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Stopping rules for utility functions and the St. Petersburg gamble
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Stopping rules for utility functions and the St. Petersburg gamble (1999)Stopping rules for utility functions and …Microeconomic analysis (2022)Microeconomic analysisNonlinear Preference and Utility Theory. (1989)Nonlinear Preference and Util…Nonlinear Preference and Utility Theory. (1989)Nonlinear Preference and Util…St. Petersburg Paradoxes: Defanged, Dissected, and Historically Described (1977)St. Petersburg Paradoxes: Def…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-…Optimum consumption and portfolio rules in a continuous-time model (1971)Optimum consumption and portf…Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small an…Exposition of a New Theory on the Measurement of Risk (1954)Exposition of a New Theory on…The Utility Analysis of Choices Involving Risk (1948)History of Economic Analysis, by Joseph A. Schumpeter, Elizabeth Boody Schumpeter (1954)Overconfidence, Investor Sentiment, and Evolution (2001)Exploring Alternative Measures of Welfare in the Absence of Expenditure Data (2003)An additive-utility model of delay discounting. (2009)Lifetime Portfolio Selection By Dynamic Stochastic Programming (1969)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)An Intertemporal Capital Asset Pricing Model (1973)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Moral Hazard and Observability (1979)Prospect theory: An analysis of decision under risk (1988)The New Institutional Economics: Taking Stock, Looking Ahead (2000)The Curse of Knowledge in Economic Settings: An Experimental Analysis (1989)Choice and the relative pleasure of consequences. (2000)The Adaptive Markets Hypothesis (2004)Financial Intermediation and Delegated Monitoring (1984)Well-being : the foundations of hedonic psychology (1999)Risk Aversion and Incentive Effects (2002)A perspective on judgment and choice: Mapping bounded rationality. (2003)Maps of Bounded Rationality: Psychology for Behavioral Economics (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)Nontransitive preferences in decision theory (1991)Rank- and sign-dependent linear utility models for finite first-order gambles (1991)Maut — Multiattribute Utility Theory (2006)Evaluating the cost-efficiency of the Italian banking system: What can be learned from the joint application of parametric and non-parametric techniques (1997)Returns to scale in different DEA models (2003)A Common Nomenclature for Stated Preference Elicitation Approaches (2011)
this work references cited by second hop

References

  • 1971Optimum consumption and portfolio rules in a continuous-time model5,966 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
  • 1954Exposition of a New Theory on the Measurement of Risk2,787 cited
  • 2022Microeconomic analysis796 cited
  • 1989Nonlinear Preference and Utility Theory.499 cited
  • 1989Nonlinear Preference and Utility Theory.306 cited
  • 1977St. Petersburg Paradoxes: Defanged, Dissected, and Historically Described185 cited

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