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On risk aversion in risk acceptance criteria
6 references·1 citing·18 second hop
On risk aversion in risk acceptance criteria (1981)On risk aversion in risk acceptance crite…Social Benefit Versus Technological Risk: What is Our Society Willing to Pay for Safety? (2018)Social Benefit Versus Technol…Decisions with Multiple Objectives: Preferences and Value Tradeoffs. (1994)Decisions with Multiple Objec…Decisions with Multiple Objectives—Preferences and Value Tradeoffs (1977)Decisions with Multiple Objec…Risk Aversion in the Small and in the Large (1976)Risk Aversion in the Small an…Social Benefit versus Technological Risk (1969)Social Benefit versus Technol…Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small an…Improved F/N graph presentation and criteria (1992)Improved F/N graph presentati…Tolerability of risk from nuclear power stations (1988)Guidelines for Chemical Process Quantitative Risk Analysis (2001)Conjoint Analysis in Consumer Research: Issues and Outlook (1978)Risk management in a dynamic society: a modelling problem (1997)Best-worst multi-criteria decision-making method (2014)Facts and Fears: Understanding Perceived Risk (1980)Why Study Risk Perception? (1982)Sense of Place and Sense of Planet (2008)Design and Analysis of Simulated Consumer Choice or Allocation Experiments: An Approach Based on Aggregate Data (1983)Measurement of health state utilities for economic appraisal (1986)Financial Intermediation and Delegated Monitoring (1984)Prospect theory: An analysis of decision under risk (1988)Well-being : the foundations of hedonic psychology (1999)Risk as Moral Danger: The Social and Political Functions of Risk Discourse in Public Health (1993)The Vulnerability of Science and the Science of Vulnerability (2003)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

  • 1994Decisions with Multiple Objectives: Preferences and Value Tradeoffs.8,369 cited
  • 1964Risk Aversion in the Small and in the Large4,964 cited
  • 1976Risk Aversion in the Small and in the Large4,655 cited
  • 1977Decisions with Multiple Objectives—Preferences and Value Tradeoffs1,743 cited
  • 1969Social Benefit versus Technological Risk1,742 cited
  • 2018Social Benefit Versus Technological Risk: What is Our Society Willing to Pay for Safety?1,027 cited

Cited by

  • 1992Improved F/N graph presentation and criteria7 cited

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