A Reexamination of the Relationship Between Preferences and Moment Orderings by Rational Risk-Averse Investors

Risk Aversion in the Small and in the Large

John W. Pratt · Econometrica · 1976 · 4.7K citations

Behavioral Decision Making, Financial Risk Management, Risk Metric +17

Essays in the Theory of Risk-Bearing.

Nils H. Hakansson, Kenneth J. Arrow · The Journal of Finance · 1972 · 4.1K citations

Economics, Risk-taking Behavior, Risk Management +9

Increasing risk: I. A definition

Michael Rothschild, Joseph E. Stiglitz · Journal of Economic Theory · 1970 · 3.9K citations

Economics, Emerging Risk, Risk-taking Behavior +7

SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*

Alan Kraus, Robert H. Litzenberger · The Journal of Finance · 1976 · 1.5K citations

Economics, Financial Economics, Asset Pricing +6

Tchebycheff Systems: With Applications in Analysis and Statistics

Demetrios A. Kappos, Samuel Karlin, W. J. Studden · Revue de l Institut International de Statistique / Review of the International Statistical Institute · 1967 · 1.2K citations

Statistical Signal Processing, Tchebycheff Systems, Engineering +5