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Risk-value models

Citations

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Cited by:

  1. Necker, Sarah & Ziegelmeyer, Michael, 2016. "Household risk taking after the financial crisis," The Quarterly Review of Economics and Finance, Elsevier, vol. 59(C), pages 141-160.
  2. Thomas Leoni, 2010. "What drives the perception of health and safety risks in the workplace? Evidence from European labour markets," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 37(2), pages 165-195, May.
  3. Christine Kaufmann & Martin Weber & Emily Haisley, 2013. "The Role of Experience Sampling and Graphical Displays on One's Investment Risk Appetite," Management Science, INFORMS, vol. 59(2), pages 323-340, July.
  4. repec:ebl:ecbull:v:4:y:2005:i:16:p:1-9 is not listed on IDEAS
  5. Albrecht, Peter, 2003. "Risk measures," Papers 03-01, Sonderforschungsbreich 504.
  6. Franke, Günter & Weber, Martin, 2001. "Heterogeneity of Investors and Asset Pricing in a Risk-Value World," CoFE Discussion Papers 01/08, University of Konstanz, Center of Finance and Econometrics (CoFE).
  7. repec:cup:judgdm:v:7:y:2012:i:2:p:181-188 is not listed on IDEAS
  8. Elke U. Weber & Christopher Hsee, 1998. "Cross-Cultural Differences in Risk Perception, but Cross-Cultural Similarities in Attitudes Towards Perceived Risk," Management Science, INFORMS, vol. 44(9), pages 1205-1217, September.
  9. Berg, Ernst & Schmitz, Bernhard, 2007. "Weather-based instruments in the context of whole farm risk management," 101st Seminar, July 5-6, 2007, Berlin Germany 9269, European Association of Agricultural Economists.
  10. Breitmeyer, Carsten & Hakenes, Hendrik & Pfingsten, Andreas, 2004. "From poverty measurement to the measurement of downside risk," Mathematical Social Sciences, Elsevier, vol. 47(3), pages 327-348, May.
  11. Udo Ebert, 2005. "Measures of downside risk," Economics Bulletin, AccessEcon, vol. 4(16), pages 1-9.
  12. Ivica Dus & Raimond Maurer & Olivia S. Mitchell, 2003. "Betting on Death and Capital Markets in Retirement: A Shortfall Risk Analysis of Life Annuities versus Phased Withdrawal Plans," Working Papers wp063, University of Michigan, Michigan Retirement Research Center.
  13. Brogan, Anita J. & Stidham Jr., Shaler, 2008. "Non-separation in the mean-lower-partial-moment portfolio optimization problem," European Journal of Operational Research, Elsevier, vol. 184(2), pages 701-710, January.
  14. Berg, Ernst & Starp, Michael, 2006. "Farm Level Risk Assessment Using Downside Risk Measures," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25400, International Association of Agricultural Economists.
  15. Pedersen, Christian S., 2000. "Separating risk and return in the CAPM: A general utility-based model," European Journal of Operational Research, Elsevier, vol. 123(3), pages 628-639, June.
  16. repec:cup:judgdm:v:1:y:2006:i::p:33-47 is not listed on IDEAS
  17. Mario Brandtner, 2016. "Spektrale Risikomaße: Konzeption, betriebswirtschaftliche Anwendungen und Fallstricke," Management Review Quarterly, Springer, vol. 66(2), pages 75-115, April.
  18. Sofija Adzic, 2009. "Local Policy For Neutralization Of Conflictsin The Project Of Development Of Public-Private Partnership," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), vol. 5(9), pages 51-62.
  19. repec:cup:judgdm:v:3:y:2008:i::p:317-324 is not listed on IDEAS
  20. Siebenmorgen, Niklas & Weber, Elke U. & Weber, Martin, 2000. "Communicating asset risk : how the format of historic volatility information affects risk perception and investment decisions," Papers 00-38, Sonderforschungsbreich 504.
  21. Schmidt, Ulrich, 2003. "The axiomatic basis of risk-value models," European Journal of Operational Research, Elsevier, vol. 145(1), pages 216-220, February.
  22. Sun Wei & Triest Robert K. & Webb Anthony, 2008. "Optimal Retirement Asset Decumulation Strategies: The Impact of Housing Wealth," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 3(1), pages 1-29, September.
  23. Ann-Renée Blais & Elke U. Weber, 2006. "A Domain-Specific Risk-Taking (DOSPERT)Scale for Adult Populations," CIRANO Working Papers 2006s-24, CIRANO.
  24. 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.
  25. Cillo, Alessandra & Delquié, Philippe, 2014. "Mean-risk analysis with enhanced behavioral content," European Journal of Operational Research, Elsevier, vol. 239(3), pages 764-775.
  26. repec:mea:meawpa:14279 is not listed on IDEAS
  27. He, Ying & Huang, Rui-Hua, 2008. "Risk attributes theory: Decision making under risk," European Journal of Operational Research, Elsevier, vol. 186(1), pages 243-260, April.
  28. Bugar, Gyöngyi & Maurer, Raimond, 2001. "International equity portfolios and currency hedging : the viewpoint of German and Hungarian investors," Papers 01-10, Sonderforschungsbreich 504.
  29. Khan, Mohammad Tariqul Islam & Tan, Siow-Hooi & Chong, Lee-Lee, 2017. "How past perceived portfolio returns affect financial behaviors—The underlying psychological mechanism," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1478-1488.
