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Yamashita, M. (2025) Quantum Risk Measures: A Consideration from Quantum Theory. Keiei Ronshu, 105, Toyo University.

has been cited by the following article:

• TITLE: Risk Measure Contextuality by Quantum Weak Value in Quantum Decision Theory

  AUTHORS: Miwaka Yamashita

  KEYWORDS: Quantum Decision Theory, Weak Value, Risk Measure, Time Evolution, Moral Hazard

  JOURNAL NAME: Journal of Mathematical Finance, Vol.16 No.2, April 30, 2026

  ABSTRACT: This paper introduces decision-making and risk-measure models based on advanced quantum theory, which address the contextuality of decisions more flexibly than previous approaches. Contextuality affects how risk is perceived, and changes in decision-making are modeled using quantum time evolution and weak values. Numerical simulations reveal that the weak value model captures contextual shifts in risk magnitude in both directions—amplification and reduction—which cannot be expressed by simple projection or time evolution alone. Empirical applications include moral hazard and inverse moral hazard, where contextuality renders the risk either more or less severe, such as governmental monetary aids examples.