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Citations for "The Utility of Wealth" by Harry Markowitz
For a complete description of this item, click here .
Cited by (explanations , 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.): 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!]
Jullien, Bruno & Salanié, Bernard, 2005.
"Empirical Evidence on the Preferences of Racetrack Bettors ,"
IDEI Working Papers
178, Institut d'Économie Industrielle (IDEI), Toulouse.
[Downloadable!]
Marco LiCalzi & Annamaria Sorato, 2003.
"The Pearson system of utility functions ,"
Game Theory and Information
0311002, EconWPA.
[Downloadable!]
Other versions: 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!]
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!]
Krzysztof Kontek, 2009.
"Lottery valuation using the aspiration / relative utility function ,"
Working Papers
39, Department of Applied Econometrics, Warsaw School of Economics.
[Downloadable!]
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:
Wing-Keung Wong & Raymond H. Chan, 2005.
"Prospect and Markowitz Stochastic Dominance ,"
Departmental Working Papers
wp0505, National University of Singapore, Department of Economics.
[Downloadable!] W. Wong & R. Chan, 2008.
"Prospect and Markowitz stochastic dominance ,"
Annals of Finance ,
Springer, vol. 4(1), pages 105-129, January.
[Downloadable!] (restricted) 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)
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)
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!]
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: 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:
Fershtman, C., 1993.
"On the Value of Incumbency Managerial Reference Point and loss Aversion ,"
Papers
7-93, Tel Aviv - the Sackler Institute of Economic Studies.
Fershtman, Chaim, 1996.
"On the value of incumbency managerial reference points and loss aversion ,"
Journal of Economic Psychology ,
Elsevier, vol. 17(2), pages 245-257, April.
[Downloadable!] (restricted) Chew Soo Hong & Guofu Tan, 2004.
"The Market for Sweekstakes ,"
IEPR Working Papers
04.4, Institute of Economic Policy Research (IEPR).
[Downloadable!]
Erio Castagnoli & Marco LiCalzi, 2005.
"Expected utility without utility ,"
Game Theory and Information
0508004, EconWPA.
[Downloadable!]
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)
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!]
Robert Shelburne, 2006.
"A Utilitarian Welfare Analysis of Trade Liberalization ,"
ECE Discussion Papers Series
2006_4, UNECE.
[Downloadable!]
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.
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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)
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)
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)
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:
Grant, Simon & Chateauneuf, A. & Eichberger, J., 2002.
"Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities ,"
Working Papers
2002-10, Rice University, Department of Economics.
[Downloadable!] Chateauneuf, Alain & Eichberger, Jurgen & Grant, Simon, 2007.
"Choice under uncertainty with the best and worst in mind: Neo-additive capacities ,"
Journal of Economic Theory ,
Elsevier, vol. 137(1), pages 538-567, November.
[Downloadable!] (restricted) de Farias Neto, Joao Jose, 2008.
"S-shaped utility, subprime crash and the black swan ,"
MPRA Paper
12122, University Library of Munich, Germany.
[Downloadable!]
Horst Zank, 2007.
"On the Paradigm of Loss Aversion ,"
The School of Economics Discussion Paper Series
0710, Economics, The University of Manchester.
[Downloadable!]
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)
David Peel & Michael Cain & D Law, 2005.
"Cumulative prospect theory and gambling ,"
Working Papers
002459, Lancaster University Management School, Economics Department.
[Downloadable!]
Kontek, Krzysztof, 2009.
"Absolute vs. Relative Notion of Wealth Changes ,"
MPRA Paper
17336, University Library of Munich, Germany.
[Downloadable!]
E. Elisabet Rutstrom & Glenn W. Harrison & Morten I. Lau, 2004.
"Estimating Risk Attitudes in Denmark ,"
Econometric Society 2004 Australasian Meetings
201, Econometric Society.
[Downloadable!]
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)
Peter Brooks & Horst Zank, 2005.
"Loss Averse Behavior ,"
Journal of Risk and Uncertainty ,
Springer, vol. 31(3), pages 301-325, December.
[Downloadable!] (restricted)
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!]
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!]
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!]
Pavlo R. Blavatskyy, .
"A Stochastic Expected Utility Theory ,"
IEW - Working Papers
iewwp231, Institute for Empirical Research in Economics - IEW.
[Downloadable!]
Gerald Dwyer & Cora Barnhart, 2002.
"Are stocks in new industries like lottery tickets? ,"
Working Paper
2002-15, Federal Reserve Bank of Atlanta.
[Downloadable!]
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: Kontek, Krzysztof, 2009.
"On Mental Transformations ,"
MPRA Paper
16516, University Library of Munich, Germany.
[Downloadable!]
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!]
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!]
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)
Pavlo Blavatskyy, 2007.
"Stochastic expected utility theory ,"
Journal of Risk and Uncertainty ,
Springer, vol. 34(3), pages 259-286, June.
[Downloadable!] (restricted)
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!]
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!]
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: 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!]
Raj Chetty & Adam Szeidl, 2006.
"Consumption Commitments and Risk Preferences ,"
NBER Working Papers
12467, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: 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!]
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!]
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!]
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!]
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!]
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)
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)
Rick Harbaugh & Tatiana Kornienko, 2000.
"Local Status and Prospect Theory ,"
Claremont Colleges Working Papers
2000-38, Claremont Colleges.
[Downloadable!]
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!]
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!]
Hans P. Binswanger, 1981.
"Attitudes Toward Risk: Theoretical Implications of an Experiment in Rural India ,"
Artefactual Field Experiments
0009, The Field Experiments Website.
[Downloadable!]
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!]
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This page was last updated on 2009-12-12.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .