Several possible measures of risk

DOI10.1007/BF00135033MaRDI QIDQ153960zbMATH OpenWikidataFDO

Authors R. Duncan Luce

Publication date September 1980

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

Full work available at URL https://doi.org/10.1007/BF00135033

Mathematics Subject Classification ID

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

Cites work

• A theory of risk
• 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?)
• Polynomial psychophysics of risk

Cited in

(19)

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

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