Standardized covariance. A measure of association, similarity and co-riskiness between choice options

DOI10.1016/J.JMP.2014.08.001zbMATH Open1309.91037OpenAlexW2007621715MaRDI QIDQ2263968FDOQ2263968

Authors: Sandra Andraszewicz, Jörg Rieskamp 

Publication date: 19 March 2015

Published in: Journal of Mathematical Psychology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmp.2014.08.001

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zbMATH Keywords

covariancedecision makingassociationrisksimilarity

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of statistics to social sciences (62P25) Decision theory (91B06)

Cites Work

• Title not available (Why is that?)
• Advances in prospect theory: cumulative representation of uncertainty
• Risk-value models
• Similarity and decision-making under risk (Is there a utility theory resolution to the Allais paradox?)
• Generalized similarity judgements: An alternative explanation for choice anomalies
• A further examination of cumulative prospect theory parameterizations
• Noisy covariance matrices and portfolio optimization. II
• Optimal experimental design for a class of bandit problems
• Similarity judgments in choice under uncertainty: a reinterpretation of the predictions of regret theory.

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