D81 - Criteria for Decision-Making under Risk and Uncertainty

Citations 1-9 of 9 total displayed.

Most recent content (1 Apr 2008):

Articles
State Dependence Can Explain the Risk Aversion Puzzle

Fousseni Chabi-Yo, René Garcia, and Eric Renault
Rev. Financ. Stud. 2008; 21: 973-1011. [Abstract] [Full text] [PDF]  

Past content (since Jan 1997):

Articles
Optimal Asset Allocation and Risk Shifting in Money Management

Suleyman Basak, Anna Pavlova, and Alexander Shapiro
Rev. Financ. Stud. 2007; 20: 1583-1621. [Abstract] [Full text] [PDF]  

Articles
When Does Extra Risk Strictly Increase an Option's Value?

Eric Rasmusen
Rev. Financ. Stud. 2007; 20: 1647-1667. [Abstract] [Full text] [PDF]  

Articles
Why Does Implied Risk Aversion Smile?

Alexandre Ziegler
Rev. Financ. Stud. 2007; 20: 859-904. [Abstract] [Full text] [PDF]  

Articles
Downside Risk

Andrew Ang, Joseph Chen, and Yuhang Xing
Rev. Financ. Stud. 2006; 19: 1191-1239. [Abstract] [Full text] [PDF]  

Articles
Model Uncertainty, Limited Market Participation, and Asset Prices

H. Henry Cao, Tan Wang, and Harold H. Zhang
Rev. Financ. Stud. 2005; 18: 1219-1251. [Abstract] [Full text] [PDF]  

Articles
Prospect Theory and Mean-Variance Analysis

Haim Levy and Moshe Levy
Rev. Financ. Stud. 2004; 17: 1015-1041. [Abstract] [Full text] [PDF]  

Articles
Recovering risk aversion from option prices and realized returns

JC Jackwerth
Rev. Financ. Stud. 2000; 13: 433-451. [Abstract] [PDF]  

Articles
Recovery of preferences from observed wealth in a single realization

PH Dybvig and LCG Rogers
Rev. Financ. Stud. 1997; 10: 151-174. [Abstract] [PDF]