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Subjective expected utility with a topological twist
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Subjective expected utility with a topological twist (1991)Subjective expected utility with a topolo…Topological methods in cardinal utility theory (2008)Topological methods in cardin…Subjective probability and expected utility without additivity (2004)Subjective probability and ex…Subjective Probability and Expected Utility without Additivity (1989)Subjective Probability and Ex…Retrospective on the utility theory of von Neumann and Morgenstern (1989)Retrospective on the utility …Nonlinear Preference and Utility Theory. (1989)Nonlinear Preference and Util…Expected utility with purely subjective non-additive probabilities (1987)Expected utility with purely …The Foundations of Expected Utility (1982)The Foundations of Expected U…Subjective expected utility: A review of normative theories (1981)Subjective expected utility: …The Foundations of Decision Under Uncertainty: An Elementary Exposition (1976)The Foundations of Decision U…Risk 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-…Utility Theory for Decision Making (1971)Utility Theory for Decision M…Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small an…Mathematical Methods in the Social Sciences (1964)Mathematical Methods in the S…Risk, Ambiguity, and the Savage Axioms (1961)Risk, Ambiguity, and the Sava…The Theory of Games and Economic Behavior (1945)The Theory of Games and Econo…A theory of anticipated utility (1982)The Dual Theory of Choice under Risk (1987)RATIONAL CHOICE AND THE FRAMING OF DECISIONS (1988)Psychology and Economics (1997)Risk attitudes and decision weights (1995)Ellsberg Revisited: An Experimental Study (2007)Advances in Prospect Theory: Cumulative Representation of Uncertainty (2016)Theory of games and economic behavior (2019)The Framing of Decisions and the Psychology of Choice (1981)Maxmin expected utility with non-unique prior (1989)Time Discounting and Time Preference: A Critical Review (2002)Simultaneous conjoint measurement: A new type of fundamental measurement (1964)Handbook on Constructing Composite Indicators (2005)Handbook on Constructing Composite Indicators: Methodology and User Guide (2008)Moral Hazard and Observability (1979)Prospect theory: An analysis of decision under risk (1988)The New Institutional Economics: Taking Stock, Looking Ahead (2000)Advances in prospect theory: Cumulative representation of uncertainty (1992)Frontiers in Group Dynamics (1947)A Method for Evaluating the Distribution of Power in a Committee System (1954)Measurement of health state utilities for economic appraisal (1986)Financial Intermediation and Delegated Monitoring (1984)Well-being : the foundations of hedonic psychology (1999)Recent developments in modeling preferences: Uncertainty and ambiguity (1992)A Smooth Model of Decision Making under Ambiguity (2005)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)
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References

  • 1961Risk, Ambiguity, and the Savage Axioms7,892 cited
  • 1945The Theory of Games and Economic Behavior5,134 cited
  • 1964Risk Aversion in the Small and in the Large4,964 cited
  • 1976Risk Aversion in the Small and in the Large4,655 cited
  • 1972Essays in the Theory of Risk-Bearing.3,991 cited
  • 2004Subjective probability and expected utility without additivity2,510 cited
  • 1971Utility Theory for Decision Making2,460 cited
  • 1989Subjective Probability and Expected Utility without Additivity2,308 cited
  • 1987Expected utility with purely subjective non-additive probabilities818 cited
  • 2008Topological methods in cardinal utility theory622 cited
  • 1964Mathematical Methods in the Social Sciences587 cited
  • 1982The Foundations of Expected Utility511 cited
  • 1989Nonlinear Preference and Utility Theory.306 cited
  • 1981Subjective expected utility: A review of normative theories299 cited
  • 1976The Foundations of Decision Under Uncertainty: An Elementary Exposition278 cited
  • 1989Retrospective on the utility theory of von Neumann and Morgenstern

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