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A note on the generalised measures of risk aversion
8 references·2 citing·28 second hop
A note on the generalised measures of risk aversion (1983)A note on the generalised measures of ris…On Multivariate Risk Aversion (1979)On Multivariate Risk AversionRisk Aversion and Consumer Preferences (1977)Risk Aversion and Consumer Pr…A Matrix Measure of Multivariate Local Risk Aversion (1977)A Matrix Measure of Multivari…Risk Aversion in the Small and in the Large (1976)Risk Aversion in the Small an…Risk aversion with many commodities (1974)Risk aversion with many commo…Risk Aversion and Demand Functions (1973)Risk Aversion and Demand Func…Behavior Towards Risk with Many Commodities (1969)Behavior Towards Risk with Ma…Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small an…Comparative risk aversion (1988)Comparative risk aversionA Generalized Measure of Risk Aversion, Without the Independence Axiom (1988)A Generalized Measure of Risk…Essays in the Theory of Risk-Bearing. (1972)Optimal consumption–portfolio choices and retirement planning (2003)The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks (2012)Principles of Financial Economics (2014)Economics and Information Theory (1969)Methodologies for Risk and Hazard Assessment: A Survey and Status Report (1980)Cost and Production Functions (1981)A Microeconometric Model of the Demand for Health Care and Health Insurance in Australia (1988)The Welfare Impacts of Commodity Price Volatility: Evidence from Rural Ethiopia (2011)The Comparison of Multi-Dimensioned Distributions of Economic Status (1982)Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (2001)Theory of games and economic behavior (2019)Aspects of the Theory of Risk-Bearing. (1966)A Comparison Of Two Definitions Of Risk Aversion (1991)The salience of informed risk: an experimental analysis (2023)Stochastic Dominance and Comparative Risk Aversion (2012)Cash Crop Production, Food Price Volatility, and Rural Market Integration in the Third World (1992)Wishart Quadratic Term Structure Models (2005)MULTIATTRIBUTE UTILITY THEORY, INTERTEMPORAL UTILITY, AND CORRELATION AVERSION (2018)Consumer's Surplus, Price Instability, and Consumer Welfare (1980)Luxury Goods and the Equity Premium (2004)Impact of Third‐party Contract Enforcement in Agricultural Markets—A Field Experiment in Vietnam (2014)Financial Intermediation and Delegated Monitoring (1984)Prospect theory: An analysis of decision under risk (1988)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)
this work references cited by second hop

References

  • 1964Risk Aversion in the Small and in the Large4,964 cited
  • 1976Risk Aversion in the Small and in the Large4,655 cited
  • 1974Risk aversion with many commodities394 cited
  • 1969Behavior Towards Risk with Many Commodities130 cited
  • 1977A Matrix Measure of Multivariate Local Risk Aversion111 cited
  • 1979On Multivariate Risk Aversion95 cited
  • 1977Risk Aversion and Consumer Preferences81 cited
  • 1973Risk Aversion and Demand Functions32 cited

Cited by

  • 1988Comparative risk aversion4 cited
  • 1988A Generalized Measure of Risk Aversion, Without the Independence Axiom3 cited

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