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On the Consumer Demand Theory under Uncertainty
9 references·1 citing·28 second hop
On the Consumer Demand Theory under Uncertainty (1977)On the Consumer Demand Theory under Uncer…Risk Aversion in the Small and in the Large (1976)Risk Aversion in the Small an…A New Approach to Consumer Theory (1976)A New Approach to Consumer Th…Risk aversion with many commodities (1974)Risk aversion with many commo…Risk Aversion and Demand Functions (1973)Risk Aversion and Demand Func…The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments (1970)The Fundamental Approximation…Behavior Towards Risk with Many Commodities (1969)Behavior Towards Risk with Ma…Aspects of the Theory of Risk-Bearing. (1966)Aspects of the Theory of Risk…A New Approach to Consumer Theory (1966)A New Approach to Consumer Th…Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small an…Risk Aversion in Decision Models (1981)Risk Aversion in Decision Mod…Essays in the Theory of Risk-Bearing. (1972)Optimal consumption–portfolio choices and retirement planning (2003)The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks (2012)Principles of Financial Economics (2014)Portfolio Selection: Efficient Diversification of Investments (1959)A Note on Uncertainty and Indifference Curves (1969)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications (2003)Systemic Risk and International Portfolio Choice (2004)Optimal Portfolio Allocation under Higher Moments (2006)The Coefficient of Resource Utilization (1951)Measuring the efficiency of decision making units (1978)On the measurement of inequality (1970)Risk Aversion and Incentive Effects (2002)Consumer's Surplus, Price Instability, and Consumer Welfare (1980)Luxury Goods and the Equity Premium (2004)The Welfare Impacts of Commodity Price Volatility: Evidence from Rural Ethiopia (2011)Impact of Third‐party Contract Enforcement in Agricultural Markets—A Field Experiment in Vietnam (2014)MONOPOLISTIC COMPETITION AND OPTIMUM PRODUCT DIVERSITY (1975)Investor Sentiment and the Cross‐Section of Stock Returns (2006)1. On the Concept of Health Capital and the Demand for Health (2017)Financial Intermediation and Delegated Monitoring (1984)Prospect theory: An analysis of decision under risk (1988)Well-being : the foundations of hedonic psychology (1999)Hedonic housing prices and the demand for clean air (1978)Conducting Discrete Choice Experiments to Inform Healthcare Decision Making (2008)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)
this work references cited by second hop

References

  • 1966A New Approach to Consumer Theory8,466 cited
  • 1976A New Approach to Consumer Theory6,913 cited
  • 1964Risk Aversion in the Small and in the Large4,964 cited
  • 1976Risk Aversion in the Small and in the Large4,655 cited
  • 1966Aspects of the Theory of Risk-Bearing.1,888 cited
  • 1970The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments731 cited
  • 1974Risk aversion with many commodities394 cited
  • 1969Behavior Towards Risk with Many Commodities130 cited
  • 1973Risk Aversion and Demand Functions32 cited

Cited by

  • 1981Risk Aversion in Decision Models2 cited

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