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DECISION UNDER UNCERTAINTY
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DECISION UNDER UNCERTAINTY (2008)DECISION UNDER UNCERTAINTYTheory of Decision under Uncertainty (2009)Theory of Decision under Unce…Decisions with Multiple Objectives: Preferences and Value Tradeoffs. (1994)Decisions with Multiple Objec…Theory of Financial Decision Making. (1988)Theory of Financial Decision …Expected utility with purely subjective non-additive probabilities (1987)Expected utility with purely …The Foundations of Expected Utility (1982)The Foundations of Expected U…A theory of anticipated utility (1982)A theory of anticipated utili…"Expected Utility" Analysis without the Independence Axiom (1982)"Expected Utility" Analysis w…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …Subjective Probability: A Judgment of Representativeness (1972)Subjective Probability: A Jud…Utility Theory for Decision Making (1971)Utility Theory for Decision M…Increasing risk II: Its economic consequences (1971)Increasing risk II: Its econo…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…Risk, Ambiguity, and the Savage Axioms (1961)Risk, Ambiguity, and the Sava…An Axiomatic Approach to Measurable Utility (1953)An Axiomatic Approach to Meas…Theory of Games and Economic Behaviour. (1944)Theory of Games and Economic …EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options (1996)Post-'87 crash fears in the S&P 500 futures option market (2000)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Theory of games and economic behavior (2019)Optimal rules for ordering uncertain prospects (1975)Risk Aversion in the Small and in the Large (1976)Net Health Benefits (1998)Stochastic Volatility for Lévy Processes (2003)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)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)Conjoint Analysis in Consumer Research: Issues and Outlook (1978)Risk management in a dynamic society: a modelling problem (1997)Best-worst multi-criteria decision-making method (2014)Advances in prospect theory: Cumulative representation of uncertainty (1992)The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence (1985)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)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)Evaluating patient-based outcome measures for use in clinical trials. (1998)Spatial structure often inhibits the evolution of cooperation in the snowdrift game (2004)Evolutionary games on graphs (2007)
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References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1994Decisions with Multiple Objectives: Preferences and Value Tradeoffs.8,369 cited
  • 1961Risk, Ambiguity, and the Savage Axioms7,892 cited
  • 1964Risk Aversion in the Small and in the Large4,964 cited
  • 1982A theory of anticipated utility3,136 cited
  • 1971Utility Theory for Decision Making2,460 cited
  • 1988Theory of Financial Decision Making.1,867 cited
  • 1982"Expected Utility" Analysis without the Independence Axiom1,518 cited
  • 1944Theory of Games and Economic Behaviour.1,401 cited
  • 1971Increasing risk II: Its economic consequences1,082 cited
  • 1969Decision Analysis: Introductory Lectures on Choices Under Uncertainty.960 cited
  • 1987Expected utility with purely subjective non-additive probabilities818 cited
  • 1953An Axiomatic Approach to Measurable Utility704 cited
  • 2009Theory of Decision under Uncertainty602 cited
  • 1982The Foundations of Expected Utility511 cited
  • 1972Subjective Probability: A Judgment of Representativeness413 cited

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