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Choices with Risk: Beyond the Mean and Variance
0 references·16 citing·51 second hopsampled
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  • 1971Portfolio Selection: The Effects of Uncertain Means, Variances, and Covariances159 cited
  • 1973A Linear Programming Formulation of the General Portfolio Selection Problem153 cited
  • 1973A GENERAL CLASS OF THREE‐PARAMETER RISK MEASURES106 cited
  • 1985A portfolio of risk measures105 cited
  • 2007What Makes a Stock Risky? Evidence from Sell‐Side Analysts' Risk Ratings104 cited
  • 2011Deconstructing risk: Separable encoding of variance and skewness in the brain97 cited
  • 1991Students as Surrogates for Managers in a Decision-making Environment: An Experimental Study91 cited
  • 1988An Application of a Multicriteria Approach to Portfolio Comparisons73 cited
  • 2004A Risk Perception Primer: A Narrative Research Review of the Risk Perception Literature in Behavioral Accounting and Behavioral Finance67 cited
  • 2002Managerial attitudes to risk: a comparison of Scottish chartered accountants and U.K. managers64 cited
  • 2012Toward an Affective Neuroscience Account of Financial Risk Taking62 cited
  • 2011The Affective Impact of Financial Skewness on Neural Activity and Choice61 cited
  • 1978A Survey of Multiattribute/Multicriterion Evaluation Theories46 cited
  • 2001Attitudes of UK managers to risk and uncertainty

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45 cited
  • 1974A Note on Measurement of Skewness42 cited
  • 1973From Statistical Decision Theory to Practice: Some Problems with the Transition38 cited