The expected loss and mean square error reductions of risk sensitive decisions

DOI10.1016/0165-1765(85)90047-3zbMATH Open1273.91364OpenAlexW2096037704MaRDI QIDQ375127FDOQ375127

A. J. Hughes-Hallett

Publication date: 24 October 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(85)90047-3

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Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cites Work

• The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments
• Title not available (Why is that?)
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• Optimal strategies for dynamic games and the incentive to cooperate

Cited In (3)

• A Decision Framework For Nonsymmetric Losses
• The stochastic interdependence of dynamic risk-sensitive decision rules
• Techniques which accelerate the convergence of first order iterations automatically

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