Risk-aversion and mixing

[1]  P. J. Boer,et al.  Spreading of risk and stabilization of animal numbers , 1968 .

[2]  Richard J. Zeckhauser,et al.  Medical insurance: A case study of the tradeoff between risk spreading and appropriate incentives☆ , 1970 .

[3]  M. Yaari Convexity in the Theory of Choice under Risk , 1965 .

[4]  A. Stuart,et al.  Portfolio Selection: Efficient Diversification of Investments , 1959 .

[5]  W. Sharpe CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* , 1964 .

[6]  W. Sharpe Portfolio Theory and Capital Markets , 1970 .

[7]  Roy Radner,et al.  COMPETITIVE EQUILIBRIUM UNDER UNCERTAINTY11This research was supported in part by the Office of Naval Research under Contract ONR 222(77) with the University of California. Reproduction in whole or in part is permitted for any purpose of the United States Government. , 1968 .

[8]  K. Borch INDIFFERENCE CURVES AND UNCERTAINTY , 1968 .

[9]  J. Tobin Liquidity Preference as Behavior towards Risk , 1958 .

[10]  A. A. Robichek,et al.  Problems in the Theory of Optimal Capital Structure , 1966, Journal of Financial and Quantitative Analysis.

[11]  M. Feldstein,et al.  Mean-Variance Analysis in the Theory of Liquidity Preference and Portfolio Selection , 1969 .

[12]  J. Mossin EQUILIBRIUM IN A CAPITAL ASSET MARKET , 1966 .

[13]  P. Samuelson General Proof that Diversification Pays , 1967, Journal of Financial and Quantitative Analysis.

[14]  J. Lintner THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS , 1965 .

[15]  K. Arrow The Role of Securities in the Optimal Allocation of Risk-bearing , 1964 .

[16]  Cornelius M. Schilbred,et al.  The market price of risk , 1973 .

[17]  L. J. Savage,et al.  The Utility Analysis of Choices Involving Risk , 1948, Journal of Political Economy.

[18]  J. Riley,et al.  The Analytics of Uncertainty and Information- An Expository Survey , 1979 .

[19]  J. Lintner,et al.  Dividends, Earnings, Leverage, Stock Prices and the Supply of Capital to Corporations , 1962 .

[20]  J. Lintner,et al.  The Market Price of Risk, Size of Market and Investor's Risk Aversion , 1970 .

[21]  F. Knight The economic nature of the firm: From Risk, Uncertainty, and Profit , 2009 .