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Citations for "The Utility of Wealth"

by Harry Markowitz

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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.):
  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!]
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  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!]
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  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!]
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  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!]
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  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!]
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  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!]
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  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!]
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  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)
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  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!]

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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.