Have a personal or library account? Click to login
Threshold Theory – modelling risk attitude Cover
Open Access
|Aug 2018

References

  1. Abdel-khalik, A.R., Earnings Volatility and Risk Aversion. Working paper.
  2. Allais, M., Hagen, O. (Eds.). (1979). Expected Utility Hypotheses and the Allais Paradox: Contemporary Discussions of Decisions Under Uncertainty With Allais’ Rejoinder. Dordrecht: D. Reindel Publishing.10.1007/978-94-015-7629-1
  3. Amram, M., Kulatilaka, N. (1999). Real Options, Managing Strategic Investment in an Uncertain World. Boston: Harvard Business School Press.
  4. Arrow, K.J. (1971). Essays in the Theory of Risk Bearing. Amsterdam: North-Holland.
  5. Bernoulli, D. (1738). Specimen theoriae nova de mensura sortis., Commentariiacademiae scientarium imperiales Petropolitanae, Vol. 5.
  6. Black, F., Scholes, M. (1972). The Valuation of Option Contracts and a Test of Market Efficiency. Journal of Finance, May.10.2307/2978484
  7. Black, F., Scholes, M. (1973). The Pricing of Options and Corporate Liabilities. Journal of Political Economy, May-June.10.1086/260062
  8. Campbell, J.Y., Cochrane, J.H. (1999). By Force of Habit: A Consumption Based Explanation of Aggregate Stock Market Behavior. Journal of Political Economy, 107.10.1086/250059
  9. Coase, R. (1960). The Problem of Social Cost. Journal of Law and Economics.10.1086/466560
  10. Cox, J.C., Ross, S.A., Rubinstein, M. (1979). Option Pricing: A Simplified Approach. Journal of Financial Economics. September 65.10.1016/0304-405X(79)90015-1
  11. Davidson III, W.N., Xie, B., Xu, W., Ning, Y. (2005). The Influence of Executive Age, Career Horizon and Incentives on Pre-Turnover Earnings Management. Working paper.
  12. Degeorge, F., Patel, J., Zeckhauser, R. (1999). Earnings Management to Exceed Thresholds. Journal of Business. January.10.1086/209601
  13. Friedman, M., Savage, L.J. (1948). The Utility Analysis of Choices Involving Risk. Journal of Political Economy, Vol. 56.10.1086/256692
  14. Grether, D., Plott, C. (1979). Economic Theory of Choice and the Preference Reversal Phenomenon. The American Economic Review, September.
  15. Haugen, R.A., Senbet, L.W. (1978). The Insignificance of Bankruptcy Costs to the Theory of Optimal Capital Structure. The Journal of Finance, May.10.1111/j.1540-6261.1978.tb04855.x
  16. Heaton, J., Lucas, D. (1996). Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing. Journal of Political Economy, 54.10.1086/262030
  17. Ingersoll, E.J. Jr. (2000). Digital Contracts: Simple Tool for Pricing Complex Derivatives. The Journal of Business, January.10.1086/209632
  18. Kahneman, D., Tversky, A. (1979). Prospect Theory: An Analysis of Decision under Risk. Econometrica, March.10.2307/1914185
  19. MacCrimmon, K.R., Wehrung, D.A. (1990). Characteristics of Risk Taking Executives, Management Science, April.10.1287/mnsc.36.4.422
  20. Mahalanobis, P.C. (1936). On the Generalized Distance in Statistics. Proceedings of the National Institute of Science of India 12.
  21. Markowitz, H.M. (1959). Portfolio Selection: Efficient Diversification of Investment. New Haven: Yale University Press 66.
  22. Mazzucato, M., Semmler, W. (2002). The Determinants of Stock Price Changes: An Industry Study. Nonlinear Dynamics, Psychology, and Life Sciences, April.10.1023/A:1014018429565
  23. Mazzucato, M., Tancioni, M., Stock Price Volatility and Patent Citation Dynamics: the Case of the Pharmaceutical Industry. Working paper.
  24. Menger, K. (1934). Das Unsicherheitsmoment in der Wertlehre. Zeitschrift fur Nationalokonomie, Vol 4, No. 4.10.1007/BF01311578
  25. Myers, S. (1977). Determinants of Corporate Borrowing. Journal of Financial Economics.10.1016/0304-405X(77)90015-0
  26. Pratt, J.W. (1964). Risk Aversion in the Small and in the Large. Econometrica, January-April.10.2307/1913738
  27. Sharpe, W.F. (1964). Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk. Journal of Finance, September.
  28. Smith, C. (1976). Option pricing: A review. Journal of Financial Economics, vol. 3(1-2).10.1016/0304-405X(76)90019-2
  29. Von Neumann, J., Morgenstern, O. (1947). Theory of Games and Economic Behavior. New Jersey: Princeton University Press.
Language: English
Page range: 97 - 109
Submitted on: Jul 14, 2017
Accepted on: Dec 15, 2017
Published on: Aug 6, 2018
Published by: University of Information Technology and Management in Rzeszow
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year

© 2018 Tomasz Kasprowicz, Andrzej Bednorz, published by University of Information Technology and Management in Rzeszow
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.