SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A lot of ambiguity
16 references·0 citing·22 second hop
A lot of ambiguity (2021)A lot of ambiguityUncertainty Aversion with Second-Order Utilities and Probabilities (2006)Uncertainty Aversion with Sec…A Smooth Model of Decision Making under Ambiguity (2005)A Smooth Model of Decision Ma…Subjective probability and expected utility without additivity (2004)Subjective probability and ex…Ambiguity Made Precise: A Comparative Foundation (2002)Ambiguity Made Precise: A Com…Subjective Probability and Expected Utility without Additivity (1989)Subjective Probability and Ex…Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …The Ellsberg Paradox and Risk Aversion: An Anticipated Utility Approach (1987)The Ellsberg Paradox and Risk…Maxmin Expected Utility with a Non-Unique Prior (1986)Maxmin Expected Utility with …A theory of anticipated utility (1982)A theory of anticipated utili…Risk Aversion in the Small and in the Large (1976)Risk Aversion in the Small an…A Treatise on Probability (1973)A Treatise on ProbabilityUtility 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…Risk and uncertainty: a fallacy of large numbers (1963)Risk and uncertainty: a falla…Risk, Ambiguity, and the Savage Axioms (1961)Risk, Ambiguity, and the Sava…Distortion of Subjective Probabilities as a Reaction to Uncertainty (1961)Distortion of Subjective Prob…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)RATIONAL CHOICE AND THE FRAMING OF DECISIONS (1988)Individual differences in reasoning: Implications for the rationality debate? (2000)Theory of games and economic behavior (2019)The Dual Theory of Choice under Risk (1987)Psychology and Economics (1997)The Framing of Decisions and the Psychology of Choice (1981)Time Discounting and Time Preference: A Critical Review (2002)Advances in prospect theory: Cumulative representation of uncertainty (1992)Extensional versus intuitive reasoning: The conjunction fallacy in probability judgment. (1983)Heuristics and Biases: The Psychology of Intuitive Judgment (2004)Recent developments in modeling preferences: Uncertainty and ambiguity (1992)Chapter 18 A survey of behavioral finance (2003)Financial Intermediation and Delegated Monitoring (1984)Well-being : the foundations of hedonic psychology (1999)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)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

  • 1961Risk, Ambiguity, and the Savage Axioms7,892 cited
  • 1964Risk Aversion in the Small and in the Large4,964 cited
  • 1976Risk Aversion in the Small and in the Large4,655 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 1982A theory of anticipated utility3,136 cited
  • 1973A Treatise on Probability2,575 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
  • 2005A Smooth Model of Decision Making under Ambiguity1,889 cited
  • 1986Maxmin Expected Utility with a Non-Unique Prior668 cited
  • 1963Risk and uncertainty: a fallacy of large numbers615 cited
  • 2002Ambiguity Made Precise: A Comparative Foundation483 cited
  • 1987The Ellsberg Paradox and Risk Aversion: An Anticipated Utility Approach435 cited
  • 2006Uncertainty Aversion with Second-Order Utilities and Probabilities290 cited
  • 1961Distortion of Subjective Probabilities as a Reaction to Uncertainty

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

232 cited

Cited by

No citing works inside the corpus for this window.