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On Animal Spirits and Economic Decisions : Value-at-Risk and Value-within-Reach as Measures of Risk and Return

Joaquin, Domingo C. - 2017

investment's Value-at-Risk as a reasonable calculation of the worst threat an action appears to make possible, and its return … offer. In exploring the extension of the Value-at-Risk approach from applications to investments in financial assets to … applications to investments in real assets, the properties of Value-at-Risk as a risk measure are reviewed. Recognizing that Value-at-Risk …

Persistent link: https://www.econbiz.de/10012971409

Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making

Wang, Wei; Xu, Huifu - In: Computational management science 20 (2023) 1, pp. 1-51

Persistent link: https://www.econbiz.de/10014393426

A note on additive risk measures in rank-dependent utility

Goovaerts, Marc J.; Kaas, R.; Laeven, Roger J. A. - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 187-189

Persistent link: https://www.econbiz.de/10008654259

Decision principles derived from risk measures

Goovaerts, Marc J.; Kaas, R.; Laeven, Roger J. A. - In: Insurance / Mathematics & economics 47 (2010) 3, pp. 294-302

Persistent link: https://www.econbiz.de/10008747061

Decision-making from a risk assessment perspective for Corporate Mergers and Acquisitions

Lee, Jinwook; Prékopa, András - In: Computational Management Science : CMS 12 (2015) 2, pp. 243-266

Persistent link: https://www.econbiz.de/10010513411

General dual measures of riskiness

Schulze, Klaas - In: Theory and decision : an international journal for … 78 (2015) 2, pp. 289-304

Persistent link: https://www.econbiz.de/10010513819

On animal spirits and economic decisions : Value-at-Risk and Value-within-Reach as measures of risk and return

Castelo Joaquin, Domingo - In: The quarterly review of economics and finance : journal … 60 (2016), pp. 231-233

Persistent link: https://www.econbiz.de/10011627485

"Dice"-sion–making under uncertainty : when can a random decision reduce risk?

Delage, Erick; Kuhn, Daniel; Wiesemann, Wolfram - In: Management science : journal of the Institute for … 65 (2019) 7, pp. 3282-3301

Persistent link: https://www.econbiz.de/10012039992

Minimizing spectral risk measures applied to Markov decision processes

Bäuerle, Nicole; Glauner, Alexander - In: Mathematical methods of operations research : ZOR 94 (2021) 1, pp. 35-69

Persistent link: https://www.econbiz.de/10012618978

A framework for measures of risk under uncertainty

Fadina, Tolulope; Liu, Yang; Wang, Ruodu - In: Finance and stochastics 28 (2024) 2, pp. 363-390

Persistent link: https://www.econbiz.de/10015130325