Pages that link to "Item:Q3346032"

The following pages link to Foundations of Risk Measurement. I. Risk As Probable Loss (Q3346032):

Displaying 19 items.

• Some extensions of Luce's measures of risk (Q153962) (← links)
• Large deviations theorems for optimal investment problems with large portfolios (Q418070) (← links)
• Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios (Q470428) (← links)
• Risk perceptions and rationality in measures of risk (Q732099) (← links)
• Decision under risk as a multicriteria problem (Q877646) (← links)
• An axiomatic theory of conjoint, expected risk (Q1079145) (← links)
• Quantile-preserving spread (Q1102645) (← links)
• A classified bibliography of recent research relating to project risk management (Q1127233) (← links)
• Risk-value models (Q1309990) (← links)
• Risk as a primitive: a survey of measures of perceived risk (Q1374805) (← links)
• Project net present value estimation under uncertainty (Q1725833) (← links)
• A measure of risk and a decision-making model based on expected utility and entropy (Q1767702) (← links)
• Newsvendor problem under complete uncertainty: a case of innovative products (Q1788927) (← links)
• Modeling uncertainty in multi-criteria decision analysis (Q1926978) (← links)
• Developing a projects evaluation system based on multiple attribute value theory (Q2496038) (← links)
• Robust portfolio selection under downside risk measures (Q3650968) (← links)
• Ordering of distributions and risk measurement (Q3811577) (← links)
• Statistical properties of the sample semi-variance (Q4483611) (← links)
• On the foundation of performance measures under asymmetric returns (Q4646783) (← links)