Maxmin under risk

DOI10.1007/S001990100167MaRDI QIDQ1597941zbMATH OpenOpenAlexFDO

Authors 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)

Cited in

(18)

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

This page was built for publication: Maxmin under risk

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1597941)