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Broadly Decreasing Risk Aversion
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Broadly Decreasing Risk Aversion (1999)Broadly Decreasing Risk AversionRisk Vulnerability and the Tempering Effect of Background Risk (1996)Risk Vulnerability and the Te…Changes in Background Risk and Risk Taking Behavior (1996)Changes in Background Risk an…Risk, Return, and Utility (1995)Risk, Return, and UtilityA Contextual Uncertainty Condition for Behavior Under Risk (1995)A Contextual Uncertainty Cond…Precautionary Saving in the Small and in the Large (1990)Precautionary Saving in the S…Precautionary Saving in the Small and in the Large (1989)Precautionary Saving in the S…One-Switch Utility Functions and a Measure of Risk (1988)One-Switch Utility Functions …Aversion to one risk in the presence of others (1988)Aversion to one risk in the p…Some Stronger Measures of Risk Aversion in the Small and the Large with Applications (1981)Some Stronger Measures of Ris…Risk Aversion with Random Initial Wealth (1981)Risk Aversion with Random Ini…Risk Aversion in the Small and in the Large (1976)Risk Aversion in the Small an…On the theory of the competitive firm under price uncertainty (1971)On the theory of the competit…Aspects of the Theory of Risk-Bearing. (1966)Aspects of the Theory of Risk…Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small an…Risk‐Sensitive Multiagent Decision‐Theoretic Planning Based on MDP and One‐Switch Utility Functions (2014)Risk‐Sensitive Multiagent Dec…Ross risk vulnerability for introductions and changes in background risk (2012)Ross risk vulnerability for i…Generalised Means of Simple Utility Functions with Risk Aversion (2007)Generalised Means of Simple U…Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficient Diversification of Investments. (1962)Optimal Insurance in Incomplete Markets (1983)Rational Insurance Purchasing: Consideration of Contract Nonperformance (1990)Background Risk, Prudence, and the Demand for Insurance (1992)Essays in the Theory of Risk-Bearing. (1972)Risk-Taking Behavior in the Wake of Natural Disasters (2012)Saving and Uncertainty: The Precautionary Demand for Saving (1968)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)The analysis of household surveys (1997)Stochastic specification of production functions and economic implications (1978)Cash Crop Production, Food Price Volatility, and Rural Market Integration in the Third World (1992)Rising Food Prices, Food Price Volatility, and Social Unrest (2014)Understanding Consumption (1992)Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis (1997)Conditional Skewness in Asset Pricing Tests (2000)Financial Intermediation and Delegated Monitoring (1984)Theory of Financial Decision Making. (1988)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)On the measurement of inequality (1970)Risk Aversion and Incentive Effects (2002)Strategic Asset Allocation (2002)Risk Aversion in the Laboratory (2008)Underinvestment in a Profitable Technology: The Case of Seasonal Migration in Bangladesh (2014)Prospect theory: An analysis of decision under risk (1988)Well-being : the foundations of hedonic psychology (1999)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
  • 1966Aspects of the Theory of Risk-Bearing.1,888 cited
  • 1990Precautionary Saving in the Small and in the Large1,850 cited
  • 1989Precautionary Saving in the Small and in the Large1,498 cited
  • 1971On the theory of the competitive firm under price uncertainty1,450 cited
  • 1996Risk Vulnerability and the Tempering Effect of Background Risk765 cited
  • 1981Some Stronger Measures of Risk Aversion in the Small and the Large with Applications450 cited
  • 1996Changes in Background Risk and Risk Taking Behavior353 cited
  • 1981Risk Aversion with Random Initial Wealth235 cited
  • 1995Risk, Return, and Utility198 cited
  • 1988One-Switch Utility Functions and a Measure of Risk151 cited
  • 1988Aversion to one risk in the presence of others109 cited
  • 1995A Contextual Uncertainty Condition for Behavior Under Risk34 cited

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  • 2012Ross risk vulnerability for introductions and changes in background risk6 cited
  • 2007

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Generalised Means of Simple Utility Functions with Risk Aversion
0 cited
  • 2014Risk‐Sensitive Multiagent Decision‐Theoretic Planning Based on MDP and One‐Switch Utility Functions0 cited