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Decreasing Relative Risk Premium
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Decreasing Relative Risk Premium (2007)Decreasing Relative Risk PremiumMonotone Risk Aversion (2006)Monotone Risk AversionRisk Aversion and Expected-utility Theory: A Calibration Theorem (2000)Risk Aversion and Expected-ut…Risk Premiums and Benefit Measures for Generalized-Expected-Utility Theories (1998)Risk Premiums and Benefit Mea…Risk Vulnerability and the Tempering Effect of Background Risk (1996)Risk Vulnerability and the Te…Standard Risk Aversion (1991)Standard Risk AversionSome Stronger Measures of Risk Aversion in the Small and the Large with Applications (1981)Some Stronger Measures of Ris…Risk Aversion in the Small and in the Large (1976)Risk Aversion in the Small an…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…Risk, Ambiguity, and the Savage Axioms (1961)Invariant risk attitudes (2004)The value of information and the value of awareness (2015)Assessing Risk Aversion From the Investor’s Point of View (2019)Theory of games and economic behavior (2019)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)Essays in the Theory of Risk-Bearing. (1972)Precautionary Saving in the Small and in the Large (1989)Strategic Asset Allocation (2002)Risk Aversion in the Laboratory (2008)Risk-Taking Behavior in the Wake of Natural Disasters (2012)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Risk Aversion and Incentive Effects (2002)Cognitive Reflection and Decision Making (2005)Psychology and Economics: Evidence from the Field (2009)Risk aversion with many commodities (1974)Uncertainty Aversion with Second-Order Utilities and Probabilities (2006)Ambiguity and the Bayesian Paradigm (2016)The Role of Social Capital in Financial Development (2004)Trusting the Stock Market (2005)Well-being : the foundations of hedonic psychology (1999)Improving the Risk Concept: A Revision of Arrow-Pratt Theory in the Context of Controlled Dynamic Stochastic Environments (2007)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
  • 2000Risk Aversion and Expected-utility Theory: A Calibration Theorem1,623 cited
  • 1991Standard Risk Aversion851 cited
  • 1996Risk Vulnerability and the Tempering Effect of Background Risk765 cited
  • 1981Some Stronger Measures of Risk Aversion in the Small and the Large with Applications450 cited
  • 1969Some remarks on measures of risk aversion and on their uses302 cited
  • 1998Risk Premiums and Benefit Measures for Generalized-Expected-Utility Theories43 cited
  • 2006Monotone Risk Aversion6 cited

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