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Critical Values for Almost Stochastic Dominance Based on Relative Risk Aversion
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Critical Values for Almost Stochastic Dominance Based on Relative Risk Aversion (2015)Critical Values for Almost Stochastic Dom…Generalized Almost Stochastic Dominance (2015)Generalized Almost Stochastic…Risk aversion and expected-utility theory: A calibration theorem (2013)Risk aversion and expected-ut…General linear formulations of stochastic dominance criteria (2013)General linear formulations o…Revisiting Almost Second-Degree Stochastic Dominance (2012)Revisiting Almost Second-Degr…Bonds versus stocks: Investors’ age and risk taking (2009)Bonds versus stocks: Investor…Economically relevant preferences for all observed epsilon (2008)Economically relevant prefere…Relative Risk Aversion: What Do We Know? (2005)Relative Risk Aversion: What …Preferred by “All” and Preferred by “Most” Decision Makers: Almost Stochastic Dominance (2002)Preferred by “All” and Prefer…Risk Aversion and Expected-utility Theory: A Calibration Theorem (2000)Risk Aversion and Expected-ut…Mixed Risk Aversion (1996)Mixed Risk AversionStandard Risk Aversion (1991)Standard Risk AversionStochastic Dominance Tests for Decreasing Absolute Risk-Aversion II: General Random Variables (1977)Stochastic Dominance Tests fo…Second Degree Stochastic Dominance with Respect to a Function (1977)Second Degree Stochastic Domi…Choice among distributions (1977)Choice among distributionsStochastic Dominance Tests for Decreasing Absolute Risk Aversion. I. Discrete Random Variables (1975)Stochastic Dominance Tests fo…Optimal rules for ordering uncertain prospects (1975)Optimal rules for ordering un…Risk Aversion in the Small and in the Large (1964)Essays in the Theory of Risk-Bearing. (1972)Risk Aversion in the Small and in the Large (1976)Risk Preferences of Agricultural Producers: Their Use in Extension and Research (1979)Research Bibliography—Stochastic Dominance: A Research Bibliography (1982)Interpretation and Transformation of Scale for the Pratt-Arrow Absolute Risk Aversion Coefficient: Implications for Stochastic Dominance (1985)Theory of Financial Decision Making. (1988)Changes in risk and the demand for saving (2008)The value of a statistical life: A meta-analysis with a mixed effects regression model (2008)Joint measurement of risk aversion, prudence, and temperance (2014)The equity premium: A puzzle (1985)Explaining the characteristics of the power (CRRA) utility family (2008)Should Governments Use a Declining Discount Rate in Project Analysis? (2014)Measuring Social Welfare (2019)Rules for Ordering Uncertain Prospects (1969)The Efficiency Analysis of Choices Involving Risk (1969)Stochastic Dominance and Expected Utility: Survey and Analysis (1992)On exact and approximate stochastic dominance strategies for portfolio selection (2016)Review on Efficiency and Anomalies in Stock Markets (2020)Portfolio Selection: Efficient Diversification of Investments (1959)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The effect of estimation risk on optimal portfolio choice (1976)Capital market equilibrium in a mean-lower partial moment framework (1977)Chapter 2 Measurement of inequality (2000)Theory of games and economic behavior (2019)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Performance in Competitive Environments: Gender Differences (2003)Stocks as Lotteries: The Implications of Probability Weighting for Security Prices (2008)Risk-Taking Behavior in the Wake of Natural Disasters (2012)Relative Deprivation and the Gini Coefficient: Comment (1980)Should More Risk-Averse Agents Exert More Effort? (1999)Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk (2000)Strategic Asset Allocation (2002)The Role of Social Capital in Financial Development (2004)Stochastic Dominance Analysis of iShares (2006)Stochastic dominance analysis of Asian hedge funds (2007)Risk Aversion and Incentive Effects (2002)Cognitive Reflection and Decision Making (2005)Psychology and Economics: Evidence from the Field (2009)
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References

  • 2000Risk Aversion and Expected-utility Theory: A Calibration Theorem1,623 cited
  • 1975Optimal rules for ordering uncertain prospects860 cited
  • 1991Standard Risk Aversion851 cited
  • 2013Risk aversion and expected-utility theory: A calibration theorem692 cited
  • 2002Preferred by “All” and Preferred by “Most” Decision Makers: Almost Stochastic Dominance348 cited
  • 2005Relative Risk Aversion: What Do We Know?254 cited
  • 1977Choice among distributions250 cited
  • 1996Mixed Risk Aversion204 cited
  • 1977Second Degree Stochastic Dominance with Respect to a Function159 cited
  • 2012Revisiting Almost Second-Degree Stochastic Dominance102 cited
  • 2009Bonds versus stocks: Investors’ age and risk taking102 cited
  • 2015Generalized Almost Stochastic Dominance82 cited
  • 2013General linear formulations of stochastic dominance criteria78 cited
  • 2008Economically relevant preferences for all observed epsilon72 cited
  • 1975Stochastic Dominance Tests for Decreasing Absolute Risk Aversion. I. Discrete Random Variables62 cited
  • 1977Stochastic Dominance Tests for Decreasing Absolute Risk-Aversion II: General Random Variables

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