Why risk is not variance: An expository note

Risk Analysis

Volumn 28, Issue 4, 2008, Pages 925-928

  Cox Jr , Louis Anthony ^a  

^a Cox Associates ^*  (United States)

Author keywords

Expected utility; Mean variance analysis; Risk measure; Stochastic dominance; Variance

Indexed keywords

DECISION MAKING; FINANCIAL DATA PROCESSING; HEALTH RISKS; PROBABILITY; PROBLEM SOLVING; RANDOM PROCESSES; RELIABILITY; RISK ANALYSIS; RISKS; SAFETY ENGINEERING; SAFETY FACTOR; STANDARDS; TECHNOLOGY;

EFFICIENT FRONTIERS; EXPECTED UTILITY; HEALTH , SAFETY , AND ENVIRONMENTAL; INVESTMENT RISKS; LOWER PROBABILITIES; MEAN-VARIANCE; MEAN-VARIANCE ANALYSIS; NEUMANN-MORGENSTERN; POSITIVE PROBABILITY; RELIABILITY ENGINEERING; RISK MEASURE; STANDARD DEVIATION; STOCHASTIC DOMINANCE; UTILITY THEORY; VARIANCE;

RISK ASSESSMENT;

DECISION MAKING; INVESTMENT; MEASUREMENT METHOD; RISK ASSESSMENT; STOCHASTICITY; VARIANCE ANALYSIS;

ANALYSIS OF VARIANCE; ARTICLE; DECISION MAKING; ENVIRONMENTAL HEALTH; HEALTH HAZARD; INVESTMENT; MATHEMATICAL MODEL; STATISTICAL SIGNIFICANCE;

DECISION SUPPORT TECHNIQUES; PROBABILITY; RISK;

EID: 48349098701     PISSN: 02724332     EISSN: 15396924     Source Type: Journal    
DOI: 10.1111/j.1539-6924.2008.01062.x     Document Type: Article

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