  30. Rios-Insua, Sixto & Mateos, Alfonso, 1998. "The utility efficient set and its interactive reduction," European Journal of Operational Research, Elsevier, vol. 105(3), pages 581-593, March.
  31. Ivica Dus & Raimond Maurer & Olivia S. Mitchell, 2005. "Betting on Death and Capital Markets in Retirement: A Shortfall Risk Analysis of Life Annuities," NBER Working Papers 11271, National Bureau of Economic Research, Inc.
  32. Ann-Renée Blais & Elke U. Weber, 2006. "Testing Invariance in Risk Taking: A Comparison Between Anglophone and Francophone Groups," CIRANO Working Papers 2006s-25, CIRANO.
  33. Alexander Klos & Elke U. Weber & Martin Weber, 2005. "Investment Decisions and Time Horizon: Risk Perception and Risk Behavior in Repeated Gambles," Management Science, INFORMS, vol. 51(12), pages 1777-1790, December.
  34. Alena Bömmel & Song Song & Piotr Majer & Peter Mohr & Hauke Heekeren & Wolfgang Härdle, 2014. "Risk Patterns and Correlated Brain Activities. Multidimensional Statistical Analysis of fMRI Data in Economic Decision Making Study," Psychometrika, Springer;The Psychometric Society, vol. 79(3), pages 489-514, July.
  35. Predrag Rajsic & Alfons Weersink & Markus Gandorfer, 2009. "Risk and Nitrogen Application Levels," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 57(2), pages 223-239, June.
  36. Ann-Renée Blais & Elke U. Weber, 2006. "A Domain-Specific Risk-Taking (DOSPERT) scale for adult populations," Judgment and Decision Making, Society for Judgment and Decision Making, vol. 1, pages 33-47, July.
  37. Jianmin Jia & James S. Dyer & John C. Butler, 1999. "Measures of Perceived Risk," Management Science, INFORMS, vol. 45(4), pages 519-532, April.
  38. Brandtner, Mario & Kürsten, Wolfgang, 2015. "Decision making with Expected Shortfall and spectral risk measures: The problem of comparative risk aversion," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 268-280.
  39. Yoav Ganzach & Shmuel Ellis & Asya Pazy & Tali Ricci-Siag, 2008. "On the perception and operationalization of risk perception," Judgment and Decision Making, Society for Judgment and Decision Making, vol. 3, pages 317-324, April.
  40. Gelles, Gregory M. & Mitchell, Douglas W., 2002. "Increasingly mean-seeking utility functions and n-asset portfolios," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(5), pages 911-919.
  41. Xiaoxiao Hu & Xiaofei Xie, 2012. "Validation of the Domain-Specific Risk-Taking Scale in Chinese college students," Judgment and Decision Making, Society for Judgment and Decision Making, vol. 7(2), pages 181-188, March.
  42. Durbach, Ian N. & Stewart, Theodor J., 2012. "Modeling uncertainty in multi-criteria decision analysis," European Journal of Operational Research, Elsevier, vol. 223(1), pages 1-14.
  43. John Butler & James Dyer & Jiammin Jia, 2005. "An Empirical Investigation of the Assumptions of Risk-Value Models," Journal of Risk and Uncertainty, Springer, vol. 30(2), pages 133-156, January.
  44. Willebrands, Daan & Lammers, Judith & Hartog, Joop, 2012. "A successful businessman is not a gambler. Risk attitude and business performance among small enterprises in Nigeria," Journal of Economic Psychology, Elsevier, vol. 33(2), pages 342-354.
  45. Merkle, Christoph & Weber, Martin, 2014. "Do investors put their money where their mouth is? Stock market expectations and investing behavior," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 372-386.
  46. Mitchell, Douglas W. & Gelles, Gregory M., 2003. "Risk-value models: Restrictions and applications," European Journal of Operational Research, Elsevier, vol. 145(1), pages 109-120, February.
  47. Kalogeras, Nikos & Pennings, Joost M.E. & Garcia, Philip, 2006. "What Drives Strategic Behavior? A Framework to Explain and Predict SMEs' Transition to Sustainable Production Systems," 2006 Annual meeting, July 23-26, Long Beach, CA 21354, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  48. Wei Lim & Joo Lee-Partridge & Soo Tan, 2008. "Revenue implication of auction value in k-price sealed-bid auctions: An experimental study," Marketing Letters, Springer, vol. 19(1), pages 25-38, March.
  49. Durbach, Ian N. & Stewart, Theodor J., 2011. "An experimental study of the effect of uncertainty representation on decision making," European Journal of Operational Research, Elsevier, vol. 214(2), pages 380-392, October.
  50. Dyer, James S. & Jianmin Jia, 1997. "Relative risk--value models," European Journal of Operational Research, Elsevier, vol. 103(1), pages 170-185, November.
  51. Trappey, Charles V. & Shih, Tsui-Yii & Trappey, Amy J.C., 2007. "Modeling international investment decisions for financial holding companies," European Journal of Operational Research, Elsevier, vol. 180(2), pages 800-814, July.
  52. Liang Zou, 2006. "An Alternative to Prospect Theory," Annals of Economics and Finance, Society for AEF, vol. 7(1), pages 1-28, May.
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