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CONDITIONAL RISK ANALYSIS

Authors :
Alan L. Saipe
Source :
Decision Sciences. 9:19-36
Publication Year :
1978
Publisher :
Wiley, 1978.

Abstract

This paper introduces conditional risk analysis as a new approach to extend the standard risk analysis method of Hertz. An exercise in profit planning is used to illustrate the special features of conditional risk analysis: total risk measurement, risk decomposition, factor outcome analysis and variable significance analysis. Mathematical expressions are presented for performing the various analyses.

Subjects

Subjects :
Conditional risk
Total risk
Information Systems and Management
Profit (accounting)
Computer science
Strategy and Management
Outcome analysis
Entropic value at risk
General Business, Management and Accounting
Dynamic risk measure
Variable (computer science)
Standard Risk
Management of Technology and Innovation
Statistics
Econometrics

Details

ISSN :
15405915 and 00117315
Volume :
9
Database :
OpenAIRE
Journal :
Decision Sciences
Accession number :
edsair.doi...........ffaae291b9de8a0b63790b66e218d342

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