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Concavifiability and constructions of concave utility functions
4 references·13 citing·46 second hop
Concavifiability and constructions of concave utility functions (1977)Concavifiability and constructions of con…Values of Markets with a Continuum of Traders (1975)Values of Markets with a Cont…Core and Equilibria of a Large Economy. (1975)Core and Equilibria of a Larg…Social utility and the gains from trade (1972)Social utility and the gains …Continuity Properties of the Core of a Market (1970)Continuity Properties of the …General Revealed Preferences (2016)General Revealed PreferencesA Representation Theorem for General Revealed Preference (2016)A Representation Theorem for …Uncertainty Aversion, Multi Utility Representations and State Independence of Utility (2015)Uncertainty Aversion, Multi U…ON THE CONCAVITY AND QUASICONCAVITY PROPERTIES OF UTILITY FUNCTIONS (2015)ON THE CONCAVITY AND QUASICON…Risk aversion in the Nash bargaining problem with uncertainty (2014)Risk aversion in the Nash bar…Positive Prices in CAPM (1992)Positive Prices in CAPMMultivariate decision-making under risk aversion (1990)Multivariate decision-making …Existence of equilibrium in CAPM (1990)Existence of equilibrium in C…Money metric utility: A harmless normalization? (1988)Money metric utility: A harml…Chapter 30 Demand analysis (1986)Chapter 30 Demand analysisSolutions to the Bargaining Problem (1985)Solutions to the Bargaining P…Measures of risk aversion with many commodities (1983)Measures of risk aversion wit…Distortion of Utilities and the Bargaining Problem (1981)Distortion of Utilities and t…The Bargaining Problem (1950)Perfect Equilibrium in a Bargaining Model (1982)Theory of games and economic behavior (2019)Existence of Competitive Equilibria in Markets with a Continuum of Traders (1966)Random preferences and equilibrium analysis (1971)The epsilon core of a large replica game (1983)Economic Theory in the Mathematical Mode (1984)A limit theorem on the core of an economy (2008)Markets with a Continuum of Traders (1964)Noncooperative General Exchange (1976)An Axiomatization of the Non-Transferable Utility Value (1985)A value for n -person games (1988)Shapley Value (1989)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)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)Equilibrium in a Reinsurance Syndicate; Existence, Uniqueness and Characterization (1993)Is Mean-Variance Analysis Vacuous: Or was Beta Still Born? (1997)Social Indifference Curves (1956)Complementarity-An Essay on the 40th Anniversary of the Hicks-Allen Revolution in Demand Theory (1974)Production Economics: A Dual Approach to Theory and Applications (1978)Adult-equivalence scales and the economic implementation of interpersonal comparisons of well-being (1993)International Comparisons of Living Standards by Equivalent Incomes* (2009)Equity in Health and Health Care11This chapter was written when Marc Fleurbaey was research associate at CORE. We thank Chiara Canta, Tom McGuire, Tom van Ourti and Fred Schrogen for their useful comments. (2011)Two-Person Cooperative Games (1953)Games and Decisions: Introduction and Critical Survey. (1958)Incentive Compatibility and the Bargaining Problem (1979)Risk Aversion and Nash's Solution for Bargaining Games with Risky Outcomes (1982)Resolving a Conflict Situation with a Reference Outcome: An Axiomatic Model (1988)Have your lawyer call my lawyer (1989)Foundations of Economic Analysis (1948)Foundations of Economic Analysis. (1948)Theory of Value (1959)The New Welfare Economics 1939-1974 (1978)Equity in exchange economies (1983)The Missing Link: The Ricardian Approach to the Factor Endowments Theory of Trade (1988)Asset Stock Accumulation and Sustainability of Competitive Advantage (1989)Disagreement, Portfolio Optimization, and Excess Volatility (2010)A Theory of the Allocation of Time (1965)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Specification Tests in Econometrics (1978)Advertising and US alcoholic beverage demand: system-wide estimates (1995)Empirical Models of Demand and Supply in Differentiated Products Industries (2021)Information aggregation in a noisy rational expectations economy (1981)A Liquidity-based Model of Security Design (1999)Assortative Matching and Search (2000)
this work references cited by second hop

References

  • 1975Core and Equilibria of a Large Economy.1,195 cited
  • 1975Values of Markets with a Continuum of Traders185 cited
  • 1970Continuity Properties of the Core of a Market174 cited
  • 1972Social utility and the gains from trade45 cited

Cited by

  • 1988Money metric utility: A harmless normalization?115 cited
  • 1981Distortion of Utilities and the Bargaining Problem110 cited
  • 1990Existence of equilibrium in CAPM89 cited
  • 1986Chapter 30 Demand analysis83 cited
  • 1985Solutions to the Bargaining Problem66 cited
  • 1992Positive Prices in CAPM28 cited
  • 1990Multivariate decision-making under risk aversion4 cited
  • 2016A Representation Theorem for General Revealed Preference4 cited
  • 2015ON THE CONCAVITY AND QUASICONCAVITY PROPERTIES OF UTILITY FUNCTIONS3 cited
  • 1983Measures of risk aversion with many commodities3 cited
  • 2014Risk aversion in the Nash bargaining problem with uncertainty3 cited
  • 2015Uncertainty Aversion, Multi Utility Representations and State Independence of Utility

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1 cited
  • 2016General Revealed Preferences0 cited