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Gambles with Prices, Operational Measure of Riskiness and Buying and Selling Price for Risky Lotteries
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Gambles with Prices, Operational Measure of Riskiness and Buying and Selling Price for Risky Lotteries (2009)Gambles with Prices, Operational Measure …Buying and selling price for risky lotteries and expected utility theory with gambling wealth (2014)Buying and selling price for …Buying and selling price for risky lotteries and expected utility theory without consequentialism (2010)Buying and selling price for …Risk Attitudes, Buying and Selling Price for a Lottery and Simple Strategies (2009)Risk Attitudes, Buying and Se…An Operational Measure of Riskiness (2009)An Operational Measure of Ris…An Economic Index of Riskiness (2008)An Economic Index of RiskinessAn Alternative Characterization of Decreasing Absolute Risk Aversion (1983)An Alternative Characterizati…Risk Aversion in the Small and in the Large (1976)Risk Aversion in the Small an…Some remarks on measures of risk aversion and on their uses (1969)Some remarks on measures of r…Decision Analysis: Introductory Lectures on Choices Under Uncertainty. (1969)Decision Analysis: Introducto…Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small an…Toward a positive theory of consumer choice (1980)Prospect theory: An analysis of decision under risk (1988)Risk attitudes and measures of value for risky lotteries (2010)Central European Journal of Economic Modelling and Econometrics (2018)Theory of games and economic behavior (2019)Aspects of the Theory of Risk-Bearing. (1966)Decision Analysis: Introductory Lectures on Choices Under Uncertainty. (1969)Range-Dependent Utility (2013)Is Expected Utility an Ex-Hypothesis? Some Implications of Reference-Dependent Expected Utility Model (2017)Essays in the Theory of Risk-Bearing. (1972)Satisficing Measures for Analysis of Risky Positions (2008)The Riskiness of Corporate Bonds (2014)Prospect Theory: An Analysis of Decision under Risk (1979)Portfolio Selection: Efficient Diversification of Investments (1959)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Coherent Measures of Risk (1999)Beyond the Sharpe ratio: An application of the Aumann–Serrano index to performance measurement (2012)Risk Preferences and Their Robust Representation (2012)Managing Underperformance Risk in Project Portfolio Selection (2015)Risk aversion with many commodities (1974)Uncertainty Aversion with Second-Order Utilities and Probabilities (2006)Ambiguity and the Bayesian Paradigm (2016)Constant Exchange Risk Properties (1987)Computer-based modeling environments (1989)A wealth-requirement axiomatization of riskiness (2013)The Economic Theory of Agency: The Principal's Problem. (1973)The Framing of Decisions and the Psychology of Choice (1981)Financial Intermediation and Delegated Monitoring (1984)Well-being : the foundations of hedonic psychology (1999)On the measurement of inequality (1970)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 arbitrage theory of capital asset pricing (1976)
this work references cited by second hop

References

  • 1964Risk Aversion in the Small and in the Large4,964 cited
  • 1976Risk Aversion in the Small and in the Large4,655 cited
  • 1969Decision Analysis: Introductory Lectures on Choices Under Uncertainty.1,928 cited
  • 2008An Economic Index of Riskiness315 cited
  • 1969Some remarks on measures of risk aversion and on their uses302 cited
  • 2009An Operational Measure of Riskiness186 cited
  • 1983An Alternative Characterization of Decreasing Absolute Risk Aversion25 cited
  • 2014Buying and selling price for risky lotteries and expected utility theory with gambling wealth16 cited
  • 2009Risk Attitudes, Buying and Selling Price for a Lottery and Simple Strategies7 cited
  • 2010Buying and selling price for risky lotteries and expected utility theory without consequentialism3 cited

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