SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A recourse certainty equivalent for decisions under uncertainty
16 references·4 citing·23 second hop
A recourse certainty equivalent for decisions under uncertainty (1991)A recourse certainty equivalent for decis…Theory of games and economic behavior (2019)Theory of games and economic …Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …The Dual Theory of Choice under Risk (1987)The Dual Theory of Choice und…Regret in Decision Making under Uncertainty (1982)Regret in Decision Making und…A theory of anticipated utility (1982)A theory of anticipated utili…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …Risk Aversion in the Small and in the Large (1976)Risk Aversion in the Small an…Essays in the Theory of Risk-Bearing. (1972)Essays in the Theory of Risk-…Rules for Ordering Uncertain Prospects (1969)Rules for Ordering Uncertain …Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small an…Liquidity Preference as Behavior Towards Risk (1958)Liquidity Preference as Behav…Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine (1953)Le Comportement de l'Homme Ra…Foundations of Economic Analysis. (1948)Foundations of Economic Analy…Foundations of Economic Analysis (1948)Foundations of Economic Analy…Theory of Games and Economic Behavior (1946)Theory of Games and Economic …Theory of Games and Economic Behavior (1945)Theory of Games and Economic …Certainty Equivalent: Many Meanings of a Mean (2015)Certainty Equivalent: Many Me…On the Conditional Value-at-Risk probability-dependent utility function (2009)On the Conditional Value-at-R…Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty (2000)Decreasing the sensitivity of…On the use of optimization models for portfolio selection: A review and some computational results (1994)On the use of optimization mo…Risk, Ambiguity, and the Savage Axioms (1961)Judgment under Uncertainty: Heuristics and Biases (1975)The Framing of Decisions and the Psychology of Choice (1981)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Moral Hazard and Observability (1979)The New Institutional Economics: Taking Stock, Looking Ahead (2000)Agency for International Development (1978)Signaling in Retrospect and the Informational Structure of Markets (2002)Existence of an equilibrium for a competitive economy (2008)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)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)Toward a positive theory of consumer choice (1980)Non-cooperative games (1989)Advances in prospect theory: Cumulative representation of uncertainty (1992)Financial Intermediation and Delegated Monitoring (1984)Well-being : the foundations of hedonic psychology (1999)Representative design and probabilistic theory in a functional psychology. (1955)Features of similarity. (1977)Evolutionary game dynamics (2003)On the measurement of inequality (1970)The arbitrage theory of capital asset pricing (1976)
this work references cited by second hop

References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 2019Theory of games and economic behavior16,630 cited
  • 1964Risk Aversion in the Small and in the Large4,964 cited
  • 1976Risk Aversion in the Small and in the Large4,655 cited
  • 1948Foundations of Economic Analysis.4,128 cited
  • 1953Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine4,117 cited
  • 1945Theory of Games and Economic Behavior4,006 cited
  • 1972Essays in the Theory of Risk-Bearing.3,991 cited
  • 1958Liquidity Preference as Behavior Towards Risk3,916 cited
  • 1946Theory of Games and Economic Behavior3,280 cited
  • 1982A theory of anticipated utility3,136 cited
  • 1982Regret in Decision Making under Uncertainty2,990 cited
  • 1948Foundations of Economic Analysis2,965 cited
  • 1987The Dual Theory of Choice under Risk2,426 cited
  • 1969Rules for Ordering Uncertain Prospects1,757 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Cited by

  • 2009On the Conditional Value-at-Risk probability-dependent utility function60 cited
  • 1994On the use of optimization models for portfolio selection: A review and some computational results57 cited
  • 2000Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty41 cited
  • 2015Certainty Equivalent: Many Meanings of a Mean2 cited