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Auto-assurance et aversion aux pertes
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Auto-assurance et aversion aux pertes (2025)Auto-assurance et aversion aux pertesThe Nature of Risk Preferences: Evidence from Insurance Choices (2013)The Nature of Risk Preference…Reference Points and Effort Provision (2011)Reference Points and Effort P…Expectations as Endowments: Evidence on Reference-Dependent Preferences from Exchange and Valuation Experiments * (2011)Expectations as Endowments: E…(Over)insuring Modest Risks (2010)(Over)insuring Modest RisksReference-Dependent Risk Attitudes (2007)Reference-Dependent Risk Atti…A Model of Reference-Dependent Preferences (2006)A Model of Reference-Dependen…Risk Aversion and Expected-utility Theory: A Calibration Theorem (2000)Risk Aversion and Expected-ut…Advances in prospect theory: Cumulative representation of uncertainty (1992)Advances in prospect theory: …First order versus second order risk aversion (1990)First order versus second ord…The Dual Theory of Choice under Risk (1987)The Dual Theory of Choice und…Self-insurance, self-protection and increased risk aversion (1985)Self-insurance, self-protecti…A theory of anticipated utility (1982)A theory of anticipated utili…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …Market Insurance, Self-Insurance, and Self-Protection (1972)Market Insurance, Self-Insura…Aspects of Rational Insurance Purchasing (1968)Aspects of Rational Insurance…Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small an…Golden Eggs and Hyperbolic Discounting (1997)A perspective on judgment and choice: Mapping bounded rationality. (2003)Psychology and Economics: Evidence from the Field (2009)Salience Theory of Choice Under Risk (2012)Thirty Years of Prospect Theory in Economics: A Review and Assessment (2013)Judgment under Uncertainty: Heuristics and Biases (1975)Prospect theory: An analysis of decision under risk (1988)Individual differences in reasoning: Implications for the rationality debate? (2000)RATIONAL CHOICE AND THE FRAMING OF DECISIONS (1988)Theory of games and economic behavior (2019)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Subjective probability and expected utility without additivity (2004)Choices, values, and frames. (1984)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Risk Aversion and Incentive Effects (2002)Cognitive Reflection and Decision Making (2005)Judgment under Uncertainty: Heuristics and Biases (1974)A Structural Analysis of Disappointment Aversion in a Real Effort Competition (2012)Education and Human Capital Externalities: Evidence from Colonial Benin * (2014)Poverty and Aspirations Failure (2014)Crime, Punishment, and the Market for Offenses (1996)Economic foundations of cost-effectiveness analysis (1997)Equality of Opportunity (1998)The Framing of Decisions and the Psychology of Choice (1981)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)
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References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
  • 1964Risk Aversion in the Small and in the Large4,964 cited
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  • 1972Market Insurance, Self-Insurance, and Self-Protection1,397 cited
  • 2007Reference-Dependent Risk Attitudes1,028 cited
  • 2011Reference Points and Effort Provision848 cited
  • 1968Aspects of Rational Insurance Purchasing738 cited
  • 1990First order versus second order risk aversion401 cited
  • 2010(Over)insuring Modest Risks388 cited
  • 2011Expectations as Endowments: Evidence on Reference-Dependent Preferences from Exchange and Valuation Experiments *356 cited
  • 2013The Nature of Risk Preferences: Evidence from Insurance Choices348 cited
  • 1985Self-insurance, self-protection and increased risk aversion

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