A Standard Measure of Risk and Risk-Value Models

DOI10.1287/MNSC.42.12.1691MaRDI QIDQ4361488zbMATH OpenOpenAlexFDO

Authors Jianmin Jia, James S. Dyer

Publication date 28 October 1997

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.42.12.1691

zbMATH Keywords

measure of expected utilitymeasure of riskportfolio optimization

Mathematics Subject Classification ID

Utility theory (91B16)

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Cited in

(28)

• Relative risk-value models
• Risk as a primitive: a survey of measures of perceived risk
• Some extensions of Luce's measures of risk
• Separating risk and return in the CAPM: A general utility-based model
• A measure of risk and a decision-making model based on expected utility and entropy
• Risk-value models: restrictions and applications
• Modeling uncertainty in multi-criteria decision analysis
• An a posteriori decision support methodology for solving the multi-criteria supplier selection problem
• A novel methodology for portfolio selection in fuzzy multi criteria environment using risk-benefit analysis and fractional stochastic
• Standardized covariance. A measure of association, similarity and co-riskiness between choice options
• An additive model of decision making under risk and ambiguity
• A global optimization algorithm for reliable network design
• Non-separation in the mean -- lower-partial-moment portfolio optimization problem
• A quantitative comparison of risk measures
• A generalized measure of riskiness
• Mean-risk analysis with enhanced behavioral content
• Risk measures from risk-reducing experiments
• Theory of generalized risk attitudes
• scientific article; zbMATH DE number 764460 (Why is no real title available?)
• Risk aversion in regulatory capital principles
• Portfolio performance evaluation with loss aversion
• Risk-Adjusted Economic Value Analysis
• Risk measurement and risk identification for BOT projects: A multi-attribute utility approach
• An empirical investigation of the assumptions of risk-value models
• Applying the benchmarking procedure: A decision criterion of choice under risk
• Modeling attitude to risk in human decision processes: an application of fuzzy measures
• Modeling international investment decisions for financial holding companies
• Manufacturer cooperation in supplier development under risk

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