SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Risk Preferences and their Robust Representation
16 references·0 citing·31 second hop
Risk Preferences and their Robust Representation (2010)Risk Preferences and their Robust Represe…PORTFOLIO SELECTION WITH MONOTONE MEAN‐VARIANCE PREFERENCES (2009)PORTFOLIO SELECTION WITH MONO…Representation of a preference ordering by a numerical function (2008)Representation of a preferenc…AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT (2007)AN OLD‐NEW CONCEPT OF CONVEX …Ambiguity Aversion, Robustness, and the Variational Representation of Preferences (2006)Ambiguity Aversion, Robustnes…Conditional and dynamic convex risk measures (2005)Conditional and dynamic conve…Stochastic Finance: An Introduction in Discrete Time (2002)Stochastic Finance: An Introd…Convex measures of risk and trading constraints (2002)Convex measures of risk and t…Nonlinear Preference and Utility Theory. (1989)Nonlinear Preference and Util…Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Choices, values, and frames. (1984)Choices, values, and frames.CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…Utility Theory without the Completeness Axiom (1962)Utility Theory without the Co…The General Theory of Employment (1937)The General Theory of Employm…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employm…Risk, Ambiguity, and the Savage Axioms (1961)Subjective Probability and Expected Utility without Additivity (1989)Trusting the Stock Market (2005)Theory and Applications of Robust Optimization (2010)Theory and Applications of Robust Optimization (2011)Convex Duality in Constrained Portfolio Optimization (1992)Coherent Measures of Risk (1999)Lectures on Stochastic Programming (2009)Distributionally Robust Convex Optimization (2014)Utility Theory for Decision Making (1971)Recent developments in modeling preferences: Uncertainty and ambiguity (1992)A Smooth Model of Decision Making under Ambiguity (2005)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)Theory of games and economic behavior (2019)Generalized deviations in risk analysis (2005)Nonlinear Expectations and Stochastic Calculus under Uncertainty (2019)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Does the Stock Market Overreact? (1985)Postwar U.S. Business Cycles: An Empirical Investigation (1997)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Common risk factors in the returns on stocks and bonds (1993)Noise Trader Risk in Financial Markets (1990)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Introduction: epistemic communities and international policy coordination (1992)Advances in prospect theory: Cumulative representation of uncertainty (1992)Framing: Toward Clarification of a Fractured Paradigm (1993)The weirdest people in the world? (2010)
this work references cited by second hop

References

  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1936The General Theory of Employment, Interest and Money.14,687 cited
  • 1984Choices, values, and frames.6,505 cited
  • 1936The General Theory of Employment, Interest and Money, by John Maynard Keynes6,341 cited
  • 1937The General Theory of Employment5,253 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 2002Convex measures of risk and trading constraints1,452 cited
  • 2002Stochastic Finance: An Introduction in Discrete Time1,215 cited
  • 2006Ambiguity Aversion, Robustness, and the Variational Representation of Preferences1,139 cited
  • 2008Representation of a preference ordering by a numerical function746 cited
  • 1962Utility Theory without the Completeness Axiom563 cited
  • 1989Nonlinear Preference and Utility Theory.499 cited
  • 2009PORTFOLIO SELECTION WITH MONOTONE MEAN‐VARIANCE PREFERENCES426 cited
  • 2005Conditional and dynamic convex risk measures356 cited
  • 2007

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT
351 cited

Cited by

No citing works inside the corpus for this window.