Some extensions of Luce's measures of risk

DOI10.1007/BF00126387zbMath0618.90010WikidataQ96379875 ScholiaQ96379875MaRDI QIDQ153962

Rakesh K. Sarin, Rakesh K. Sarin

Publication date: March 1987

Published in: Theory and Decision (Search for Journal in Brave)

zbMATH Keywords

measures of riskgambles with gainsgeneralization of the expectation principle

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (9)

Modeling international investment decisions for financial holding companies ⋮ Risk as a primitive: a survey of measures of perceived risk ⋮ On the foundation of performance measures under asymmetric returns ⋮ Rethinking risk attitude: Aspiration as pure risk ⋮ Risk perceptions and rationality in measures of risk ⋮ Risk ⋮ Statistical properties of the sample semi-variance ⋮ The influence of perceived stock value price histories in the mean-variance-instability model ⋮ Risk-value models

Cites Work

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• Several possible measures of risk
• Foundations of risk measurement. II. Effects of gains on risk
• A theory of risk
• Polynomial psychophysics of risk
• Foundations of Risk Measurement. I. Risk As Probable Loss
• "Expected Utility" Analysis without the Independence Axiom

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