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A Theory of Epistemic Risk
16 references·1 citing·33 second hop
A Theory of Epistemic Risk (2019)A Theory of Epistemic RiskTheory of games and economic behavior (2019)Theory of games and economic …Risk and Rationality (2013)Risk and RationalityGame theory, maximum entropy, minimum discrepancy and robust Bayesian decision theory (2004)Game theory, maximum entropy,…Knowledge in a Social World (1999)Knowledge in a Social WorldA Nonpragmatic Vindication of Probabilism (1998)A Nonpragmatic Vindication of…Betting on Theories (1993)Betting on TheoriesRisk and Rationality (1991)Risk and RationalityLaws and Symmetry (1989)Laws and SymmetryLaws and symmetry (1989)Laws and symmetryBelief and the Will (1984)Belief and the WillRisk Aversion in the Small and in the Large (1976)Risk Aversion in the Small an…Essays in the Theory of Risk-Bearing. (1972)Essays in the Theory of Risk-…Elicitation of Personal Probabilities and Expectations (1971)Elicitation of Personal Proba…Aspects of the Theory of Risk-Bearing. (1966)Aspects of the Theory of Risk…Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small an…Theory of Games and Economic Behavior (1945)Theory of Games and Economic …Epistemic anxiety and epistemic risk (2022)Epistemic anxiety and epistem…Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine (1953)The Theory of Incentives: The Principal-Agent Model (2001)Measuring Expectations (2004)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)A theory of justice original editionThe Problem of Social Cost (1960)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Epistemic Injustice (2007)Race and Epistemologies of Ignorance (2007)Epistemic Vigilance (2010)The Scientific Image (1980)How the Laws of Physics Lie (1983)The Structure of Scientific Revolutions (1984)Four-Dimensionalism (2001)Making Things Happen (2004)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)On the measurement of inequality (1970)Risk Aversion and Incentive Effects (2002)Moral Hazard and Observability (1979)Prospect theory: An analysis of decision under risk (1988)The New Institutional Economics: Taking Stock, Looking Ahead (2000)Toward a positive theory of consumer choice (1980)Non-cooperative games (1989)Humean Supervenience debugged (1999)How Models Are Used to Represent Reality (2004)Truth and Truthmakers (2004)Correlated Equilibrium as an Expression of Bayesian Rationality (1987)Multiagent systems: algorithmic, game-theoretic, and logical foundations (2009)Evolutionary Game Theory (2011)Financial Intermediation and Delegated Monitoring (1984)Well-being : the foundations of hedonic psychology (1999)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)
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References

  • 2019Theory of games and economic behavior16,630 cited
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  • 1989Laws and Symmetry1,821 cited
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  • 2004Game theory, maximum entropy, minimum discrepancy and robust Bayesian decision theory455 cited
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  • 2022Epistemic anxiety and epistemic risk

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21 cited