Frank P. Ramsey was a forerunner of subjective Bayesian decision theory in many respects, solving early optimization problems in growth, defending subjective probability, and giving probably the first Value of Information proof.
Due to how long ago he worked and his premature death, his papers are hard to find, so I spent some time going through WP & other sources, and obtaining copies of most of his corpus and other relevant papers:

Statistics/decision theory:
 Ramsey 1922, “Mr Keynes on Probability [review of J. M. Keynes, A Treatise on Probability 1921]”
 Ramsey 1926?/1990, “Weight or the Value of Knowledge”

Economics:
 Ramsey 1927, “A Contribution to the Theory of Taxation”
 Ramsey 1928, “A Mathematical Theory of Saving”
 Keynes 1930, “F. P. Ramsey [obituary]”
 Samuelson 1970, “What Makes for a Beautiful Problem in Science?”
 Arrow 1980, “Book review: Foundations: Essays in Philosophy, Logic, Mathematics and Economics. F. P. Ramsey , D. H. Mellor”
 Gaspard 2003, “Ramsey’s theory of National Saving: A Mathematician in Cambridge”
 Duarte 2009, “Frank Ramsey’s Notes on Saving and Taxation”

Math:
 Ramsey 1926, “The Foundations of Mathematics”
 Ramsey 1930, “On A Problem of Formal Logic”
 Ramsey 1931, “Foundations of Mathematics and other Logical Essays (International Library of Philosophy)”

Philosophy:
 Ramsey 1923, “Review of Tractatus LogicoPhilosophicus by Ludwig Wittgenstein”
 Ramsey 1925, “Universals”
 Ramsey 1927, “Symposium: Facts and Propositions”
 Mellor 1995, “Cambridge Philosophers I: F. P. Ramsey”
 Monk 2016, “Book review: ‘One of the Great Intellects of His Time’: review of Frank Ramsey (1903–1930): A Sister’s Memoir by Margaret Paul”

Psychology:
 Forrester 2004, “Freud in Cambridge”

F. P. Ramsey: Philosophical Papers, ed. Mellor 1990