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What is Risk? · Study

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PreprintWhat is Risk?

Stefan Zeisberger2016

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Preprintgreen2016

What is Risk?

Stefan Zeisberger

22 citations·0/0 files stored·SSRN Electronic Journal

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Decision-Making and Behavioral Economics Financial Markets and Investment Strategies Financial Literacy, Pension, Retirement Analysis

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1979Prospect Theory: An Analysis of Decision under Risk 1988Prospect theory: An analysis of decision under risk 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1992Advances in prospect theory: Cumulative representation of uncertainty 1952PORTFOLIO SELECTION*1965The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets 1975THE 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.]2001Risk as feelings.

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Year2016

Typepreprint

Published2016-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations22

Files0 public / 0

ShelfDecision-Making and Behavioral Economics

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doi10.2139/ssrn.2811636

openalex_workW2491606848

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2021The crossroads of ESG and religious screening on firm risk 2019Does investor risk perception drive asset prices in markets? Experimental evidence 2019The Risk Elicitation Puzzle Revisited: Across-Methods (In)consistency?2019What Drives Risk Perception? A Global Survey with Financial Professionals and Lay People 2017Does Investor Risk Perception Drive Asset Prices in Markets? Experimental Evidence 2012Do People Care About Loss Probabilities?2021Volatility shocks and investment behavior 2018Scale Matters: Risk Perception, Return Expectations, and Investment Propensity Under Different Scalings