Maxmin under risk

DOI10.1007/S001990100167zbMath1005.91042OpenAlexW2072234367MaRDI QIDQ1597941

Fabio Maccheroni

Publication date: 4 June 2002

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001990100167

zbMATH Keywords

expected utilitynonexpected utilityminimum expected utility

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (18)

Preference Robust Modified Optimized Certainty Equivalent ⋮ Inter-temporal preference for flexibility and risky choice ⋮ Preference robust distortion risk measure and its application ⋮ Scalarization methods and expected multi-utility representations ⋮ Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making ⋮ Adaptive risk assessments ⋮ Cautious stochastic choice, optimal stopping and deliberate randomization ⋮ On concave functions over lotteries ⋮ A nonsmooth approach to nonexpected utility theory under risk ⋮ Zhou's aggregation theorems with multiple welfare weights ⋮ Parametric multi-attribute utility functions for optimal profit under risk constraints ⋮ Robust return risk measures ⋮ Second-order ambiguous beliefs ⋮ Taking Risk into Account in Electricity Portfolio Management ⋮ Expected utility theory without the completeness axiom. ⋮ Mixed extensions of decision problems under uncertainty ⋮ Worst-case risk with unspecified risk preferences ⋮ Expected utility, independence, and continuity

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