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Portfolio Choice and Ambiguous Background Risk
16 references·0 citing·36 second hop
Portfolio Choice and Ambiguous Background Risk (2014)Portfolio Choice and Ambiguous Background…Portfolio Choices and Asset Prices: The Comparative Statics of Ambiguity Aversion (2011)Portfolio Choices and Asset P…The equity premium: a puzzle (2010)The equity premium: a puzzleA Smooth Model of Decision Making under Ambiguity (2005)A Smooth Model of Decision Ma…Monotone Comparative Statics under Uncertainty (2002)Monotone Comparative Statics …The Economics of Risk and Time (2001)The Economics of Risk and TimeRisk 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…Asset pricing with undiversifiable income risk and short sales constraints (1994)Asset pricing with undiversif…Asset‐pricing Puzzles and Incomplete Markets (1993)Asset‐pricing Puzzles and Inc…Precautionary Saving in the Small and in the Large (1989)Precautionary Saving in the S…Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …Optimal Insurance in Incomplete Markets (1983)Optimal Insurance in Incomple…Some Stronger Measures of Risk Aversion in the Small and the Large with Applications (1981)Some Stronger Measures of Ris…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…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-…Strategic Asset Allocation (2002)Idiosyncratic Risk Matters! (2003)Eliciting Risk and Time Preferences (2008)Theory of games and economic behavior (2019)Aspects of the Theory of Risk-Bearing. (1966)Financial Intermediation and Delegated Monitoring (1984)Theory of Financial Decision Making. (1988)Cash Crop Production, Food Price Volatility, and Rural Market Integration in the Third World (1992)Risk, Ambiguity, and the Savage Axioms (1961)Utility Theory for Decision Making (1971)Recent developments in modeling preferences: Uncertainty and ambiguity (1992)Chapter 18 A survey of behavioral finance (2003)Foundations of Economic Analysis. (1948)Good News and Bad News: Representation Theorems and Applications (1981)A Theory of Auctions and Competitive Bidding (1982)Supermodularity and Complementarity in Economics: An Elementary Survey (2005)The Price Impact and Survival of Irrational Traders (2006)What Happens When Wal-Mart Comes to Town: An Empirical Analysis of the Discount Retailing Industry (2008)Rational Expectations and the Theory of Price Movements (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The equity premium: A puzzle (1985)Economic Forces and the Stock Market (1986)Efficient Capital Markets: II (1991)Saving and Uncertainty: The Precautionary Demand for Saving (1968)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)The analysis of household surveys (1997)Conditional Skewness in Asset Pricing Tests (2000)Risk Aversion in the Small and in the Large (1964)Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2006)Sensitivity analysis: A review of recent advances (2015)Moral Hazard and Observability (1979)Prospect theory: An analysis of decision under risk (1988)The New Institutional Economics: Taking Stock, Looking Ahead (2000)Risk Aversion in the Laboratory (2008)Risk-Taking Behavior in the Wake of Natural Disasters (2012)Well-being : the foundations of hedonic psychology (1999)
this work references cited by second hop

References

  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 1976Risk Aversion in the Small and in the Large4,655 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 1972Essays in the Theory of Risk-Bearing.3,991 cited
  • 2005A Smooth Model of Decision Making under Ambiguity1,889 cited
  • 1989Precautionary Saving in the Small and in the Large1,498 cited
  • 2001The Economics of Risk and Time1,361 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
  • 2002Monotone Comparative Statics under Uncertainty385 cited
  • 2010The equity premium: a puzzle366 cited
  • 1996Changes in Background Risk and Risk Taking Behavior353 cited
  • 1993Asset‐pricing Puzzles and Incomplete Markets314 cited
  • 1983Optimal Insurance in Incomplete Markets284 cited
  • 1994Asset pricing with undiversifiable income risk and short sales constraints273 cited
  • 2011Portfolio Choices and Asset Prices: The Comparative Statics of Ambiguity Aversion

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