The following pages link to A theory of risk (Q2542695):
Displaying 21 items.
- Several possible measures of risk (Q153960) (← links)
- Some extensions of Luce's measures of risk (Q153962) (← links)
- An empirical investigation of the assumptions of risk-value models (Q813046) (← links)
- Mean-variance utility (Q893428) (← links)
- An axiomatic theory of conjoint, expected risk (Q1079145) (← links)
- Recent developments in modelling preferences under risk (Q1091915) (← links)
- Decision policies minimizing risk in a multistage betting game (Q1213836) (← links)
- Tests of the betweenness property of expected utility (Q1235094) (← links)
- How one gambles if one must: Effects of differing return rates on multistage betting decisions (Q1243262) (← links)
- Risk-value models (Q1309990) (← links)
- A variational model of preference under uncertainty (Q1322510) (← links)
- Risk as a primitive: a survey of measures of perceived risk (Q1374805) (← links)
- The influence of perceived stock value price histories in the mean-variance-instability model (Q1592748) (← links)
- Auctioning risk: the all-pay auction under mean-variance preferences (Q2143884) (← links)
- The normalized expected utility -- entropy and variance model for decisions under risk (Q2169195) (← links)
- A decision model based on expected utility, entropy and variance (Q2180680) (← links)
- The utility of gambling (Q2367586) (← links)
- Rethinking risk attitude: Aspiration as pure risk (Q2509075) (← links)
- Statistical modelling of asymmetric risk in asset returns (Q4994405) (← links)
- A Risk-Averse Differential Game Approach to Multi-agent Tracking and Synchronization with Stochastic Objects and Command Generators (Q5253259) (← links)
- Information Considerations in Multi-Person Cooperative Control/Decision Problems: Information Sets, Sufficient Information Flows, and Risk-Averse Decision Rules for Performance Robustness (Q5326896) (← links)
