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Citations of
Harry M. Markowitz

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

| Working papers | Articles | Access and download statistics

Working papers

  1. Joseph R. Blasi & Douglas L. Kruse & Harry M. Markowitz, 2008. "Risk and Lack of Diversification under Employee Ownership and Shared Capitalism," NBER Working Papers 14229, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    Cited by:

    1. Robert Buchele & Douglas Kruse & Loren Rodgers & Adria Scharf, 2009. "Show Me the Money: Does Shared Capitalism Share the Wealth?," NBER Working Papers 14830, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  2. Markowitz, Harry M., 1990. "Foundations of Portfolio Theory," Nobel Prize in Economics documents 1990-1, Nobel Prize Committee. [Downloadable!]
    Published as:

    Cited by:

    1. David Johnstone, 2002. "Behavioral and Prescriptive Explanations of a Reverse Sunk Cost Effect," Theory and Decision, Springer, vol. 53(3), pages 209-242, November. [Downloadable!] (restricted)
    2. J. Emeterio Navarro Barrientos & Frank E. Walter & Frank Schweitzer, 2008. "Risk-Seeking versus Risk-Avoiding Investments in Noisy Periodic Environments," Quantitative Finance Papers 0801.4305, arXiv.org, revised Sep 2008. [Downloadable!]
    3. Walter Briec & Kristiaan Kerstens & Octave Jokung, 2005. "Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach," Working Papers 2005-ECO-05, IESEG School of Management. [Downloadable!]
    4. Carlos MACHADO-SANTOS & Ana Cristina FERNANDES, 2005. "Skewness in Financial Returns: Evidence from the Portuguese Stock Market (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 55(9-10), pages 460-470, September. [Downloadable!]
    5. Taras Bodnar & Wolfgang Schmid, 2008. "A test for the weights of the global minimum variance portfolio in an elliptical model," Metrika, Springer, vol. 67(2), pages 127-143, March. [Downloadable!] (restricted)
    6. David Moreno & Paulina Marco & Ignacio Olmeda, 2005. "Risk forecasting models and optimal portfolio selection," Applied Economics, Taylor and Francis Journals, vol. 37(11), pages 1267-1281, June. [Downloadable!] (restricted)
    7. Estrada, Javier, 2003. "Mean-semivariance behavior (II): The D-CAPM," IESE Research Papers D/493, IESE Business School. [Downloadable!]
    8. Walter Briec & Kristiaan Kerstens, 2009. "Portfolio Selection in Multidimensional General and Partial Moment Space," Working Papers 2009-ECO-08, IESEG School of Management. [Downloadable!]
    9. Emeterio Navarro & Ruben Cantero & Joao Rodrigues & Frank Schweitzer, 2007. "Investments in Random Environments," Quantitative Finance Papers 0709.3630, arXiv.org, revised Sep 2008. [Downloadable!]
    10. Estada, Javier, 2003. "Mean-semivariance behavior: An alternative behavioral model," IESE Research Papers D/492, IESE Business School. [Downloadable!]
    11. Kevin E. Cahill & Mauricio Soto, 2004. "Basic Investment Theory Explained," Just the Facts jtf_9, Center for Retirement Research. [Downloadable!]
    12. Emma M. Iglesias & Oliver Linton, 2009. "Estimation of tail thickness parameters from GJR-GARCH models," Economics Working Papers we094726, Universidad Carlos III, Departamento de Economía. [Downloadable!]
    13. Miralles Marcelo, José Luis & Miralles Quirós, María Del Mar & Miralles Quirós, José Luis., 2007. "Análisis Media-semivarianza: Una Aplicación A Las Primas De Riesgo En El Mercado De Valores Español/Mean-semivariance Analysis: An Application To Risk Premiums In The Spanish Stock Market," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 25, pages 199-214, Abril. [Downloadable!] (restricted)

  3. Harry M. Markowitz, . "Investment for the Long Run," Rodney L. White Center for Financial Research Working Papers 20-72, Wharton School Rodney L. White Center for Financial Research.

    Cited by:

    1. Shiki (Moshe) Levy, 1997. "Are Rich People Smarter?," University of California at Los Angeles, Anderson Graduate School of Management 1132, Anderson Graduate School of Management, UCLA. [Downloadable!]

