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Relative risk--value models

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  • Dyer, James S.
  • Jianmin Jia

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  • Dyer, James S. & Jianmin Jia, 1997. "Relative risk--value models," European Journal of Operational Research, Elsevier, vol. 103(1), pages 170-185, November.
    • Handle: RePEc:eee:ejores:v:103:y:1997:i:1:p:170-185
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    References listed on IDEAS

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    1. James S. Dyer & Rakesh K. Sarin, 1982. "Relative Risk Aversion," Management Science, INFORMS, vol. 28(8), pages 875-886, August.
    2. Sarin, Rakesh K. & Weber, Martin, 1993. "Risk-value models," European Journal of Operational Research, Elsevier, vol. 70(2), pages 135-149, October.
    3. Robin M. Hogarth & Hillel J. Einhorn, 1990. "Venture Theory: A Model of Decision Weights," Management Science, INFORMS, vol. 36(7), pages 780-803, July.
    4. Daniel Kahneman & Amos Tversky, 2013. "Prospect Theory: An Analysis of Decision Under Risk," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 6, pages 99-127, World Scientific Publishing Co. Pte. Ltd..
    5. David E. Bell, 1988. "One-Switch Utility Functions and a Measure of Risk," Management Science, INFORMS, vol. 34(12), pages 1416-1424, December.
    6. Machina, Mark J, 1982. ""Expected Utility" Analysis without the Independence Axiom," Econometrica, Econometric Society, vol. 50(2), pages 277-323, March.
    7. Jianmin Jia & James S. Dyer, 1996. "A Standard Measure of Risk and Risk-Value Models," Management Science, INFORMS, vol. 42(12), pages 1691-1705, December.
    8. Keller, L. Robin & Sarin, Rakesh K. & Weber, Martin, 1986. "Empirical investigation of some properties of the perceived riskiness of gambles," Organizational Behavior and Human Decision Processes, Elsevier, vol. 38(1), pages 114-130, August.
    9. Rothschild, Michael & Stiglitz, Joseph E., 1970. "Increasing risk: I. A definition," Journal of Economic Theory, Elsevier, vol. 2(3), pages 225-243, September.
    10. Machina, Mark J, 1987. "Choice under Uncertainty: Problems Solved and Unsolved," Journal of Economic Perspectives, American Economic Association, vol. 1(1), pages 121-154, Summer.
    11. David E. Bell, 1995. "Risk, Return, and Utility," Management Science, INFORMS, vol. 41(1), pages 23-30, January.
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    Cited by:

    1. Lisheng He & Pantelis P. Analytis & Sudeep Bhatia, 2022. "The Wisdom of Model Crowds," Management Science, INFORMS, vol. 68(5), pages 3635-3659, May.
    2. Yang, Jiping & Qiu, Wanhua, 2005. "A measure of risk and a decision-making model based on expected utility and entropy," European Journal of Operational Research, Elsevier, vol. 164(3), pages 792-799, August.
    3. Cillo, Alessandra & Delquié, Philippe, 2014. "Mean-risk analysis with enhanced behavioral content," European Journal of Operational Research, Elsevier, vol. 239(3), pages 764-775.
    4. Kairong Lin & Jiaqi Zhou & Ruhao Liang & Xiaozhang Hu & Tian Lan & Meixian Liu & Xin Gao & Denghua Yan, 2021. "Identifying rainfall threshold of flash flood using entropy decision approach and hydrological model method," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 108(2), pages 1427-1448, September.
    5. Brito, Irene, 2020. "A decision model based on expected utility, entropy and variance," Applied Mathematics and Computation, Elsevier, vol. 379(C).

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