Foundations of risk measurement. II. Effects of gains on risk

DOI10.1016/0022-2496(82)90050-5zbMath0562.92019OpenAlexW2048901367WikidataQ96378358 ScholiaQ96378358MaRDI QIDQ1057214

Peter C. Fishburn

Publication date: 1982

Published in: Journal of Mathematical Psychology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-2496(82)90050-5

zbMATH Keywords

axiomatizations of perceived riskeffects of gains on riskfoundations of risk measurement

Mathematics Subject Classification ID

Decision theory (91B06) Mathematical psychology (91E99)

Related Items (14)

An axiomatic theory of conjoint, expected risk ⋮ Quantile-preserving spread ⋮ The normalized expected utility -- entropy and variance model for decisions under risk ⋮ Risk as a primitive: a survey of measures of perceived risk ⋮ On the foundation of performance measures under asymmetric returns ⋮ A measure of risk and a decision-making model based on expected utility and entropy ⋮ Rethinking risk attitude: Aspiration as pure risk ⋮ Risk perceptions and rationality in measures of risk ⋮ Some extensions of Luce's measures of risk ⋮ Robust portfolio selection under downside risk measures ⋮ Separating risk and return in the CAPM: A general utility-based model ⋮ Statistical properties of the sample semi-variance ⋮ A unified derivation of classical subjective expected utility models through cardinal utility ⋮ Risk-value models

Cites Work

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• Lexicographic additive differences
• Unbounded expected utility
• Ordinal Preferences and Uncertain Lifetimes
• Prospect Theory: An Analysis of Decision under Risk

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