Articles

  1. Markowitz, Harry M & Usmen, Nilufer, 1996. "The Likelihood of Various Stock Market Return Distributions, Part 1: Principles of Inference," Journal of Risk and Uncertainty, Springer, vol. 13(3), pages 207-19, November.

    Cited by:

    1. Kevin Fergusson & Eckhard Platen, 2006. "On the Distributional Characterization of Daily Log-Returns of a World Stock Index," Applied Mathematical Finance, Taylor and Francis Journals, vol. 13(1), pages 19-38, March. [Downloadable!] (restricted)
    2. Kevin Fergusson & Eckhard Platen, 2005. "On the Distributional Characterization of Log-returns of a World Stock Index," Research Paper Series 153, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]

  2. Markowitz, Harry M & Usmen, Nilufer, 1996. "The Likelihood of Various Stock Market Return Distributions, Part 2: Empirical Results," Journal of Risk and Uncertainty, Springer, vol. 13(3), pages 221-47, November.

    Cited by:

    1. Kevin Fergusson & Eckhard Platen, 2006. "On the Distributional Characterization of Daily Log-Returns of a World Stock Index," Applied Mathematical Finance, Taylor and Francis Journals, vol. 13(1), pages 19-38, March. [Downloadable!] (restricted)

  3. Markowitz, Harry M, 1991. " Foundations of Portfolio Theory," Journal of Finance, American Finance Association, vol. 46(2), pages 469-77, June. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  4. Kroll, Yoram & Levy, Haim & Markowitz, Harry M, 1984. " Mean-Variance versus Direct Utility Maximization," Journal of Finance, American Finance Association, vol. 39(1), pages 47-61, March. [Downloadable!] (restricted)

    Cited by:

    1. David Johnstone, 2002. "Behavioral and Prescriptive Explanations of a Reverse Sunk Cost Effect," Theory and Decision, Springer, vol. 53(3), pages 209-242, November. [Downloadable!] (restricted)
    2. Michael W. Brandt & Amit Goyal & Pedro Santa-Clara & Jonathan Storud, 2004. "A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability," NBER Working Papers 10934, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Andrea Morone, 2008. "Comparison of Mean-Variance Theory and Expected-Utility Theory through a Laboratory Experiment," Economics Bulletin, Economics Bulletin, vol. 3(40), pages 1-7. [Downloadable!]
      Other versions:
    4. Raimond Maurer & Frank Reiner & Steffen Sebastian, 2004. "Characteristics of German Real Estate Return Distributions: Evidence from Germany and Comparison to the U.S. and U.K," Working Paper Series: Finance and Accounting 108, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
    5. Satyanarayan, Sudhakar & Somensatto, Eduardo, 1997. "Tradeoffs from hedging oil pricerisk in Ecuador," Policy Research Working Paper Series 1792, The World Bank. [Downloadable!]
    6. Moshe Levy & Yaacov Ritov, 2001. "Portfolio Optimization with Many Assets: The Importance of Short-Selling," University of California at Los Angeles, Anderson Graduate School of Management 1006, Anderson Graduate School of Management, UCLA. [Downloadable!]
    7. Post, G.T., 2001. "Testing for Stochastic Dominance with Diversification Possibilities," Research Paper ERS-2001-38-F&A Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
    8. Miller, Stephen E., 1986. "Forward Contracting Versus Hedging Under Price And Yield Uncertainty," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 18(02), December. [Downloadable!]
    9. D. Johnstone, 2007. "The Value of a Probability Forecast from Portfolio Theory," Theory and Decision, Springer, vol. 63(2), pages 153-203, September. [Downloadable!] (restricted)
    10. Jondeau, E. & Rockinger, M., 2004. "Optimal Portfolio Allocation Under Higher Moments," Documents de Travail 108, Banque de France. [Downloadable!]
    11. Joseph R. Blasi & Douglas L. Kruse & Harry M. Markowitz, 2008. "Risk and Lack of Diversification under Employee Ownership and Shared Capitalism," NBER Working Papers 14229, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    12. Lence, Sergio H., 1996. "Relaxing The Assumptions Of Minimum-Variance Hedging," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 21(01), July. [Downloadable!]
    13. David Moreno & Paulina Marco & Ignacio Olmeda, 2005. "Risk forecasting models and optimal portfolio selection," Applied Economics, Taylor and Francis Journals, vol. 37(11), pages 1267-1281, June. [Downloadable!] (restricted)
    14. Raimond Maurer & Shohreh Valiani, 2007. "Hedging the Exchange Rate Risk in International Portfolio Diversification: Currency Forwards versus Currency Options," Working Paper Series: Finance and Accounting 109, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
    15. Geoffrey Poitras & John Heaney, 1999. "Skewness preference, mean-variance and the demand for put options," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 20(6), pages 327-342.
    16. Estada, Javier, 2003. "Mean-semivariance behavior: An alternative behavioral model," IESE Research Papers D/492, IESE Business School. [Downloadable!]
    17. Winfried Hallerbach, Haikun Ning, Jaap Spronk, 2004. "The Effects of Decision Flexibility in the Hierarchical Investment Decision Process," Frontiers in Finance and Economics, Lille Graduate School of Management, vol. 1(1), pages 17-36, June. [Downloadable!]
      Other versions:
    18. Kritzman, Mark & Page, Sébastien & Myrgren, Simon, 2007. "Portfolio Rebalancing: A Test of the Markowitz-Van Dijk Heuristic," Working papers 37153, Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
    19. W. Michalowski & W. Ogryczak, 1998. "Extending the MAD Portfolio Optimization Model to Incorporate Downside Risk Aversion," Working Papers ir98041, International Institute for Applied Systems Analysis. [Downloadable!]
    20. Joseph G. Eisenhauer, 2003. "Approximation bias in estimating risk aversion," Economics Bulletin, Economics Bulletin, vol. 4(38), pages 1-10. [Downloadable!]
    21. Carlos Vidal-Meliá & Inmaculada Domínguez-Fabián & María del Carmen Boado-Penas, . "Notional Defined Contribution Accounts (NDCs): Solvency and Risk; Application to the Case of Spain," Studies on the Spanish Economy 226, FEDEA. [Downloadable!]
    22. Brouwer, Frank & Ruiter, Hans de, 1997. "Asset class allocation and downside risk: does the investment horizon matter?," Serie Research Memoranda 0012, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    23. Gomez-Limon, Jose A. & Riesgo, Laura & Arriaza, Manuel, 2002. "Agricultural Risk Aversion Revisited: A Multicriteria Decision-Making Approach," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain 24827, European Association of Agricultural Economists. [Downloadable!]

