Journal of Banking & Finance · 2015 · 23 citations · 36 references
BusinessEconomicsFinanceDecision MakingFinancial EconomicsProbability TheoryDecision Making Under RiskDecision Under RiskDecision Under UncertaintyDecision-making Under UncertaintyRisk AversionRisk PreferencesExpected ShortfallIntertemporal Risk Preferences
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Philippe Artzner, Freddy Delbaen, Jean‐Marc Eber et al. · Mathematical Finance · 1999 · 9K citations · Full text
Business, Finance, Risk Management +14
Risk Aversion in the Small and in the Large
John W. Pratt · Econometrica · 1964 · 4.9K citations
Risk Aversion in the Small and in the Large
John W. Pratt · Econometrica · 1976 · 4.7K citations
Increasing risk: I. A definition
Michael Rothschild, Joseph E. Stiglitz · Journal of Economic Theory · 1970 · 3.9K citations
Conditional value-at-risk for general loss distributions
R. T. Rockafellar, Stan Uryasev · Journal of Banking & Finance · 2002 · 3.7K citations
Business, Finance, Risk Management +14