SZodixStudyAcademic Library
DashboardShelvesOpen accessMy libraryInboxNotesWriteLearnAlerts
More
Ask your libraryNotificationsQuick citeReview
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A user’s guide to economic utility functions
16 references·0 citing·38 second hop
A user’s guide to economic utility functions (2024)A user’s guide to economic utility functi…Review of Economic Studies (2010)Review of Economic StudiesRisk Aversion and Incentive Effects (2002)Risk Aversion and Incentive E…Advances in prospect theory: Cumulative representation of uncertainty (1992)Advances in prospect theory: …Precautionary Saving in the Small and in the Large (1990)Precautionary Saving in the S…Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Substitution, Risk Aversion, …An Almost Ideal Demand System (1980)An Almost Ideal Demand SystemA Theory of Social Interactions (1974)A Theory of Social Interactio…Optimum consumption and portfolio rules in a continuous-time model (1971)Optimum consumption and portf…On the measurement of inequality (1970)On the measurement of inequal…Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Lifetime Portfolio Selection …Lifetime Portfolio Selection By Dynamic Stochastic Programming (1969)Lifetime Portfolio Selection …Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small an…Capital-Labor Substitution and Economic Efficiency (1961)Capital-Labor Substitution an…A Contribution to the Theory of Economic Growth (1956)A Contribution to the Theory …The Utility of Wealth (1952)The Utility of WealthThe Utility Analysis of Choices Involving Risk (1948)The Utility Analysis of Choic…Asset Prices in an Exchange Economy (1978)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Dual Theory of Choice under Risk (1987)Dynamic Asset Pricing Theory. (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Investor Psychology and Asset Pricing (2001)Aspects of the Theory of Risk-Bearing. (1966)On Economic Inequality (1973)Risk Aversion in the Small and in the Large (1976)A Class of Decomposable Poverty Measures (1984)The Dimensions of Residential Segregation (1988)An Intertemporal Capital Asset Pricing Model (1973)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Judgment under Uncertainty: Heuristics and Biases (1975)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Individual differences in reasoning: Implications for the rationality debate? (2000)A perspective on judgment and choice: Mapping bounded rationality. (2003)Economics and Consumer Behavior (1980)Panel data from time series of cross-sections (1985)Quadratic Engel Curves and Consumer Demand (1997)Forecasting Economic Time Series (2000)Theory of Cost and Production Functions (2015)Consumption inequality and partial insurance (2017)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Toward a positive theory of consumer choice (1980)Risk as feelings. (2001)Economic Growth in a Cross Section of Countries (1989)Endogenous Technological Change (1989)A Contribution to the Empirics of Economic Growth (1992)Oxytocin increases trust in humans (2005)Gender Differences in Preferences (2009)INDIVIDUAL RISK ATTITUDES: MEASUREMENT, DETERMINANTS, AND BEHAVIORAL CONSEQUENCES (2011)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

  • 1956A Contribution to the Theory of Economic Growth24,458 cited
  • 1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
  • 1970On the measurement of inequality6,456 cited
  • 2002Risk Aversion and Incentive Effects5,973 cited
  • 1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
  • 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
  • 1964Risk Aversion in the Small and in the Large4,964 cited
  • 1980An Almost Ideal Demand System4,298 cited
  • 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
  • 1948The Utility Analysis of Choices Involving Risk3,097 cited
  • 2010Review of Economic Studies2,967 cited
  • 1974A Theory of Social Interactions2,965 cited
  • 1961Capital-Labor Substitution and Economic Efficiency2,224 cited
  • 1990Precautionary Saving in the Small and in the Large1,850 cited
  • 1952The Utility of Wealth1,845 cited
  • 1969Lifetime Portfolio Selection By Dynamic Stochastic Programming

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

1,692 cited

Cited by

No citing works inside the corpus for this window.