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Why Risk Is Not Variance: An Expository Note
4 references·12 citing·52 second hop
Why Risk Is Not Variance: An Expository Note (2008)Why Risk Is Not Variance: An Expository N…Measures of Perceived Risk (1999)Measures of Perceived RiskRisk, Return, Skewness and Preference (1992)Risk, Return, Skewness and Pr…A Note on Uncertainty and Indifference Curves (1969)A Note on Uncertainty and Ind…Portfolio Selection: Efficient Diversification of Investments. (1960)Portfolio Selection: Efficien…An integrated material-financial risk-averse resilient supply chain model with a real-world application (2021)An integrated material-financ…Risk management in Halal supply chain: an integrated fuzzy Delphi and DEMATEL approach (2020)Risk management in Halal supp…Global importance measure methodology for integrated probabilistic risk assessment (2019)Global importance measure met…Nonlinear decision weights or moment-based preferences? 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A Model Competition (2015)Nonlinear Decision Weights or…Summarizing Risk Using Risk Measures and Risk Indices (2014)Summarizing Risk Using Risk M…Sensitivity Analysis in Decision Making (2013)Sensitivity Analysis in Decis…Invariant Probabilistic Sensitivity Analysis (2013)Invariant Probabilistic Sensi…Foundations and choice of risk metrics (2013)Foundations and choice of ris…“Why Risk Is Not Variance: An Expository Note” (2010)“Why Risk Is Not Variance: An…Reliability and Validity Assessment (1979)Reliability and Validity Assessment (2011)A systems approach to risk analysis validation for risk management (2017)Integrated risk assessment for oil and gas installations in sensitive areas (2017)Risk assessment: What is it worth? Shall we just do away with it, or can it do a better job? 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(1972)SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS* (1976)A MEAN-VARIANCE-SKEWNESS PORTFOLIO OPTIMIZATION MODEL (1995)Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach (2007)Consumption-Based Asset Pricing with Higher Cumulants (2012)PORTFOLIO SELECTION* (1952)Perception of Risk (1987)Coherent Measures of Risk (1999)How to Design Rating Schemes of Risk Matrices: A Sequential Updating Approach (2017)Issues for security risk assessment in the process industries (2017)Making Hard Decisions, an Introduction to Decision Analysis (1992)Probabilistic Sensitivity Analysis of Complex Models: A Bayesian Approach (2004)A new uncertainty importance measure (2006)Uncertainty in Climate Change Modeling: Can Global Sensitivity Analysis Be of Help? 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this work references cited by second hop

References

  • 1960Portfolio Selection: Efficient Diversification of Investments.582 cited
  • 1969A Note on Uncertainty and Indifference Curves297 cited
  • 1999Measures of Perceived Risk124 cited
  • 1992Risk, Return, Skewness and Preference109 cited

Cited by

  • 2013Invariant Probabilistic Sensitivity Analysis104 cited
  • 2020Risk management in Halal supply chain: an integrated fuzzy Delphi and DEMATEL approach93 cited
  • 2014Summarizing Risk Using Risk Measures and Risk Indices82 cited
  • 2013Foundations and choice of risk metrics70 cited
  • 2021An integrated material-financial risk-averse resilient supply chain model with a real-world application53 cited
  • 2015Sensitivity Analysis Using Risk Measures52 cited
  • 2013Sensitivity Analysis in Decision Making31 cited
  • 2019Global importance measure methodology for integrated probabilistic risk assessment24 cited
  • 2017A Shariah-compliant portfolio selection model22 cited
  • 2018Nonlinear decision weights or moment-based preferences? A model competition involving described and experienced skewness20 cited
  • 2010“Why Risk Is Not Variance: An Expository Note”10 cited

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  • 2015Nonlinear Decision Weights or Skewness Preference? A Model Competition3 cited