Several possible measures of risk

DOI10.1007/BF00135033MaRDI QIDQ153960zbMATH OpenWikidataFDO

Authors R. Duncan Luce, R. Duncan Luce

Publication date September 1980

Published in Theory and Decision (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistical decision theory (62C99) Mathematical psychology (91E99) Decision theory for games (91A35)

Cites work

• scientific article; zbMATH DE number 3225653 (Why is no real title available?)
• scientific article; zbMATH DE number 3345350 (Why is no real title available?)
• scientific article; zbMATH DE number 3366923 (Why is no real title available?)
• A theory of risk
• Polynomial psychophysics of risk

Cited in

(19)

• Information considerations in multi-person cooperative control/decision problems: information sets, sufficient information flows, and risk-averse decision rules for performance robustness
• Statistical modelling of asymmetric risk in asset returns
• Investment rankings via an objective measure of riskiness: a case study
• A Bayesian decision model based on expected utility and uncertainty risk
• Weak convergence and distributional assumptions for a general class of nonliner arch models
• A measure of market volatility based on F-transform
• Risk as a primitive: a survey of measures of perceived risk
• Statistical properties of the sample semi-variance
• An axiomatic theory of conjoint, expected risk
• Risk
• Recent developments in modelling preferences under risk
• A measure of risk and a decision-making model based on expected utility and entropy
• A risk-averse differential game approach to multi-agent tracking and synchronization with stochastic objects and command generators
• On the foundation of performance measures under asymmetric returns
• Rethinking risk attitude: Aspiration as pure risk
• More on the volatility-trading volume relationship in emerging markets: The Chinese stock market
• On duality for entropy constrained programs
• Some extensions of Luce's measures of risk
• The utility of gambling

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