SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
On multivariate prudence
16 references·4 citing·28 second hop
On multivariate prudence (2013)On multivariate prudenceThe New Palgrave dictionary of economics (2008)The New Palgrave dictionary o…The Economics of Risk and Time (2001)The Economics of Risk and TimeThe Theory of the Leisure Class: An Economic Study in the Evolution of Institutions (2000)The Theory of the Leisure Cla…Standard Risk Aversion (1991)Standard Risk AversionPrecautionary Saving in the Small and in the Large (1990)Precautionary Saving in the S…Asset Prices under Habit Formation and Catching up with the Joneses (1990)Asset Prices under Habit Form…Precautionary Saving in the Small and in the Large (1989)Precautionary Saving in the S…The Principles of Morals and Legislation (1988)The Principles of Morals and …Temporal Resolution of Uncertainty and Dynamic Choice Theory (1978)Temporal Resolution of Uncert…Risk Aversion in the Small and in the Large (1976)Risk Aversion in the Small an…A Theory of Social Interactions (1974)A Theory of Social Interactio…Essays in the Theory of Risk-Bearing. (1972)Essays in the Theory of Risk-…The Effect of Uncertainty on Saving Decisions (1970)The Effect of Uncertainty on …Saving and Uncertainty: The Precautionary Demand for Saving (1968)Saving and Uncertainty: The P…Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small an…Income, Saving and the Theory of Consumer Behavior. (1950)Income, Saving and the Theory…First-Order Prudence and Its Implications for Precautionary Savings and the Risk-Free Rate (2024)First-Order Prudence and Its …Intensity of preferences for bivariate risk apportionment (2020)Intensity of preferences for …Health and Portfolio Choices: A Diffidence Approach (2016)Health and Portfolio Choices:…The marginal propensity to consume and multidimensional risk (2013)The marginal propensity to co…Utility Theory for Decision Making (1971)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)A Smooth Model of Decision Making under Ambiguity (2005)Expected Stock Returns and Variance Risk Premia (2009)Bandwagon, Snob, and Veblen Effects in the Theory of Consumers' Demand (1950)Impure Altruism and Donations to Public Goods: A Theory of Warm-Glow Giving (1990)Social Theory of International Politics (1999)Gender Differences in Preferences (2009)Understanding Consumption (1992)Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis (1997)Conditional Skewness in Asset Pricing Tests (2000)Satisfaction and comparison income (1996)The analysis of household surveys (1997)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)Moral Hazard and Observability (1979)Prospect theory: An analysis of decision under risk (1988)The New Institutional Economics: Taking Stock, Looking Ahead (2000)Investor Psychology and Asset Pricing (2001)Prospect Theory and Asset Prices (2001)Financial Intermediation and Delegated Monitoring (1984)Well-being : the foundations of hedonic psychology (1999)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)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)Culture and Institutions: Economic Development in the Regions of Europe (2010)Neighborhoods and health (2010)Growth and Structural Transformation (2013)
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
  • 1974A Theory of Social Interactions2,530 cited
  • 1950Income, Saving and the Theory of Consumer Behavior.2,197 cited
  • 1990Asset Prices under Habit Formation and Catching up with the Joneses2,021 cited
  • 1990Precautionary Saving in the Small and in the Large1,850 cited
  • 1978Temporal Resolution of Uncertainty and Dynamic Choice Theory1,822 cited
  • 2008The New Palgrave dictionary of economics1,601 cited
  • 1989Precautionary Saving in the Small and in the Large1,498 cited
  • 1968Saving and Uncertainty: The Precautionary Demand for Saving1,376 cited
  • 2001The Economics of Risk and Time1,361 cited
  • 1988The Principles of Morals and Legislation1,097 cited
  • 2000The Theory of the Leisure Class: An Economic Study in the Evolution of Institutions1,089 cited
  • 1970The Effect of Uncertainty on Saving Decisions923 cited
  • 1991Standard Risk Aversion

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

851 cited

Cited by

  • 2020Intensity of preferences for bivariate risk apportionment9 cited
  • 2013The marginal propensity to consume and multidimensional risk2 cited
  • 2024First-Order Prudence and Its Implications for Precautionary Savings and the Risk-Free Rate2 cited
  • 2016Health and Portfolio Choices: A Diffidence Approach2 cited