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A Standard Measure of Risk and Risk-Value Models
16 references·16 citing·29 second hopsampled
A Standard Measure of Risk and Risk-Value Models (1996)A Standard Measure of Risk and Risk-Value…Theory of games and economic behavior (2019)Theory of games and economic …Risk, Return, and Utility (1995)Risk, Return, and UtilityDecisions with Multiple Objectives: Preferences and Value Tradeoffs. (1994)Decisions with Multiple Objec…Risk-value models (1993)Risk-value modelsMean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market (1991)Mean-Absolute Deviation Portf…Mean-Variance Analysis in Portfolio Choice and Capital Markets. (1989)Mean-Variance Analysis in Por…Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …One-Switch Utility Functions and a Measure of Risk (1988)One-Switch Utility Functions …TWO‐PIECE VON NEUMANN‐MORGENSTERN UTILITY FUNCTIONS* (1979)TWO‐PIECE VON NEUMANN‐MORGENS…Risk Aversion in the Small and in the Large (1976)Risk Aversion in the Small an…A theory of risk (1970)A theory of riskAspects of the Theory of Risk Bearing--Yrjo Jahnsson Lectures (1969)Aspects of the Theory of Risk…Aspects of the Theory of Risk-Bearing. (1966)Aspects of the Theory of Risk…Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…The Utility of Wealth (1952)The Utility of WealthThe Utility Analysis of Choices Involving Risk (1948)The Utility Analysis of Choic…An a posteriori decision support methodology for solving the multi-criteria supplier selection problem (2018)An a posteriori decision supp…Dealing with Uncertainties in MCDA (2016)Dealing with Uncertainties in…Summarizing Risk Using Risk Measures and Risk Indices (2014)Summarizing Risk Using Risk M…Modeling uncertainty in multi-criteria decision analysis (2012)Modeling uncertainty in multi…Manufacturer cooperation in supplier development under risk (2010)Manufacturer cooperation in s…Portfolio optimization problems in different risk measures using genetic algorithm (2009)Portfolio optimization proble…A review of different perspectives on uncertainty and risk and an alternative modeling paradigm (2008)A review of different perspec…Maut — Multiattribute Utility Theory (2006)Maut — Multiattribute Utility…Disappointment without prior expectation: a unifying perspective on decision under risk (2006)Disappointment without prior …Dealing with Uncertainties in MCDA (2006)Dealing with Uncertainties in…Comparison of the group-buying auction and the fixed pricing mechanism (2006)Comparison of the group-buyin…Contingent Portfolio Programming for the Management of Risky Projects (2005)Contingent Portfolio Programm…A measure of risk and a decision-making model based on expected utility and entropy (2004)A measure of risk and a decis…Measures of Perceived Risk (1999)Measures of Perceived RiskRisk as a primitive: A survey of measures of perceived risk (1997)Risk as a primitive: A survey…Making a Case for Robust Optimization Models (1997)Making a Case for Robust Opti…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Modern Portfolio Theory and Investment Analysis. (1982)From stochastic dominance to mean-risk models: Semideviations as risk measures (1999)Heuristics for cardinality constrained portfolio optimisation (2000)Portfolio optimization with conditional value-at-risk objective and constraints (2001)Risk, Ambiguity, and the Savage Axioms (1961)Judgment under Uncertainty: Heuristics and Biases (1975)The Framing of Decisions and the Psychology of Choice (1981)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Foundations of Portfolio Theory (1991)Asset pricing with liquidity risk (2005)An Engine, Not a Camera (2006)Conjoint Analysis in Consumer Research: Issues and Outlook (1978)Risk management in a dynamic society: a modelling problem (1997)Best-worst multi-criteria decision-making method (2014)Handbook of Emotions (1993)Well-being : the foundations of hedonic psychology (1999)Investor Psychology and Asset Pricing (2001)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)On the measurement of inequality (1970)Risk Aversion and Incentive Effects (2002)Toward a positive theory of consumer choice (1980)Risk as feelings. (2001)Non-cooperative games (1989)Financial Intermediation and Delegated Monitoring (1984)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)
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References

  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 2019Theory of games and economic behavior16,630 cited
  • 1994Decisions with Multiple Objectives: Preferences and Value Tradeoffs.8,369 cited
  • 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
  • 1976Risk Aversion in the Small and in the Large4,655 cited
  • 1948The Utility Analysis of Choices Involving Risk3,097 cited
  • 1966Aspects of the Theory of Risk-Bearing.1,888 cited
  • 1952The Utility of Wealth1,845 cited
  • 1991Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market1,516 cited
  • 1989Mean-Variance Analysis in Portfolio Choice and Capital Markets.1,160 cited
  • 1979TWO‐PIECE VON NEUMANN‐MORGENSTERN UTILITY FUNCTIONS*388 cited
  • 1993Risk-value models217 cited
  • 1970A theory of risk202 cited
  • 1995Risk, Return, and Utility198 cited
  • 1969Aspects of the Theory of Risk Bearing--Yrjo Jahnsson Lectures174 cited
  • 1988One-Switch Utility Functions and a Measure of Risk151 cited

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Cited by

  • 2012Modeling uncertainty in multi-criteria decision analysis378 cited
  • 2006Maut — Multiattribute Utility Theory292 cited
  • 2009Portfolio optimization problems in different risk measures using genetic algorithm288 cited
  • 2006Comparison of the group-buying auction and the fixed pricing mechanism145 cited
  • 2016Dealing with Uncertainties in MCDA143 cited
  • 2004A measure of risk and a decision-making model based on expected utility and entropy129 cited
  • 2006Dealing with Uncertainties in MCDA125 cited
  • 1999Measures of Perceived Risk124 cited
  • 2010Manufacturer cooperation in supplier development under risk123 cited
  • 1997Making a Case for Robust Optimization Models123 cited
  • 1997Risk as a primitive: A survey of measures of perceived risk105 cited
  • 2006Disappointment without prior expectation: a unifying perspective on decision under risk104 cited
  • 2005Contingent Portfolio Programming for the Management of Risky Projects97 cited
  • 2018An a posteriori decision support methodology for solving the multi-criteria supplier selection problem95 cited
  • 2008A review of different perspectives on uncertainty and risk and an alternative modeling paradigm93 cited
  • 2014Summarizing Risk Using Risk Measures and Risk Indices82 cited