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Asset Allocation without Unobservable Parameters
16 references·0 citing·37 second hop
Asset Allocation without Unobservable Parameters (2004)Asset Allocation without Unobservable Par…Theory of games and economic behavior (2019)Theory of games and economic …Theory of Games and Economic Behavior (2006)Theory of Games and Economic …Anomalies: Risk Aversion (2001)Anomalies: Risk AversionRisk Aversion and Expected-utility Theory: A Calibration Theorem (2000)Risk Aversion and Expected-ut…Preference Parameters and Behavioral Heterogeneity: An Experimental Approach in the Health and Retirement Study (1997)Preference Parameters and Beh…Stocks for the Long Run (1994)Stocks for the Long RunRisk-taking behavior (1992)Risk-taking behaviorChoice Under Uncertainty: Problems Solved and Unsolved (1992)Choice Under Uncertainty: Pro…Choice Under Uncertainty: Problems Solved and Unsolved (1987)Choice Under Uncertainty: Pro…Mean-Variance Versus Direct Utility Maximization (1984)Mean-Variance Versus Direct U…The Journal of Financial Planning (1977)The Journal of Financial Plan…LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)LIFETIME PORTFOLIO SELECTION …Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods (1974)Fallacy of the log-normal app…Lifetime Portfolio Selection By Dynamic Stochastic Programming (1969)Lifetime Portfolio Selection …Optimal Multiperiod Portfolio Policies (1968)Optimal Multiperiod Portfolio…Risk and uncertainty: a fallacy of large numbers (1963)Risk and uncertainty: a falla…Prospect Theory: An Analysis of Decision under Risk (1979)The Framing of Decisions and the Psychology of Choice (1981)Time Discounting and Time Preference: A Critical Review (2002)Individual Preferences, Monetary Gambles, and Stock Market Participation: A Case for Narrow Framing (2006)Estimating Risk Preferences from Deductible Choice (2007)The Endowment Effect, Loss Aversion, and Status Quo Bias (2016)Portfolio Selection: Efficient Diversification of Investments (1959)Risk Aversion in the Small and in the Large (1964)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Optimum consumption and portfolio rules in a continuous-time model (1971)Risk Aversion in the Small and in the Large (1976)A Theory of the Term Structure of Interest Rates (1985)Judgment under Uncertainty: Heuristics and Biases (1974)Prospect theory: An analysis of decision under risk (1988)International Norm Dynamics and Political Change (1998)The Institutional Dynamics of International Political Orders (1998)Judgment under Uncertainty: Heuristics and Biases (1975)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Risk as feelings. (2001)INDIVIDUAL RISK ATTITUDES: MEASUREMENT, DETERMINANTS, AND BEHAVIORAL CONSEQUENCES (2011)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Risk Aversion and Incentive Effects (2002)Cognitive Reflection and Decision Making (2005)Psychology and Economics: Evidence from the Field (2009)Risk, Ambiguity, and the Savage Axioms (1961)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Why do people pay taxes? (1992)The irrelevance of inference: a decision-making approach to the stochastic evaluation of health care technologies (1999)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Strategic Asset Allocation (2002)Toward a positive theory of consumer choice (1980)Non-cooperative games (1989)An Iterative Method of Solving a Game (1951)Optimal rules for ordering uncertain prospects (1975)The Contributions of Industrial Organization To Strategic Management, (1981)Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence (1989)Myopic Loss Aversion and the Equity Premium Puzzle (1993)
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References

  • 2019Theory of games and economic behavior16,777 cited
  • 1997Preference Parameters and Behavioral Heterogeneity: An Experimental Approach in the Health and Retirement Study2,399 cited
  • 1975LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING1,941 cited
  • 1969Lifetime Portfolio Selection By Dynamic Stochastic Programming1,692 cited
  • 2000Risk Aversion and Expected-utility Theory: A Calibration Theorem1,623 cited
  • 2006Theory of Games and Economic Behavior968 cited
  • 2001Anomalies: Risk Aversion957 cited
  • 1992Choice Under Uncertainty: Problems Solved and Unsolved948 cited
  • 1987Choice Under Uncertainty: Problems Solved and Unsolved878 cited
  • 1968Optimal Multiperiod Portfolio Policies779 cited
  • 1963Risk and uncertainty: a fallacy of large numbers615 cited
  • 1994Stocks for the Long Run567 cited
  • 1984Mean-Variance Versus Direct Utility Maximization527 cited
  • 1977The Journal of Financial Planning433 cited
  • 1992Risk-taking behavior411 cited
  • 1974Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods

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