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Choices with Risk: Beyond the Mean and Variance

Author

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  • Alderfer, Clayton P
  • Bierman, Harold, Jr

Abstract

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Suggested Citation

  • Alderfer, Clayton P & Bierman, Harold, Jr, 1970. "Choices with Risk: Beyond the Mean and Variance," The Journal of Business, University of Chicago Press, vol. 43(3), pages 341-353, July.
    • Handle: RePEc:ucp:jnlbus:v:43:y:1970:i:3:p:341-53
    DOI: 10.1086/295286
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    Citations

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    Cited by:

    1. Rui Pedro Brito & Hélder Sebastião & Pedro Godinho, 2016. "Efficient skewness/semivariance portfolios," Journal of Asset Management, Palgrave Macmillan, vol. 17(5), pages 331-346, September.
    2. John Lintner, 1976. "Interest Rate Expectations and Optimal Forward Commitments for Institutional Investors," NBER Chapters, in: Explorations in Economic Research, Volume 3, number 4, pages 445-520, National Bureau of Economic Research, Inc.
    3. Bill Woodland & Linda Woodland, 1999. "Expected utility, skewness, and the baseball betting market," Applied Economics, Taylor & Francis Journals, vol. 31(3), pages 337-345.
    4. Carl Schweser & Thomas Schneeweis, 1980. "Risk Return And The Multi-Dimensional Security Pricing Market," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 3(1), pages 23-30, March.
    5. Jytte Nielsen & Susan Chilton & Michael Jones-Lee & Hugh Metcalf, 2010. "How would you like your gain in life expectancy to be provided? An experimental approach," Journal of Risk and Uncertainty, Springer, vol. 41(3), pages 195-218, December.
    6. Rui Pedro Brito & Hélder Sebastião & Pedro Godinho, 2015. "Efficient Skewness/Semivariance Portfolios," GEMF Working Papers 2015-05, GEMF, Faculty of Economics, University of Coimbra.
    7. Charlene C Wu & Peter Bossaerts & Brian Knutson, 2011. "The Affective Impact of Financial Skewness on Neural Activity and Choice," PLOS ONE, Public Library of Science, vol. 6(2), pages 1-7, February.
    8. Daphne Lui & Stanimir Markov & Ane Tamayo, 2007. "What Makes a Stock Risky? Evidence from Sell‐Side Analysts' Risk Ratings," Journal of Accounting Research, Wiley Blackwell, vol. 45(3), pages 629-665, June.
    9. Stefanescu, Razvan & Dumitriu, Ramona, 2015. "Conţinutul analizei seriilor de timp financiare [The Essentials of the Analysis of Financial Time Series]," MPRA Paper 67175, University Library of Munich, Germany.
    10. Rui Pedro Brito & Hélder Sebastião & Pedro Godinho, 2016. "Efficient skewness/semivariance portfolios," Journal of Asset Management, Palgrave Macmillan, vol. 17(5), pages 331-346, September.
    11. Wang, Mei & Fischbeck, Paul, 2004. "Evaluating lotteries, risks, and risk mitigation programs : a comparison of China and the United States," Papers 04-13, Sonderforschungsbreich 504.
    12. Stefanescu, Razvan & Dumitriu, Ramona, 2015. "Alegerea soluţiilor pentru expunerile faţă de risc [Choosing solutions to risk exposures]," MPRA Paper 65074, University Library of Munich, Germany.
    13. Mkael Symmonds & Nicholas D Wright & Elizabeth Fagan & Raymond J Dolan, 2013. "Assaying the Effect of Levodopa on the Evaluation of Risk in Healthy Humans," PLOS ONE, Public Library of Science, vol. 8(7), pages 1-10, July.

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