Back to search

INDIVIDUAL INVESTOR RISK AVERSION AND INVESTMENT PORTFOLIO COMPOSITION

Data up to Jan 2025

Published1975
Citations481
References23

Total Citations Per Year

Abstract

References (23)

Theory of games and economic behavior

2019 • 17,685 citations

CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*

1964 • 15,720 citations

THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors…

1975 • 7,346 citations

The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets

1965 • 7,112 citations

Risk Aversion in the Small and in the Large

1976 • 4,953 citations

Equilibrium in a Capital Asset Market

1966 • 4,832 citations

Risk Aversion in the Small and in the Large

1964 • 4,664 citations

Aspects of the Theory of Risk-Bearing.

1966 • 1,931 citations

Theory of Games and Economic Behavior

2006 • 977 citations

Proportional Income Taxation and Risk-Taking

1944 • 733 citations

The structure of investor preferences and asset returns, and separability in portfolio allocation: A contribution to the pure theory of mutual funds

1970 • 451 citations

The Effects of Income, Wealth, and Capital Gains Taxation on Risk-Taking

1969 • 385 citations

The Rationale of the Mean-Standard Deviation Analysis, Skewness Preference, and the Demand for Money

1989 • 367 citations

THE INDIVIDUAL INVESTOR: ATTRIBUTES AND ATTITUDES

1974 • 212 citations

Nonmarketable Assets and the Determination of Capital Asset Prices in the Absence of a Riskless Asset

1973 • 187 citations

Survey of financial characteristics of consumers

1966 • 176 citations

Personal Taxation and Portfolio Composition: An Econometric Analysis

1976 • 131 citations

Economic Behavior of the Affluent.

1967 • 74 citations

Risk Aversion and Wealth Effects on Portfolios with Many Assets

1972 • 65 citations

The Individual Investor: Attributes and Attitudes

1974 • 62 citations

MYTHODOLOGY IN FINANCE*

1973 • 22 citations

Institutional Investors and Corporate Stock.

1974 • 10 citations

A Note on Risk and the Theory of Asset Value

1971 • 5 citations

Cited By (0)

Loading...