SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Multivariate risk aversion with applications
15 references·0 citing·30 second hop
Multivariate risk aversion with applications (1985)Multivariate risk aversion with applicati…Decisions with Multiple Objectives (1993)Decisions with Multiple Objec…Risk aversion in decision models (1985)Risk aversion in decision mod…Optimal Decisions under Uncertainty (1981)Optimal Decisions under Uncer…Axiomatic Models of Bargaining (1979)Axiomatic Models of BargainingMeasuring the efficiency of decision making units (1978)Measuring the efficiency of d…A Matrix Measure of Multivariate Local Risk Aversion (1977)A Matrix Measure of Multivari…Risk Aversion in the Small and in the Large (1976)Risk Aversion in the Small an…Mathematical Economics. (1976)Mathematical Economics.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…The Role of Securities in the Optimal Allocation of Risk-bearing (1973)The Role of Securities in the…Stochastic dominance and diversification (1971)Stochastic dominance and dive…The Role of Securities in the Optimal Allocation of Risk-bearing (1964)The Role of Securities in the…Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small an…Estimating Efficient Production Functions under Increasing Returns to Scale (1962)Estimating Efficient Producti…Essays in the Theory of Risk-Bearing. (1972)The design of tax structure: Direct versus indirect taxation (1976)Credit Rationing in Markets with Imperfect Information (1981)Theory of Financial Decision Making. (1988)The Measurement of Productive Efficiency (1957)Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis (1984)A Procedure for Ranking Efficient Units in Data Envelopment Analysis (1993)A slacks-based measure of efficiency in data envelopment analysis (2001)Remarks on the Analytic Hierarchy Process (1990)Robust Optimization of Large-Scale Systems (1995)The Analytic Hierarchy Process—An Exposition (2001)Taxes and Bribery: The Role of Wage Incentives (1993)Inequality Reexamined (1995)Physician Agency (2000)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)An Intertemporal Capital Asset Pricing Model (1973)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Financial Intermediation and Delegated Monitoring (1984)Prospect theory: An analysis of decision under risk (1988)Well-being : the foundations of hedonic psychology (1999)Market Insurance, Self-Insurance, and Self-Protection (1992)Nonparametric Estimation of State‐Price Densities Implicit in Financial Asset Prices (1998)Learning to Believe in Sunspots (1990)The WALRAS Algorithm: A Convergent Distributed Implementation of General Equilibrium Outcomes (1998)Sketching Out a Model of Innovation, Face-to-face Interaction and Economic Geography (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)
this work references cited by second hop

References

  • 1978Measuring the efficiency of decision making units29,755 cited
  • 1964Risk Aversion in the Small and in the Large4,964 cited
  • 1976Risk Aversion in the Small and in the Large4,655 cited
  • 1993Decisions with Multiple Objectives4,434 cited
  • 1973The Role of Securities in the Optimal Allocation of Risk-bearing1,179 cited
  • 1964The Role of Securities in the Optimal Allocation of Risk-bearing1,172 cited
  • 1979Axiomatic Models of Bargaining805 cited
  • 1974Increases in risk and in risk aversion556 cited
  • 1976Mathematical Economics.409 cited
  • 1974Risk aversion with many commodities394 cited
  • 1962Estimating Efficient Production Functions under Increasing Returns to Scale393 cited
  • 1971Stochastic dominance and diversification242 cited
  • 1977A Matrix Measure of Multivariate Local Risk Aversion111 cited
  • 1981Optimal Decisions under Uncertainty19 cited
  • 1985Risk aversion in decision models5 cited

Cited by

No citing works inside the corpus for this window.

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