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