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Risk, Luck, and Superstitions
16 references·0 citing·33 second hop
Risk, Luck, and Superstitions (2009)Risk, Luck, and SuperstitionsRisk aversion and expected-utility theory: A calibration theorem (2013)Risk aversion and expected-ut…UNCERTAINTY AND THE WELFARE ECONOMICS OF MEDICAL CARE (2003)UNCERTAINTY AND THE WELFARE E…Risk Aversion and Expected-utility Theory: A Calibration Theorem (2000)Risk Aversion and Expected-ut…Prospect Theory: An Analysis of Decision under Risk (2000)Prospect Theory: An Analysis …Aspects of Rational Insurance Purchasing (1992)Aspects of Rational Insurance…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information (1976)Equilibrium in Competitive In…Overinsurance and Public Provision of Insurance: The Roles of Moral Hazard and Adverse Selection (1974)Overinsurance and Public Prov…Risk, Return, and Equilibrium: Empirical Tests (1973)Risk, Return, and Equilibrium…The Theory of Syndicates (1968)The Theory of SyndicatesAspects of Rational Insurance Purchasing (1968)Aspects of Rational Insurance…Risk and uncertainty: a fallacy of large numbers (1963)Risk and uncertainty: a falla…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…The Utility of Wealth (1952)The Utility of WealthThe Utility Analysis of Choices Involving Risk (1948)The Utility Analysis of Choic…Risk, Uncertainty and Profit (1921)Risk, Uncertainty and ProfitRisk Aversion in the Small and in the Large (1976)Moral Hazard and Observability (1979)Optimal contracts and competitive markets with costly state verification (1979)Signaling in Retrospect and the Informational Structure of Markets (2002)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)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 Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Essays in the Theory of Risk-Bearing. (1972)Job Market Signaling (1973)The Economics of Caste and of the Rat Race and Other Woeful Tales (1976)Health insurance and the demand for medical care: evidence from a randomized experiment. (1987)Liberalization, Moral Hazard in Banking, and Prudential Regulation: Are Capital Requirements Enough? (2000)Prospect theory: An analysis of decision under risk (1988)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Risk Aversion and Incentive Effects (2002)Cognitive Reflection and Decision Making (2005)Psychology and Economics: Evidence from the Field (2009)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Entrepreneurial discovery and the competitive market process: an Austrian approach (2000)Gender Differences in Preferences (2009)Handbook of Emotions (1993)Well-being : the foundations of hedonic psychology (1999)Investor Psychology and Asset Pricing (2001)Toward a positive theory of consumer choice (1980)Risk as feelings. (2001)The Framing of Decisions and the Psychology of Choice (1981)Advances in prospect theory: Cumulative representation of uncertainty (1992)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)The Theory of Incentives: The Principal-Agent Model (2001)Information and the Change in the Paradigm in Economics (2002)
this work references cited by second hop

References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
  • 1921Risk, Uncertainty and Profit9,962 cited
  • 1976Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information4,984 cited
  • 1953Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine4,117 cited
  • 2003UNCERTAINTY AND THE WELFARE ECONOMICS OF MEDICAL CARE4,078 cited
  • 1948The Utility Analysis of Choices Involving Risk3,097 cited
  • 1952The Utility of Wealth1,845 cited
  • 2000Risk Aversion and Expected-utility Theory: A Calibration Theorem1,623 cited
  • 1968The Theory of Syndicates1,178 cited
  • 2000Prospect Theory: An Analysis of Decision under Risk922 cited
  • 1968Aspects of Rational Insurance Purchasing738 cited
  • 1974Overinsurance and Public Provision of Insurance: The Roles of Moral Hazard and Adverse Selection707 cited
  • 2013Risk aversion and expected-utility theory: A calibration theorem692 cited
  • 1963Risk and uncertainty: a fallacy of large numbers615 cited

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1992
Aspects of Rational Insurance Purchasing
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