SZodixStudyAcademic Library
DashboardShelvesOpen accessMy libraryInboxNotesWriteLearnAlerts
More
Ask your libraryNotificationsQuick citeReview
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
On the measurement of risk aversion from experimental data
16 references·16 citing·34 second hopsampled
On the measurement of risk aversion from experimental data (2004)On the measurement of risk aversion from …Econometric Analysis of Cross Section and Panel Data (2001)Econometric Analysis of Cross…Economic Behavior Under Uncertainty: A Joint Analysis of Risk Preferences and Technology (1996)Economic Behavior Under Uncer…Quantitative development policy analysis (1994)Quantitative development poli…Joint Estimation of Risk Preference Structure and Technology Using Expo‐Power Utility (1994)Joint Estimation of Risk Pref…Peasant Household Behaviour with Missing Markets: Some Paradoxes Explained (1991)Peasant Household Behaviour w…Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Econometric Estimation of Producers' Risk Attitudes (1987)Econometric Estimation of Pro…Attitudes Toward Risk: Theoretical Implications of an Experiment in Rural India (1981)Attitudes Toward Risk: Theore…Risk Taking and Problem Context in the Domain of Losses: An Expected Utility Analysis (1980)Risk Taking and Problem Conte…Attitudes Toward Risk: Experimental Measurement in Rural India (1980)Attitudes Toward Risk: Experi…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …Risk Attitudes of Subsistence Farmers in Northeast Brazil: A Sampling Approach (1978)Risk Attitudes of Subsistence…Risk Aversion in the Small and in the Large (1976)Risk Aversion in the Small an…Essays in the Theory of Risk-Bearing. (1972)Essays in the Theory of Risk-…Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small an…The Utility of Wealth (1952)The Utility of WealthFrom Aggregate Betting Data to Individual Risk Preferences (2019)From Aggregate Betting Data t…An Uncertainty Management Perspective on Long-Run Impacts of Adversity: The Influence of Childhood Socioeconomic Status on Risk, Time, and Social Preferences (2017)An Uncertainty Management Per…Three Risk-elicitation Methods in the Field: Evidence from Rural Senegal (2016)Three Risk-elicitation Method…Using Field Experiments to Elicit Risk and Ambiguity Preferences: Behavioural Factors and the Adoption of New Agricultural Technologies in Rural India (2015)Using Field Experiments to El…Risk taking and risk learning after a rare event: Evidence from a field experiment in Pakistan (2015)Risk taking and risk learning…Simultaneous Estimation of Risk and Time Preferences among Small‐scale Cattle Farmers in West Africa (2014)Simultaneous Estimation of Ri…Measuring risk attitudes among Mozambican farmers (2014)Measuring risk attitudes amon…A Reconsideration of Gender Differences in Risk Attitudes (2014)A Reconsideration of Gender D…A Reconsideration of Gender Differences in Risk Attitudes (2014)A Reconsideration of Gender D…Risk Aversion, Risk Behavior and Demand for Insurance: A Survey (2013)Risk Aversion, Risk Behavior …Measuring the risk attitude of decision‐makers: are there differences between groups of methods and persons? (2013)Measuring the risk attitude o…Risk Aversion: Experimental Evidence from South African Fishing Communities (2012)Risk Aversion: Experimental E…Ambiguity Aversion and Portfolio Choice in Small-Scale Peruvian Farming (2011)Ambiguity Aversion and Portfo…Rationality on the rise: Why relative risk aversion increases with stake size (2010)Rationality on the rise: Why …Risk Aversion and Wealth: Evidence from Person-to-Person Lending Portfolios (2009)Risk Aversion and Wealth: Evi…Risk and Time Preferences: Experimental and Household Survey Data from Vietnam (2006)Risk and Time Preferences: Ex…Malay Fishermen: Their Peasant Economy. (1947)Economic Theory and Primitive Society1 (1961)The Obsolete “Anti‐Market” Mentality: A Critique of the Substantive Approach to Economic Anthropology (1966)Transactions Costs and Agricultural Household Supply Response (2000)Reaching the rural poor through rural producer organizations? A study of agricultural marketing cooperatives in Ethiopia (2008)Rural Roads and Local Economic Development (2020)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Corporate social responsibility and access to finance (2013)The China Syndrome: Local Labor Market Effects of Import Competition in the United States (2013)Risk, Ambiguity, and the Savage Axioms (1961)Judgment under Uncertainty: Heuristics and Biases (1975)The Framing of Decisions and the Psychology of Choice (1981)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Theory of games and economic behavior (2019)The analysis of household surveys (1997)Rural market imperfections and the farm size— productivity relationship: Evidence from Pakistan (1998)Will EU biofuel policies affect global agricultural markets? (2008)Handbook of Emotions (1993)Well-being : the foundations of hedonic psychology (1999)Investor Psychology and Asset Pricing (2001)Moral Hazard and Observability (1979)The New Institutional Economics: Taking Stock, Looking Ahead (2000)Risk Aversion and Incentive Effects (2002)Field Experiments (2004)INDIVIDUAL RISK ATTITUDES: MEASUREMENT, DETERMINANTS, AND BEHAVIORAL CONSEQUENCES (2011)Financial Intermediation and Delegated Monitoring (1984)Advances in prospect theory: Cumulative representation of uncertainty (1992)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· second hop is a sample of the most-cited connections