  5. Markowitz, Harry M, 1976. "Investment for the Long Run: New Evidence for an Old Rule," Journal of Finance, American Finance Association, vol. 31(5), pages 1273-86, December. [Downloadable!] (restricted)

    Cited by:

    1. David Johnstone, 2007. "Economic Darwinism: Who has the Best Probabilities?," Theory and Decision, Springer, vol. 62(1), pages 47-96, February. [Downloadable!] (restricted)
    2. Matus Medo & Chi Ho Yeung & Yi-Cheng Zhang, 2008. "How to quantify the influence of correlations on investment diversification," Quantitative Finance Papers 0805.3397, arXiv.org, revised Feb 2009. [Downloadable!]
    3. Truc Le & Eckhard Platen, 2006. "Approximating the Growth Optimal Portfolio with a Diversified World Stock Index," Research Paper Series 184, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
      Other versions:
    4. Ole Peters, 2009. "Optimal leverage from non-ergodicity," Quantitative Finance Papers 0902.2965, arXiv.org. [Downloadable!]
    5. Eckhard Platen, 2009. "A Benchmark Approach to Investing and Pricing," Research Paper Series 253, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
    6. Merton, Robert C., 1986. "Capital market theory and the pricing of financial securities," Working papers 1818-86., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
      Other versions:
    7. Eckhard Platen, 2008. "The Law of Minimum Price," Research Paper Series 215, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
    8. Eckhard Platen, 2005. "Investments for the Short and Long Run," Research Paper Series 163, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
    9. Merton, Robert C., 1977. "On the microeconomic theory of investment under uncertainty," Working papers 958-77., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
      Other versions:
    10. Eckhard Platen, 2008. "A Unifying Approach to Asset Pricing," Research Paper Series 227, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]

  6. Harry Markowitz, 1952. "The Utility of Wealth," Journal of Political Economy, University of Chicago Press, vol. 60, pages 151. [Downloadable!] (restricted)

