The expected loss and mean square error reductions of risk sensitive decisions

DOI10.1016/0165-1765(85)90047-3zbMath1273.91364OpenAlexW2096037704MaRDI QIDQ375127

Andrew J. Hughes Hallett

Publication date: 24 October 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(85)90047-3

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items (1)

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Cites Work

• Optimal strategies for dynamic games and the incentive to cooperate
• The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments
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