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Expected Utility Inequalities
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Expected Utility Inequalities (2006)Expected Utility InequalitiesRare Events and the Equity Premium (2005)Rare Events and the Equity Pr…Financial Markets and the Real Economy (2005)Financial Markets and the Rea…Asset Pricing: Revised Edition (2005)Asset Pricing: Revised EditionProbability Models for Economic Decisions (2004)Probability Models for Econom…The equity risk premium (2002)The equity risk premiumUpper and lower bounds for expected utility (2000)Upper and lower bounds for ex…Uncertainty (1990)UncertaintyThe equity risk premium a solution (1988)The equity risk premium a sol…Increasing risk II: Its economic consequences (1971)Increasing risk II: Its econo…Asset Prices in an Exchange Economy (1978)The equity premium: A puzzle (1985)Intertemporal Substitution in Consumption (1988)Why Are Returns on Swiss Franc Assets So Low? Rare Events May Solve the Puzzle (2005)SHAKEOUTS AND MARKET CRASHES* (2007)Families as Roommates: Changes in U.S. Household Size from 1850 to 2000 (2009)Prospect theory: An analysis of decision under risk (1988)Expected utility without utility (1996)Decision analysis using targets instead of utility functions (2000)Expected utility inequalities: theory and applications (2007)Essays on behavioral decision making (2013)STATISTICS | RESEARCH ARTICLE Some covariance inequalities for non-monotonic functions with applications to mean-variance indifference curves and bank hedging (2015)Risk Aversion in the Small and in the Large (1964)Optimal rules for ordering uncertain prospects (1975)Risk Aversion in the Small and in the Large (1976)Net Health Benefits (1998)Stochastic Volatility for Lévy Processes (2003)The Equity Premium Puzzle and the Riskfree Rate Puzzle (1989)The Consumption of Stockholders and Non-Stockholders (1990)Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)Short- Term Interest Rates as Predictors of Inflation (2021)The Structure of Scientific Revolutions (1963)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure (2010)Predictive regressions with time-varying coefficients (2012)A Rational Theory of Mutual Funds' Attention Allocation (2016)The Peso problem hypothesis and stock market returns (2003)A note on the returns from minimum variance investing (2011)Lévy Jump Risk: Evidence from Options and Returns (2011)The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium (2016)Taming the Factor Zoo: A Test of New Factors (2020)The Pollution Premium (2020)Risk Perception and Communication Unplugged: Twenty Years of Process1 (1995)Identification and Review of Sensitivity Analysis Methods (2002)Eliciting Expert Knowledge in Conservation Science (2012)Innovation and Marketing in the Pharmaceutical Industry (2013)Cooperation under uncertainty: Assessing the value of risk sharing and determining the optimal risk-sharing rule for agents with pre-existing business and diverging risk attitudes (2016)
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References

  • 1990Uncertainty1,711 cited
  • 1988The equity risk premium a solution1,397 cited
  • 1971Increasing risk II: Its economic consequences1,082 cited
  • 2005Asset Pricing: Revised Edition718 cited
  • 2005Financial Markets and the Real Economy572 cited
  • 2002The equity risk premium151 cited
  • 2005Rare Events and the Equity Premium89 cited
  • 2004Probability Models for Economic Decisions37 cited
  • 2000Upper and lower bounds for expected utility9 cited

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