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RISK PREFERENCES OF KWAZULU-NATAL COMMERCIAL SUGAR CANE FARMERS / RISIKOVOORKEURE KOMMERSIËLE SUIKERBOERE IN VAN KWAZULU-NATAL
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RISK PREFERENCES OF KWAZULU-NATAL COMMERCIAL SUGAR CANE FARMERS / RISIKOVOORKEURE KOMMERSIËLE SUIKERBOERE IN VAN KWAZULU-NATAL (1997)RISK PREFERENCES OF KWAZULU-NATAL COMMERC…RISK AND PROBABILITY PREMIUMS FOR CARA UTILITY FUNCTIONS (1993)RISK AND PROBABILITY PREMIUMS…Examining Risk Preferences under High Monetary Incentives: Experimental Evidence from the People's Republic of China (1992)Examining Risk Preferences un…Interpretation and Transformation of Scale for the Pratt-Arrow Absolute Risk Aversion Coefficient: Implications for Stochastic Dominance (1985)Interpretation and Transforma…AN EMPIRICAL TEST OF THE INTERVAL APPROACH FOR ESTIMATING RISK PREFERENCES (1983)AN EMPIRICAL TEST OF THE INTE…Risk Aversion in the Small and in the Large (1976)Risk Aversion in the Small an…Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small an…The Utility Analysis of Choices Involving Risk (1948)The Utility Analysis of Choic…Statistical principles in experimental design. (1962)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)The Effects of Financial Incentives in Experiments: A Review and Capital-Labor-Production Framework (1999)A Review of WTA/WTP Studies (2002)Constructivist and Ecological Rationality in Economics (2003)Essays in the Theory of Risk-Bearing. (1972)Attitudes Toward Risk: Experimental Measurement in Rural India (1980)Measuring risk attitude of agricultural producers using a mail survey: how consistent are the methods? (2006)Risk aversion and CO2 regulatory uncertainty in power generation investment: Policy and modeling implications (2010)Demand risk and diversification through international trade (2022)On the theory of the competitive firm under price uncertainty (1971)Risk Preferences and Contracting In the U.S. Hog Industry (1994)The Effect of Risk and Autonomy on Independent Hog Producers' Contracting Decisions (1998)An Empirical Test of Utility vs. Profit Maximization in Agricultural Production (1974)OBTAINING LOWER AND UPPER BOUNDS ON THE VALUE OF SEASONAL CLIMATE FORECASTS AS A FUNCTION OF RISK PREFERENCES (1988)The Rationale of the Mean-Standard Deviation Analysis, Skewness Preference, and the Demand for Money (1989)Generalized Stochastic Dominance: An Empirical Examination (1990)Toward a positive theory of consumer choice (1980)Risk as feelings. (2001)Financial Intermediation and Delegated Monitoring (1984)Well-being : the foundations of hedonic psychology (1999)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)
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References

  • 1964Risk Aversion in the Small and in the Large4,964 cited
  • 1976Risk Aversion in the Small and in the Large4,655 cited
  • 1948The Utility Analysis of Choices Involving Risk3,097 cited
  • 1992Examining Risk Preferences under High Monetary Incentives: Experimental Evidence from the People's Republic of China481 cited
  • 1993RISK AND PROBABILITY PREMIUMS FOR CARA UTILITY FUNCTIONS173 cited
  • 1985Interpretation and Transformation of Scale for the Pratt-Arrow Absolute Risk Aversion Coefficient: Implications for Stochastic Dominance140 cited
  • 1983AN EMPIRICAL TEST OF THE INTERVAL APPROACH FOR ESTIMATING RISK PREFERENCES70 cited

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