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Friedman-Savage Utility Functions Consistent with Risk Aversion
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  • 1983Optimal Consumption and Investment Policies Allowing Consumption Constraints and Bankruptcy59 cited
  • 2002Experimental test of the prospect theory value function: A stochastic dominance approach53 cited
  • 2001Testing for risk aversion: a stochastic dominance approach53 cited
  • 1990Lotteries, insurance, and star-shaped utility functions48 cited
  • 2002Arrow-Pratt Risk Aversion, Risk Premium and Decision Weights39 cited
  • 2010RISK‐TAKING BEHAVIOR IN THE PRESENCE OF NONCONVEX ASSET DYNAMICS37 cited
  • 1981Risk-Seeking Behavior and Its Implications for Financial Models35 cited
  • 1988RISK AVERSION, GAMBLING AND THE LABOUR‐LEISURE CHOICE24 cited
  • 1992Repeated Gambles, Learning, and Risk Aversion21 cited
  • 2017Utility of wealth with many indivisibilities20 cited
  • 1980Constant Absolute Risk Aversion, Bankruptcy, and Wealth-Dependent Decisions19 cited
  • 2011Risky Curves: From Unobservable Utility to Observable Opportunity Sets18 cited
  • 1974Information, Investment Behavior, and Efficient Portfolios13 cited
  • 2004A Theory of Demand for Gambles12 cited
  • 1981Risk Preference: Empirical Evidence and Its Implications for Capital Budgeting

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12 cited
  • 2013Individual vs. Aggregate Preferences: The Case of a Small Fish in a Big Pond11 cited