| Publication | Date of Publication | Type |
|---|
| Stocks, bonds, and the investment horizon. Decision-making for the long run | 2022-05-16 | Paper |
Envy and altruism: contrasting bivariate and univariate prospect preferences
Scandinavian Journal of Economics | 2018-09-21 | Paper |
More possessions, more worry
European Journal of Operational Research | 2018-05-24 | Paper |
Regret theory: state dominance and expected utility
Journal of Mathematical Psychology | 2017-11-08 | Paper |
The benefits of differential variance-based constraints in portfolio optimization
European Journal of Operational Research | 2015-02-03 | Paper |
Prospect theory: much ado about nothing?
Management Science | 2012-02-19 | Paper |
Preferred by ``all and preferred by ``most decision makers: almost stochastic dominance
Management Science | 2012-02-19 | Paper |
Regression, correlation, and the time interval: additive-multiplicative framework
Management Science | 2012-02-19 | Paper |
Economically relevant preferences for all observed epsilon
Annals of Operations Research | 2010-09-20 | Paper |
Stochastic Dominance
Studies in Risk and Uncertainty | 2006-06-15 | Paper |
Arrow-Pratt risk aversion, risk premium and decision weights
Journal of Risk and Uncertainty | 2003-05-04 | Paper |
Testing for risk aversion: A stochastic dominance approach
Economics Letters | 2001-08-20 | Paper |
Stochastic dominance and prospect dominance with subjective weighting functions
Journal of Risk and Uncertainty | 1999-05-25 | Paper |
MISUSE AND OPTIMUM INSPECTING STRATEGY IN AGENCY PROBLEMS
Metroeconomica | 1998-09-01 | Paper |
A comment on Rothschild and Stiglitz's ``Increasing risk. I: A definition
Journal of Economic Theory | 1998-04-01 | Paper |
Risk and Return: An Experimental Analysis
International Economic Review | 1997-12-04 | Paper |
Correlation and the time interval over which the variables are measured
Journal of Econometrics | 1997-08-03 | Paper |
Increasing risk, decreasing absolute risk aversion and diversification
Journal of Mathematical Economics | 1996-02-06 | Paper |
Investment diversification and investment specialization and the assumed holding period
Applied Mathematical Finance | 1996-01-01 | Paper |
A microscopic model of the stock market: cycles, booms, and crashes
Economics Letters | 1994-07-03 | Paper |
Abnormal expected utility and event study abnormal returns
Economics Letters | 1994-07-03 | Paper |
The Capital Asset Pricing Model with Diverse Holding Periods
Management Science | 1993-04-01 | Paper |
Stochastic Dominance and Expected Utility: Survey and Analysis
Management Science | 1992-09-27 | Paper |
Arrow-Pratt Measures of Risk Aversion: The Multivariate Case
International Economic Review | 1992-06-27 | Paper |
Note—The Mean-Coefficient-of-Variation Rule: The Lognormal Case
Management Science | 1991-01-01 | Paper |
A Parametric Approach to Stochastic Dominance: The Lognormal Case
Management Science | 1986-01-01 | Paper |
Multivariate decision-making
Journal of Economic Theory | 1984-01-01 | Paper |
Stochastic dominance and parameter estimation: The case of symmetric stable distributions
Insurance Mathematics & Economics | 1984-01-01 | Paper |
Optimal multi-period insurance contracts
Insurance Mathematics & Economics | 1983-01-01 | Paper |
Stochastic Dominance and the Investment Horizon With Riskless Assets
Review of Economic Studies | 1982-01-01 | Paper |
Optimal Claims in Automobile Insurance
Review of Economic Studies | 1980-01-01 | Paper |
Sample vs. Population Mean-Variance Efficient Portfolios
Management Science | 1980-01-01 | Paper |
Investment Decision Rules, Diversification, and the Investors's Initial Wealth
Econometrica | 1978-01-01 | Paper |
The definition of risk: An extension
Journal of Economic Theory | 1977-01-01 | Paper |
Multi-Period Consumption Decision under Conditions of Uncertainty
Management Science | 1976-01-01 | Paper |
Multi-Period Stochastic Dominance
Management Science | 1974-01-01 | Paper |
Stochastic Dominance among Log-Normal Prospects
International Economic Review | 1973-01-01 | Paper |
