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ArticleAbsolute and relative risk aversion: An experimental study

Haim Levy1994

Article1994

Absolute and relative risk aversion: An experimental study

192 citations·0/0 files stored·Journal of Risk and Uncertainty

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Decision-Making and Behavioral Economics Financial Literacy, Pension, Retirement Analysis Experimental Behavioral Economics Studies

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References

1979Prospect Theory: An Analysis of Decision under Risk 1988Prospect theory: An analysis of decision under risk 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1965The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets 1975THE 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.]1984Judgment Under Uncertainty: Heuristics and Biases.1964Risk Aversion in the Small and in the Large 1976

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Year1994

Typearticle

Published1994-05-01

VenueJournal of Risk and Uncertainty

ISSN-L0895-5646

Languageen

Citations192

Files0 public / 0

ShelfDecision-Making and Behavioral Economics

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doi10.1007/bf01064046

openalex_workW2064021143

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Risk Aversion in the Small and in the Large

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