Risk & Risk-Value Models

Session: MA10
Date/Time: Monday 08:00-09:30
Type: Sponsored
Sponsor: Decision Analysis Society
Track:
Cluster:
Room:
Chair: James S. Dyer
Chair Address: University of Texas, CBA 5.202, Austin, TX 78712
Chair E-mail: _j.dyer@mail.utexas.edu
Chair:
Chair Address:
Chair E-mail:

MA10.1 Risk Measurement Under Ambiguity

Hans Wolfgang Brachinger; Universitat Fribourg, Seminar Fur Statistik, Av de Beauregard 13, Fribourg, CH-1700 , switzerland; hanswolfgang.brachinger@unifr.ch
MA10.2 Who's Afraid of a Little Risk? Comparing Risk Attitudes Derived From Expected Utility & Risk-Value Models

Elke U. Weber; Ohio State University, 142 Townshend Hall, 1885 Neil Ave., Columbus, OH 43210; weber.211@osu.edu
MA10.3 Separating Risk & Return in the Capital Asset Pricing Model: A General Utility-Based Model

Christian S. Pedersen; Trinity College, Trinity St., Cambridge, CB2 1TQ , United Kingdom; cs.pedersen@econ.am.ac.uk
MA10.4 Measuring Return in Risk/Return Models

David Bell; Harvard Business School, Morgan Hall 171, Boston, MA 02163; dbell@hbs.edu

For information on individual presentations, please contact the authors directly.

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