited
  • 2021Dual Moments and Risk Attitudes10 cited