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Risk Measures Based on Behavioral Certainty Equivalents
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Risk Measures Based on Behavioral Certainty Equivalents (2022)Risk Measures Based on Behavioral Certain…Searching for the Reference Point (2019)Searching for the Reference P…Certainty Equivalent under Cumulative Prospect Theory (2019)Certainty Equivalent under Cu…Stochastic Finance (2016)Stochastic FinanceSet Functions, Games and Capacities in Decision Making (2016)Set Functions, Games and Capa…SP/A and CPT: A reconciliation of two behavioral decision theories (2010)SP/A and CPT: A reconciliatio…Distortion Risk Measures in Portfolio Optimization (2009)Distortion Risk Measures in P…Prospect theory for continuous distributions (2008)Prospect theory for continuou…Expected shortfall and beyond (2002)Expected shortfall and beyondConvex measures of risk and trading constraints (2002)Convex measures of risk and t…On law invariant coherent risk measures (2001)On law invariant coherent ris…Coherent Measures of Risk (1999)Coherent Measures of RiskRisk attitudes and decision weights (1995)Risk attitudes and decision w…Modeling attitudes towards uncertainty and risk through the use of choquet integral (1994)Modeling attitudes towards un…Between Hope and Fear: The Psychology of Risk (1987)Between Hope and Fear: The Ps…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …Subjectively weighted utility: A descriptive extension of the expected utility model (1978)Subjectively weighted utility…Coherent Risk Measures on General Probability Spaces (2002)On the coherence of expected shortfall (2002)Spectral measures of risk: A coherent representation of subjective risk aversion (2002)Lectures on Stochastic Programming (2009)A Theory of Cognitive Dissonance (1957)Prospect theory: An analysis of decision under risk (1988)Reconceptualizing the Determinants of Risk Behavior (1992)The myopia of learning (1993)Making a good decision: Value from fit. (2000)Modelling Extremal Events (1997)Conditional value-at-risk for general loss distributions (2002)A risk-factor model foundation for ratings-based bank capital rules (2003)AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION (2005)Robustness and sensitivity analysis of risk measurement procedures (2010)The Utility Analysis of Choices Involving Risk (1948)Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine (1953)Exposition of a New Theory on the Measurement of Risk (1954)Translation of Gambles and Aspiration Level Effects in Risky Choice Behavior (1980)SOURCES OF BIAS IN ASSESSMENT PROCEDURES FOR UTILITY FUNCTIONS (1988)Venture Theory: A Model of Decision Weights (1990)An Overview of Value at Risk (1997)Modeling and Forecasting Realized Volatility (2003)Theory of rational option pricing (2005)Convex Duality in Constrained Portfolio Optimization (1992)Stochastic Finance: An Introduction in Discrete Time (2002)Theory and Applications of Robust Optimization (2011)Distributionally Robust Convex Optimization (2014)Advances in prospect theory: Cumulative representation of uncertainty (1992)Ambiguity and Self-Evaluation: The Role of Idiosyncratic Trait Definitions in Self-Serving Assessments of Ability (2002)Ambiguity Made Precise: A Comparative Foundation (2002)The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation (2011)On the Choquet multiple criteria preference aggregation model: Theoretical and practical insights from a real-world application (2018)Learning fuzzy measures from data: Simplifications and optimisation strategies (2019)Fifty years of multiple criteria decision analysis: From classical methods to robust ordinal regression (2024)The Framing of Decisions and the Psychology of Choice (1981)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Optimality conditions in portfolio analysis with general deviation measures (2006)Quantile-Based Risk Sharing (2018)Deep hedging (2019)
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References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1999Coherent Measures of Risk8,849 cited
  • 2002Convex measures of risk and trading constraints1,452 cited
  • 1987Between Hope and Fear: The Psychology of Risk1,174 cited
  • 2001On law invariant coherent risk measures676 cited
  • 1995Risk attitudes and decision weights569 cited
  • 2002Expected shortfall and beyond408 cited
  • 2016Stochastic Finance395 cited
  • 2016Set Functions, Games and Capacities in Decision Making368 cited
  • 1978Subjectively weighted utility: A descriptive extension of the expected utility model350 cited
  • 2019Searching for the Reference Point177 cited
  • 1994Modeling attitudes towards uncertainty and risk through the use of choquet integral78 cited
  • 2008Prospect theory for continuous distributions67 cited
  • 2009Distortion Risk Measures in Portfolio Optimization58 cited
  • 2010SP/A and CPT: A reconciliation of two behavioral decision theories23 cited
  • 2019Certainty Equivalent under Cumulative Prospect Theory8 cited

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