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An additive model of decision making under risk and ambiguity
16 references·0 citing·33 second hop
An additive model of decision making under risk and ambiguity (2019)An additive model of decision making unde…Ambiguity Aversion, Robustness, and the Variational Representation of Preferences (2006)Ambiguity Aversion, Robustnes…A Smooth Model of Decision Making under Ambiguity (2005)A Smooth Model of Decision Ma…Mean-Variance Analysis in Portfolio Choice and Capital Markets. (1989)Mean-Variance Analysis in Por…Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …Empirical Tests of the Consumption‐Oriented CAPM (1989)Empirical Tests of the Consum…Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Maxmin Expected Utility with a Non-Unique Prior (1986)Maxmin Expected Utility with …The equity premium: A puzzle (1985)The equity premium: A puzzleProspect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …Decisions with Multiple Objectives: Preferences and Value Trade-Offs (1979)Decisions with Multiple Objec…Linear models in decision making. (1974)Linear models in decision mak…Utility Theory for Decision Making (1971)Utility Theory for Decision M…Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Theory of Games and Economic Behavior (1947)Theory of Games and Economic …Theory of Games and Economic Behavior (1945)Theory of Games and Economic …Risk, Ambiguity, and the Savage Axioms (1961)Recent developments in modeling preferences: Uncertainty and ambiguity (1992)Chapter 18 A survey of behavioral finance (2003)Judgment under Uncertainty: Heuristics and Biases (1975)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)An Intertemporal Capital Asset Pricing Model (1973)Asset Prices in an Exchange Economy (1978)Time to Build and Aggregate Fluctuations (1982)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small and in the Large (1976)Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2006)Risk Aversion in the Laboratory (2008)Sensitivity analysis: A review of recent advances (2015)The Framing of Decisions and the Psychology of Choice (1981)Time Discounting and Time Preference: A Critical Review (2002)Subjectivity and correlation in randomized strategies (1974)The Health Utilities Index (HUI): concepts, measurement properties and applications. (2003)Games with Incomplete Information Played by “Bayesian” Players, I–III: Part I. The Basic Model (2004)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Advances in prospect theory: Cumulative representation of uncertainty (1992)Representative design and probabilistic theory in a functional psychology. (1955)Features of similarity. (1977)Evolutionary game dynamics (2003)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)
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References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 1952PORTFOLIO SELECTION*13,480 cited
  • 1985The equity premium: A puzzle5,785 cited
  • 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 1945Theory of Games and Economic Behavior4,006 cited
  • 1971Utility Theory for Decision Making2,460 cited
  • 1947Theory of Games and Economic Behavior2,327 cited
  • 2005A Smooth Model of Decision Making under Ambiguity1,889 cited
  • 1974Linear models in decision making.1,878 cited
  • 1979Decisions with Multiple Objectives: Preferences and Value Trade-Offs1,784 cited
  • 1989Mean-Variance Analysis in Portfolio Choice and Capital Markets.1,160 cited
  • 2006Ambiguity Aversion, Robustness, and the Variational Representation of Preferences1,139 cited
  • 1989Empirical Tests of the Consumption‐Oriented CAPM705 cited
  • 1986Maxmin Expected Utility with a Non-Unique Prior

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