On the foundation of performance measures under asymmetric returns (Q4646783): Difference between revisions

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+https://doi.org/10.1088/1469-7688/2/3/304
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+W1998506499
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+Foundations of Risk Measurement. I. Risk As Probable Loss
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+Foundations of risk measurement. II. Effects of gains on risk
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+Some extensions of Luce's measures of risk
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