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Utility and Risk Preference Functions
5 references·3 citing·27 second hop
Utility and Risk Preference Functions (1984)Utility and Risk Preference FunctionsA Stronger Characterization of Declining Risk Aversion (1982)A Stronger Characterization o…"Expected Utility" Analysis without the Independence Axiom (1982)"Expected Utility" Analysis w…Risk Aversion in the Small and in the Large (1976)Risk Aversion in the Small an…On utility functions (1974)On utility functionsRisk Aversion in the Small and in the Large (1964)Risk Aversion in the Small an…Generic Utility Theory: Explanatory Model, Behavioral Hypotheses, Empirical Evidence (1994)Generic Utility Theory: Expla…Theory development processes in the social sciences: The case of stochastic choice theory (1990)Theory development processes …A discussion of the present state of utility theory (FUR II, Venice, 1984) (1986)A discussion of the present s…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Generic Utility: Measurements of Risk Functions and Their Robustness (1992)Filtering Risk Effect in Standard-Gamble Utility Measurement (1994)On the Interplay of Riskless and Risky Utility (1999)Theory of games and economic behavior (2019)Decision Analysis: Introductory Lectures on Choices Under Uncertainty. (1969)Essays in the Theory of Risk-Bearing. (1972)Some Stronger Measures of Risk Aversion in the Small and the Large with Applications (1981)Decreasing Risk Aversion and Mean-Variance Analysis (1985)Expected utility: An anniversary and a new era (1988)Comparative statics and non-expected utility preferences (1989)Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine (1953)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Blending economic deterrence and fiscal psychology models in the design of responses to tax evasion: The New Zealand experience (1991)A Descriptive Model and a Decision Technique (1992)Rational Behaviour (1990)Cardinal Utility: A History of Hedonimetry (1994)Towards a more precise decision framework (1995)The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence (1985)Theory of Financial Decision Making. (1988)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Financial Intermediation and Delegated Monitoring (1984)Well-being : the foundations of hedonic psychology (1999)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

  • 1964Risk Aversion in the Small and in the Large4,964 cited
  • 1976Risk Aversion in the Small and in the Large4,655 cited
  • 1982"Expected Utility" Analysis without the Independence Axiom1,518 cited
  • 1982A Stronger Characterization of Declining Risk Aversion80 cited
  • 1974On utility functions44 cited

Cited by

  • 1990Theory development processes in the social sciences: The case of stochastic choice theory5 cited
  • 1994Generic Utility Theory: Explanatory Model, Behavioral Hypotheses, Empirical Evidence4 cited
  • 1986A discussion of the present state of utility theory (FUR II, Venice, 1984)2 cited

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