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Measuring risk-aversion: The challenge
13 references·8 citing·29 second hop
Measuring risk-aversion: The challenge (2015)Measuring risk-aversion: The challengeTheory of games and economic behavior (2019)Theory of games and economic …Modern Actuarial Risk Theory (2008)Modern Actuarial Risk TheoryTheory of Games and Economic Behavior (2006)Theory of Games and Economic …Modern Actuarial Risk Theory (2002)Modern Actuarial Risk TheoryLow risk aversion encourages the choice for entrepreneurship: an empirical test of a truism (2002)Low risk aversion encourages …Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …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…On the measurement of inequality (1970)On the measurement of inequal…Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small an…Motivational determinants of risk-taking behavior. (1957)Motivational determinants of …Exposition of a New Theory on the Measurement of Risk (1954)Exposition of a New Theory on…Mathematical Psychics. An Essay on the Application of Mathematics to the Moral Sciences. (1935)Mathematical Psychics. An Ess…The Enthusiasm of Digital Payment Services and Millennial Consumer Behaviour in Indonesia (2023)The Enthusiasm of Digital Pay…Risk aversion, path dependency and financial economic decision-making in low-income communities: Experimental evidence from South Africa (2020)Risk aversion, path dependenc…Optimal Financing Models Offered by Manufacturers with Risk Aversion and Market Competition Considerations (2020)Optimal Financing Models Offe…Niat Investasi Generasi Milenial Di Pasar Modal (2020)Niat Investasi Generasi Milen…A stochastic risk-averse sustainable supply chain network design problem with quantity discount considering multiple sources of uncertainty (2019)A stochastic risk-averse sust…Comparative risk assessment with focus on hydrogen and selected fuel cells: Application to Europe (2018)Comparative risk assessment w…A comparison of risk measures for accidents in the energy sector and their implications on decision-making strategies (2018)A comparison of risk measures…Validating the J-value safety assessment tool against pan-national data (2017)Validating the J-value safety…Aspects of the Theory of Risk-Bearing. (1966)On Economic Inequality (1973)A Class of Decomposable Poverty Measures (1984)The Dimensions of Residential Segregation (1988)The theory of decision making. (1954)Self-Efficacy Beliefs in Academic Settings (1996)Expectancy–Value Theory of Achievement Motivation (2000)The Role of Goal Orientation in Self-Regulated Learning (2000)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)Perfect Equilibrium in a Bargaining Model (1982)Back to Bentham? Explorations of Experienced Utility (1997)A Survey Method for Characterizing Daily Life Experience: The Day Reconstruction Method (2004)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)Financial Intermediation and Delegated Monitoring (1984)Well-being : the foundations of hedonic psychology (1999)Risk Aversion and Incentive Effects (2002)A perspective on judgment and choice: Mapping bounded rationality. (2003)Maps of Bounded Rationality: Psychology for Behavioral Economics (2003)Advances in prospect theory: Cumulative representation of uncertainty (1992)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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  • 2020Risk aversion, path dependency and financial economic decision-making in low-income communities: Experimental evidence from South Africa1 cited