References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 2001Econometric Analysis of Cross Section and Panel Data27,575 cited
  • 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
  • 1952The Utility of Wealth1,845 cited
  • 1980Attitudes Toward Risk: Experimental Measurement in Rural India1,620 cited
  • 1991Peasant Household Behaviour with Missing Markets: Some Paradoxes Explained1,446 cited
  • 1994Quantitative development policy analysis1,079 cited
  • 1981Attitudes Toward Risk: Theoretical Implications of an Experiment in Rural India749 cited
  • 1987Econometric Estimation of Producers' Risk Attitudes421 cited
  • 1996Economic Behavior Under Uncertainty: A Joint Analysis of Risk Preferences and Technology336 cited
  • 1980Risk Taking and Problem Context in the Domain of Losses: An Expected Utility Analysis274 cited
  • 1978Risk Attitudes of Subsistence Farmers in Northeast Brazil: A Sampling Approach271 cited

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

1994
Joint Estimation of Risk Preference Structure and Technology Using Expo‐Power Utility
246 cited

Cited by

  • 2010Rationality on the rise: Why relative risk aversion increases with stake size166 cited
  • 2014A Reconsideration of Gender Differences in Risk Attitudes161 cited
  • 2012Risk Aversion: Experimental Evidence from South African Fishing Communities142 cited
  • 2017An Uncertainty Management Perspective on Long-Run Impacts of Adversity: The Influence of Childhood Socioeconomic Status on Risk, Time, and Social Preferences135 cited
  • 2013Risk Aversion, Risk Behavior and Demand for Insurance: A Survey122 cited
  • 2014Simultaneous Estimation of Risk and Time Preferences among Small‐scale Cattle Farmers in West Africa114 cited
  • 2014Measuring risk attitudes among Mozambican farmers111 cited
  • 2016Three Risk-elicitation Methods in the Field: Evidence from Rural Senegal109 cited
  • 2015Risk taking and risk learning after a rare event: Evidence from a field experiment in Pakistan89 cited
  • 2015Using Field Experiments to Elicit Risk and Ambiguity Preferences: Behavioural Factors and the Adoption of New Agricultural Technologies in Rural India88 cited
  • 2013Measuring the risk attitude of decision‐makers: are there differences between groups of methods and persons?85 cited
  • 2006Risk and Time Preferences: Experimental and Household Survey Data from Vietnam67 cited
  • 2011Ambiguity Aversion and Portfolio Choice in Small-Scale Peruvian Farming63 cited
  • 2019From Aggregate Betting Data to Individual Risk Preferences60 cited
  • 2014A Reconsideration of Gender Differences in Risk Attitudes56 cited
  • 2009Risk Aversion and Wealth: Evidence from Person-to-Person Lending Portfolios47 cited