    Cited by:

    1. Robert J. Weber, 1982. "The Allais Paradox, Dutch Auctions, and Alpha-Utility Theory," Discussion Papers 536, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
    2. Jullien, Bruno & Salanié, Bernard, 2005. "Empirical Evidence on the Preferences of Racetrack Bettors," IDEI Working Papers 178, Institut d'Économie Industrielle (IDEI), Toulouse. [Downloadable!]
    3. Marco LiCalzi & Annamaria Sorato, 2003. "The Pearson system of utility functions," Game Theory and Information 0311002, EconWPA. [Downloadable!]
      Other versions:
    4. Garcia-Torres, Abraham, 2009. "Consumer behaviour: evolution of preferences and the search for novelty," UNU-MERIT Working Paper Series 005, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology. [Downloadable!]
    5. Post, G.T. & Vliet, P. van, 2003. "Risk Aversion and Skewness Preference: a comment," Research Paper ERS-2003-009-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
    6. Krzysztof Kontek, 2009. "Lottery valuation using the aspiration / relative utility function," Working Papers 39, Department of Applied Econometrics, Warsaw School of Economics. [Downloadable!]
    7. Wing-Keung Wong & Raymond H. Chan, 2005. "Prospect and Markowitz Stochastic Dominance," Monash Economics Working Papers 08/05, Monash University, Department of Economics. [Downloadable!]
      Other versions:
    8. Young Chin Kim & Bong Joon Yoon, 1987. "Risk Behavior Under Linear Utility Function," International Economic Journal, Korean International Economic Association, vol. 1(3), pages 49-56, October. [Downloadable!] (restricted)
    9. Eva Hofmann & Erik Hoelzl & Erich Kirchler, 2008. "A Comparison of Models Describing the Impact of Moral Decision Making on Investment Decisions," Journal of Business Ethics, Springer, vol. 82(1), pages 171-187, September. [Downloadable!] (restricted)
    10. David B. Brown & Enrico G. De Giorgi & Melvyn Sim, 2009. "A Satisficing Alternative to Prospect Theory," University of St. Gallen Department of Economics working paper series 2009 2009-09, Department of Economics, University of St. Gallen. [Downloadable!]
    11. Christian Grund & Dirk Sliwka, 2005. "Reference Dependent Preferences and the Impact of Wage Increases on Job Satisfaction: Theory and Evidence," IZA Discussion Papers 1879, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    12. Chaim Fershtman, 1993. "On the Value of Incumbency: Managerial Reference Point and Loss Aversion," Discussion Papers 1020, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
      Other versions:
    13. Chew Soo Hong & Guofu Tan, 2004. "The Market for Sweekstakes," IEPR Working Papers 04.4, Institute of Economic Policy Research (IEPR). [Downloadable!]
    14. Erio Castagnoli & Marco LiCalzi, 2005. "Expected utility without utility," Game Theory and Information 0508004, EconWPA. [Downloadable!]
    15. Emily Haisley & Romel Mostafa & George Loewenstein, 2008. "Myopic risk-seeking: The impact of narrow decision bracketing on lottery play," Journal of Risk and Uncertainty, Springer, vol. 37(1), pages 57-75, August. [Downloadable!] (restricted)
    16. Christian Grund & Dirk Sliwka, 2003. ""The Further We Stretch the Higher the Sky" - On the Impact of Wage Increases on Job Satisfaction," Bonn Econ Discussion Papers bgse1_2003, University of Bonn, Germany. [Downloadable!]
    17. Robert Shelburne, 2006. "A Utilitarian Welfare Analysis of Trade Liberalization," ECE Discussion Papers Series 2006_4, UNECE. [Downloadable!]
    18. Wang, Mei & Fischbeck, Paul, 2004. "Evaluating Lotteries, Risks, and Risk-mitigation Programs," Sonderforschungsbereich 504 Publications 04-13, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
    19. Geetesh Bhardwaj & Gary B. Gorton & K. Geert Rouwenhorst, 2008. "Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors," NBER Working Papers 14424, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    20. J.K. Horowitz, 2002. "Preferences in the Future," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 21(3), pages 241-258, March. [Downloadable!] (restricted)
