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Moment Methods for Decision Analysis
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Moment Methods for Decision Analysis (1993)Moment Methods for Decision AnalysisMaking Hard Decisions, an Introduction to Decision Analysis (1992)Making Hard Decisions, an Int…A survey of human judgement and quantitative forecasting methods (2021)A survey of human judgement a…Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees (2019)Robust Analysis in Stochastic…Investment Propensities under Carbon Policy Uncertainty (2011)Investment Propensities under…Modeling Dependence Among Geologic Risks in Sequential Exploration Decisions (2008)Modeling Dependence Among Geo…A Comparison of Two Probability Encoding Methods: Fixed Probability vs. Fixed Variable Values (2008)A Comparison of Two Probabili…Project options valuation with net present value and decision tree analysis (2006)Project options valuation wit…Investment in risky R&D programs in the face of climate uncertainty (2006)Investment in risky R&D progr…A stochastic linear goal programming approach to multistage portfolio management based on scenario generation via linear programming (2005)A stochastic linear goal prog…Perspective on Decision Analysis Applications, 1990–2001 (2004)Perspective on Decision Analy…Evaluation of scenario-generation methods for stochastic programming (2003)Evaluation of scenario-genera…Scenario tree generation for multiperiod financial optimization by optimal discretization (2001)Scenario tree generation for …Bayesian Network Models of Portfolio Risk and Return (2000)Bayesian Network Models of Po…Simplified approaches for multicriteria decision making under uncertainty (1995)Simplified approaches for mul…Methods to Approximate Joint Uncertainty and Variability in Risk (1995)Methods to Approximate Joint …Generalized Chebychev Inequalities: Theory and Applications in Decision Analysis (1995)Generalized Chebychev Inequal…Certainty Equivalents for Three-Point Discrete-Distribution Approximations (1994)Certainty Equivalents for Thr…Investment under Uncertainty (1994)Investment Under Uncertainty. 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The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. 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References

  • 1992Making Hard Decisions, an Introduction to Decision Analysis1,450 cited

Cited by

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  • 1995Methods to Approximate Joint Uncertainty and Variability in Risk48 cited
  • 1995Simplified approaches for multicriteria decision making under uncertainty

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47 cited
  • 2019Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees42 cited
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