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Comparative risk aversion
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Comparative risk aversion (1988)Comparative risk aversionGame theory and mathematical economics (1983)Game theory and mathematical …A note on the generalised measures of risk aversion (1983)A note on the generalised mea…On the theory of risk aversion and the theory of risk (1979)On the theory of risk aversio…Axiomatic Models of Bargaining (1979)Axiomatic Models of BargainingRisk Aversion in the Small and in the Large (1976)Risk Aversion in the Small an…Risk aversion with many commodities (1974)Risk aversion with many commo…Increases in risk and in risk aversion (1974)Increases in risk and in risk…Essays in the Theory of Risk-Bearing. (1972)Essays in the Theory of Risk-…Some remarks on measures of risk aversion and on their uses (1969)Some remarks on measures of r…Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small an…Stochastic Dominance and Comparative Risk Aversion (2012)Stochastic Dominance and Comp…Aspects of the Theory of Risk-Bearing. (1966)Uncertainty Aversion with Second-Order Utilities and Probabilities (2006)Ambiguity and the Bayesian Paradigm (2016)Taxes and Bribery: The Role of Wage Incentives (1993)Inequality Reexamined (1995)Physician Agency (2000)The design of tax structure: Direct versus indirect taxation (1976)Credit Rationing in Markets with Imperfect Information (1981)Theory of Financial Decision Making. (1988)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)Moral Hazard and Observability (1979)Prospect theory: An analysis of decision under risk (1988)The New Institutional Economics: Taking Stock, Looking Ahead (2000)Research Bibliography—Stochastic Dominance: A Research Bibliography (1982)Instrument effects and stochastic dominance (1988)Multivariate Risk Aversion and Consumer Choice (1990)A Generalized Measure of Risk Aversion, Without the Independence Axiom (1988)Financial Intermediation and Delegated Monitoring (1984)Well-being : the foundations of hedonic psychology (1999)Sequencing games (1989)Chapter 2 Computation of equilibria in finite games (1996)Axiomatic and game-theoretic analysis of bankruptcy and taxation problems: An update (2015)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)
this work references cited by second hop

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
  • 1979Axiomatic Models of Bargaining805 cited
  • 1974Increases in risk and in risk aversion556 cited
  • 1974Risk aversion with many commodities394 cited
  • 1969Some remarks on measures of risk aversion and on their uses302 cited
  • 1983Game theory and mathematical economics257 cited
  • 1979On the theory of risk aversion and the theory of risk23 cited
  • 1983A note on the generalised measures of risk aversion8 cited

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  • 2012Stochastic Dominance and Comparative Risk Aversion2 cited

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