    21. Amber Bloomfield & Josh Sager & Daniel Bartels & Douglas Medin, 2006. "Caring about framing effects," Mind and Society: Cognitive Studies in Economics and Social Sciences, Fondazione Rosselli, vol. 5(2), pages 123-138, November. [Downloadable!] (restricted)
    22. Chateauneuf, Alain & Eichberger, Jürgen & Grant, Simon, 2003. "Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities," Sonderforschungsbereich 504 Publications 03-10, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
      Other versions:
    23. de Farias Neto, Joao Jose, 2008. "S-shaped utility, subprime crash and the black swan," MPRA Paper 12122, University Library of Munich, Germany. [Downloadable!]
    24. Horst Zank, 2007. "On the Paradigm of Loss Aversion," The School of Economics Discussion Paper Series 0710, Economics, The University of Manchester. [Downloadable!]
    25. Joseph R. Blasi & Douglas L. Kruse & Harry M. Markowitz, 2008. "Risk and Lack of Diversification under Employee Ownership and Shared Capitalism," NBER Working Papers 14229, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    26. David Peel & Michael Cain & D Law, 2005. "Cumulative prospect theory and gambling," Working Papers 002459, Lancaster University Management School, Economics Department. [Downloadable!]
    27. Kontek, Krzysztof, 2009. "Absolute vs. Relative Notion of Wealth Changes," MPRA Paper 17336, University Library of Munich, Germany. [Downloadable!]
    28. E. Elisabet Rutstrom & Glenn W. Harrison & Morten I. Lau, 2004. "Estimating Risk Attitudes in Denmark," Econometric Society 2004 Australasian Meetings 201, Econometric Society. [Downloadable!]
    29. Antoni Bosch-Domènech & Joaquim Silvestre, 2006. "Reflections on gains and losses: A 2 × 2 × 7 experiment," Journal of Risk and Uncertainty, Springer, vol. 33(3), pages 217-235, December. [Downloadable!] (restricted)
    30. Peter Brooks & Horst Zank, 2005. "Loss Averse Behavior," Journal of Risk and Uncertainty, Springer, vol. 31(3), pages 301-325, December. [Downloadable!] (restricted)
    31. Grund, Christian & Sliwka, Dirk, 2001. "The Impact of Wage Increases on Job Satisfaction - Empirical Evidence and Theoretical Implications," IZA Discussion Papers 387, Institute for the Study of Labor (IZA). [Downloadable!]
    32. Glenn W. Harrison & Morten I. Lau & E. Elisabet Rutstrom, 2004. "Estimating Risk Attitudes in Denmark: A Field Experiment," Artefactual Field Experiments 0050, The Field Experiments Website. [Downloadable!]
    33. Marie Pfiffelmann, 2007. "Which Optimal Design for Lottery Linked Deposit Accounts?," Working Papers CEB 07-010.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB). [Downloadable!]
    34. Pavlo R. Blavatskyy, . "A Stochastic Expected Utility Theory," IEW - Working Papers iewwp231, Institute for Empirical Research in Economics - IEW. [Downloadable!]
    35. Gerald Dwyer & Cora Barnhart, 2002. "Are stocks in new industries like lottery tickets?," Working Paper 2002-15, Federal Reserve Bank of Atlanta. [Downloadable!]
    36. Antoni Bosch-Domènech & Joaquim Silvestre, 1999. "Does Risk Aversion or Attraction Depend on Income? An Experiment," Economics Working Papers 361, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 1999. [Downloadable!]
      Other versions:
    37. Kontek, Krzysztof, 2009. "On Mental Transformations," MPRA Paper 16516, University Library of Munich, Germany. [Downloadable!]
    38. Antoni Bosch-Domènech & Joaquim Silvestre, 2002. "Reflections on Gains and Losses: A 2x2x7 Experiment," Economics Working Papers 640, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2005. [Downloadable!]
    39. Andrea Patacconi & Florian Ederer, MIT, 2005. "Interpersonal Comparison, Status and Ambition in Organisations," Economics Series Working Papers 222, University of Oxford, Department of Economics. [Downloadable!]
    40. Matthew Rabin & Richard H. Thaler, 2001. "Anomalies: Risk Aversion," Journal of Economic Perspectives, American Economic Association, vol. 15(1), pages 219-232, Winter. [Downloadable!] (restricted)
