Risk-Adjusted Performance Measures: A Comment on Elbasha
Author:
Publisher
Springer Science and Business Media LLC
Subject
Public Health, Environmental and Occupational Health,Health Policy,Pharmacology
Link
https://link.springer.com/content/pdf/10.1007/s40273-022-01153-7.pdf
Reference6 articles.
1. Elbasha E. Cost-effectiveness risk-aversion curves: comparison of risk-adjusted performance measures and expected-utility approaches. Pharmacoeconomics. 2022;40:497–507. https://doi.org/10.1007/s40273-021-01123-5.
2. Sendi P. Dealing with bad risk in cost-effectiveness analysis: the cost-effectiveness risk-aversion curve. Pharmacoeconomics. 2021;39:161–9.
3. Sendi P, Matter-Walstra K, Schwenkglenks M. Handling uncertainty in cost-effectiveness analysis: budget impact and risk aversion. Healthcare. 2021;9:1419. https://doi.org/10.1007/s40273-020-00969-5.
4. Plantinga A, van der Meer R, Sortino F. The impact of downside risk on risk-adjusted performace of mutual funds in the Euronext markets. (July 19, 2001), Available at https://doi.org/10.2139/ssrn.277352.
5. Jia J, Dyer JS. A standard measure of risk and risk-value models. Manage Sci. 1996;42(12):1691–705.
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1. Authors’ Reply to Comment on “Risk-Adjusted Performance Measures”;PharmacoEconomics;2022-06-17
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