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

DOI10.1016/0165-1765(85)90047-3MaRDI QIDQ375127zbMATH OpenOpenAlexFDO

Authors 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

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Recommendations

• The stochastic interdependence of dynamic risk-sensitive decision rules
• On alternative methods of generating risk sensitive decision rules
• Small noise methods for risk-sensitive/robust economies
• Economic policy rules for risk-sensitive decision making
• scientific article; zbMATH DE number 3928863

Cites work

• scientific article; zbMATH DE number 3869008 (Why is no real title available?)
• scientific article; zbMATH DE number 3443026 (Why is no real title available?)
• scientific article; zbMATH DE number 3244413 (Why is no real title available?)
• Optimal strategies for dynamic games and the incentive to cooperate
• The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments

Cited in

(4)

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

This page was built for publication: The expected loss and mean square error reductions of risk sensitive decisions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q375127)