    41. Pavlo Blavatskyy, 2007. "Stochastic expected utility theory," Journal of Risk and Uncertainty, Springer, vol. 34(3), pages 259-286, June. [Downloadable!] (restricted)
    42. Mark J. Machina, 2000. "Payoff Kinks in Preferences over Lotteries," University of California at San Diego, Economics Working Paper Series 2000-22, Department of Economics, UC San Diego. [Downloadable!]
    43. Stefan Borsky & Paul A. Raschky, . "Estimating the Option Value of Exercising Risk-taking Behavior with the Hedonic Market Approach," Working Papers 2008-14, Faculty of Economics and Statistics, University of Innsbruck. [Downloadable!]
    44. Philip R. P. Coelho & James E. McClure, 1996. "Social context and the utility of wealth: Addressing the Markowitz challenge," Working Papers 199602, Ball State University, Department of Economics, revised Jan 1998. [Downloadable!]
      Other versions:
    45. Antoni Bosch-Domènech & Joaquim Silvestre, 2005. "The gain-loss asymmetry and single-self preferences," Economics Working Papers 885, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
    46. Raj Chetty & Adam Szeidl, 2006. "Consumption Commitments and Risk Preferences," NBER Working Papers 12467, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    47. Dipasri Ghosh, Dilip K. Ghosh, 2006. "Portfolio Theory and Portfolio Management: a Synthetic View," Frontiers in Finance and Economics, Lille Graduate School of Management, vol. 3(2), pages 95-112, December. [Downloadable!]
    48. William S. Neilson, 1993. "An Expected Utility-User's Guide to Nonexpected Utility Experiments," Eastern Economic Journal, Eastern Economic Association, vol. 19(3), pages 257-274, Summer. [Downloadable!]
    49. Giuseppe De Nadai & Paolo Pianca, 2007. "Cumulative prospect theory and second order stochastic dominance criteria: an application to mutual funds performance," Working Papers 157, Department of Applied Mathematics, University of Venice. [Downloadable!]
    50. Hopfensitz, Astrid, 2009. "Previous outcomes and reference dependence: A meta study of repeated investment tasks with and without restricted feedback," MPRA Paper 16096, University Library of Munich, Germany. [Downloadable!]
    51. Marie Pfiffelmann, 2007. "Which optimal design for lottery linked deposit," Working Papers DULBEA 07-09.RS, Université libre de Bruxelles, Department of Applied Economics (DULBEA). [Downloadable!]
    52. Sharmila King & Steven Sheffrin, 2002. "Tax Evasion and Equity Theory: An Investigative Approach," International Tax and Public Finance, Springer, vol. 9(4), pages 505-521, August. [Downloadable!] (restricted)
    53. Werner F. M. De Bondt & Richard H. Thaler, 1994. "Financial Decision-Making in Markets and Firms: A Behavioral Perspective," NBER Working Papers 4777, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    54. Rick Harbaugh & Tatiana Kornienko, 2000. "Local Status and Prospect Theory," Claremont Colleges Working Papers 2000-38, Claremont Colleges. [Downloadable!]
    55. Patricia Tovar, 2004. "The Effects of Loss Aversion on Trade Policy and the Anti-Trade Bias Puzzle," Econometric Society 2004 North American Summer Meetings 499, Econometric Society. [Downloadable!]
    56. P Brooks & H Zank, 2004. "Attitudes on Gain and Loss Lotteries: A Simple Experiment," The School of Economics Discussion Paper Series 0402, Economics, The University of Manchester. [Downloadable!]
    57. Hans P. Binswanger, 1981. "Attitudes Toward Risk: Theoretical Implications of an Experiment in Rural India," Artefactual Field Experiments 0009, The Field Experiments Website. [Downloadable!]
    58. Opaluch, James J. & Segerson, Kathleen, 1989. "Rational Roots Of "Irrational" Behavior: New Theories Of Economic Decision-Making," Northeastern Journal of Agricultural and Resource Economics, Northeastern Agricultural and Resource Economics Association, vol. 18(2), October. [Downloadable!]
    59. Nico Singer, 2009. "A Behavioral Portfolio Analysis of Retirement Portfolios," Thuenen-Series of Applied Economic Theory 104, University of Rostock, Institute of Economics, Germany. [Downloadable!]

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