On the coefficient of variation as a criterion for decision under risk

DOI10.1016/J.JMP.2010.01.002zbMATH Open1231.91066OpenAlexW3125865657MaRDI QIDQ708245FDOQ708245

Authors: James C. Cox, Vjollca Sadiraj 

Publication date: 11 October 2010

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

Full work available at URL: https://scholarworks.gsu.edu/excen_workingpapers/80

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zbMATH Keywords

decision theoryriskexperiments

Mathematics Subject Classification ID

Applications of statistics to psychology (62P15) Decision theory (91B06)

Cites Work

• The Dual Theory of Choice under Risk
• Advances in prospect theory: cumulative representation of uncertainty
• Small- and large-stakes risk aversion: Implications of concavity calibration for decision theory
• Is there a plausible theory for decision under risk? A dual calibration critique

Cited In (4)

• On the coefficient of variation as a predictor of risk sensitivity: behavioral and neural evidence for the relative encoding of outcome variability
• Standardized covariance. A measure of association, similarity and co-riskiness between choice options
• An experimental study of the generosity game
• A novel maximum volume sampling model for reliability analysis

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