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From sure to strong diversification
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From sure to strong diversification (2007)From sure to strong diversificationContinuity properties of Paretian utility (2008)Continuity properties of Pare…Diversification, convex preferences and non-empty core in the Choquet expected utility model (2002)Diversification, convex prefe…Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences (1999)Comonotonicity axioms and ran…Risk-Aversion Concepts in Expected- and Non-Expected-Utility Models (1995)Risk-Aversion Concepts in Exp…A Schur Concave Characterization of Risk Aversion for Non-expected Utility Preferences (1995)A Schur Concave Characterizat…Separating marginal utility and probabilistic risk aversion (1994)Separating marginal utility a…Risk seeking with diminishing marginal utility in a non-expected utility model (1994)Risk seeking with diminishing…Asset Demand Without the Independence Axiom (1989)Asset Demand Without the Inde…Anticipated utility: A measure representation approach (1989)Anticipated utility: A measur…The General Theory of Random Choices in Relation to the Invariant Cardinal Utility Function and the Specific Probability Function. The (U, θ) Model A General Overview (1988)The General Theory of Random …The Dual Theory of Choice under Risk (1987)The Dual Theory of Choice und…Risk aversion in the theory of expected utility with rank dependent probabilities (1987)Risk aversion in the theory o…A theory of anticipated utility (1982)A theory of anticipated utili…Continuity Properties of Paretian Utility (1964)Continuity Properties of Pare…Concave/convex weighting and utility functions for risk: A new light on classical theorems (2021)Concave/convex weighting and …Diversification and portfolio theory: a review (2020)Diversification and portfolio…The Willingness to Pay for Diversification (2018)The Willingness to Pay for Di…Preferences over all random variables: Incompatibility of convexity and continuity (2018)Preferences over all random v…Comparative Statics in an Ordinal Theory of Choice under Risk (2018)Comparative Statics in an Ord…An Ordinal Theory of Risk Aversion (2018)An Ordinal Theory of Risk Ave…An Ordinal Theory of Risk and Ambiguity Aversion (2018)An Ordinal Theory of Risk and…Risk attitudes in axiomatic decision theory: a conceptual perspective (2017)Risk attitudes in axiomatic d…Naive Diversification Preferences and Their Representation (2016)Naive Diversification Prefere…Diversification Preferences in the Theory of Choice (2016)Diversification Preferences i…Diversification preferences in the theory of choice (2016)Diversification preferences i…Diversification Preferences in the Theory of Choice (2015)Diversification Preferences i…Risk aversion and relationships in model-free (2010)Risk aversion and relationshi…Anti-comonotone random variables and anti-monotone risk aversion (2010)Anti-comonotone random variab…Risk Aversion in the Small and in the Large (1964)Essays in the Theory of Risk-Bearing. (1972)Risk Aversion in the Small and in the Large (1976)First order versus second order risk aversion (1990)An axiomatization of cumulative prospect theory (1993)Risk Aversion in the Laboratory (2008)The Utility Analysis of Choices Involving Risk (1948)Background Risks and the Value of a Statistical Life (2001)Is Probability Weighting Sensitive to the Magnitude of Consequences? An Experimental Investigation on Losses (2004)Risk Aversion in Cumulative Prospect Theory (2008)Theory of games and economic behavior (2019)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)RATIONAL CHOICE AND THE FRAMING OF DECISIONS (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Individual differences in reasoning: Implications for the rationality debate? (2000)Theory of Games and Economic Behavior (1945)Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine (1953)On the use of capacities in modeling uncertainty aversion and risk aversion (1991)Algebra and Process in the Modeling of Risky Choice (1995)Preference Foundations for Nonexpected Utility: A Generalized and Simplified Technique (2003)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Subjective probability and expected utility without additivity (2004)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Investasi Saham di Masa Pandemi COVID-19 (2020)Intermediate Preferences and the Majority Rule (1978)Transformations of the commodity space, behavioral heterogeneity, and the aggregation problem (1992)Multidimensional Poverty and Inequality (2014)The Uncertainty Effect: When a Risky Prospect is Valued Less than its Worst Possible Outcome (2006)A parametric analysis of prospect theory’s functionals for the general population (2009)COMMON COMPONENTS OF RISK AND UNCERTAINTY ATTITUDES ACROSS CONTEXTS AND DOMAINS: EVIDENCE FROM 30 COUNTRIES (2014)Continuity properties of a von Neumann-Morgenstern utility (1972)Retrospective on the utility theory of von Neumann and Morgenstern (1989)An axiomatic approach to choice under uncertainty with catastrophic risks (2000)Probability weighting functions implied in options prices (2012)
this work references cited by second hop

References

  • 1982A theory of anticipated utility3,136 cited
  • 1987The Dual Theory of Choice under Risk2,426 cited
  • 1987Risk aversion in the theory of expected utility with rank dependent probabilities430 cited
  • 1964Continuity Properties of Paretian Utility321 cited
  • 1994Separating marginal utility and probabilistic risk aversion315 cited
  • 2008Continuity properties of Paretian utility291 cited
  • 1994Risk seeking with diminishing marginal utility in a non-expected utility model160 cited
  • 1989Anticipated utility: A measure representation approach154 cited
  • 1988The General Theory of Random Choices in Relation to the Invariant Cardinal Utility Function and the Specific Probability Function. The (U, θ) Model A General Overview143 cited
  • 1995Risk-Aversion Concepts in Expected- and Non-Expected-Utility Models87 cited
  • 1989Asset Demand Without the Independence Axiom84 cited
  • 2002Diversification, convex preferences and non-empty core in the Choquet expected utility model78 cited
  • 1999Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences66 cited
  • 1995A Schur Concave Characterization of Risk Aversion for Non-expected Utility Preferences43 cited

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2020
Diversification and portfolio theory: a review
105 cited
  • 2016Diversification Preferences in the Theory of Choice14 cited
  • 2018The Willingness to Pay for Diversification9 cited
  • 2021Concave/convex weighting and utility functions for risk: A new light on classical theorems8 cited
  • 2016Naive Diversification Preferences and Their Representation7 cited
  • 2017Risk attitudes in axiomatic decision theory: a conceptual perspective6 cited
  • 2018Preferences over all random variables: Incompatibility of convexity and continuity6 cited
  • 2018Comparative Statics in an Ordinal Theory of Choice under Risk5 cited
  • 2018An Ordinal Theory of Risk and Ambiguity Aversion4 cited
  • 2018An Ordinal Theory of Risk Aversion3 cited
  • 2015Diversification Preferences in the Theory of Choice1 cited
  • 2010Risk aversion and relationships in model-free1 cited
  • 2010Anti-comonotone random variables and anti-monotone risk aversion0 cited
  • 2016Diversification preferences in the theory of choice0 cited