The question is always, "Which one?" Having recently read To Lose a Battle, Alistair Horne's history of the 1940 campaign in France, I have to say that some very high ranking officers have been very bad at assessing risk.
In my opinion, if you want to get good at assessing risk then you should play a strategy game where you're not the only player. For example, age of empires 4 multiplayer free for all with seven other players is peak analyzing risk. You have to think about so many things.
Not sure that the four stars have much of a good reputation these days; many seem to have taken some bad risks late in their careers and after…