The DOI matches its Crossref record; 10 of the 10 references it cites were found in a registry or an index.
Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
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Citations
Cites
Theory of games and economic behavior
(2019) · 100 Years of Math Milestones · doi:10.1090/mbk/121/32 · Cited by 16,632
A Mathematical Theory of Evidence
Shafer, G. (2020) · Princeton University Press eBooks · doi:10.2307/j.ctv10vm1qb · Cited by 11,711
Knight, F. H. (1921) · Cited by 9,948
“Risk, Ambiguity, and the Savage Axioms.”
Ellsberg, D. (1961) · The Quarterly Journal of Economics · doi:10.2307/1884324 · Cited by 7,891
(2001) · Empirical Direction in Design and Analysis · doi:10.4324/9781410600004-24 · Cited by 6,808
Upper and Lower Probabilities Induced by a Multivalued Mapping
Dempster, A. P. (2008) · Studies in Fuzziness and Soft Computing · doi:10.1007/978-3-540-44792-4_3 · Cited by 5,296
Subjective probability and expected utility without additivity
(2004) · Uncertainty in Economic Theory · doi:10.4324/9780203358061-10 · Cited by 2,510
Statistical Decision Functions
Wald, A. (1949) · The Annals of Mathematical Statistics · doi:10.1214/aoms/1177730030 · Cited by 2,176
Maxmin Expected Utility with a Non-Unique Prior
Gilboa, I., Schmeidler, D., Gilboa, I., & Schmeidler, D. (1986) · AgEcon Search (University of Minnesota, USA) · doi:10.22004/ag.econ.275405 · Cited by 668
Knightian Decision Theory: Part 1Preprint
Bewley, T. F. (1986) · RePEc: Research Papers in Economics · Cited by 153
Cited by
Recent developments in modeling preferences: Uncertainty and ambiguity
Camerer, C., & Weber, M. (1992) · Journal of Risk and Uncertainty · doi:10.1007/bf00122575 · Cited by 1,795
Collective Risk Management in a Flight to Quality Episode
CABALLERO, R. J., & KRISHNAMURTHY, A. (2008) · The Journal of Finance · doi:10.1111/j.1540-6261.2008.01394.x · Cited by 747
Model Misspecification and Underdiversification
Uppal, R., & Wang, T. (2003) · The Journal of Finance · doi:10.1046/j.1540-6261.2003.00612.x · Cited by 474
Risk, unexpected uncertainty, and estimation uncertainty: Bayesian learning in unstable settings
Payzan-LeNestour, E., & Bossaerts, P. (2011) · PLoS Computational Biology · doi:10.1371/journal.pcbi.1001048 · Cited by 267
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
Garlappi, L., Wang, T., & Uppal, R. (2004) · SSRN Electronic Journal · doi:10.2139/ssrn.671981 · Cited by 264
Metadata
- Authors
- Dow, J., & da Costa Werlang, S. R.
- Venue
- Econometrica
- Publisher
- JSTOR
- Published
- 1992-01
- Volume
- 60
- Issue
- 1
- Pages
- 197
- ISSN
- 0012-9682 (ISSN-L)
- OpenAlex
- W2069107031
- Cited by
- 773
- References
- 10
- FWCI
- 3.69
- Type
- journal article
- Language
- en
- Open access
- closed
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- The paper
- Dow, J., & da Costa Werlang, S. R. (1992). Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio. Econometrica. https://doi.org/10.2307/2951685
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
