Multivariate Risk Aversion, Utility Independence and Separable Utility Functions
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(54)- Stochastic dominance with pair-wise risk aversion
- Distributional efficiency in multiobjective stochastic linear programming
- Approximations of multiattribute utility functions
- Optimal consumption and portfolio rules with intertemporally dependent utility of consumption
- On risk aversion with two risks
- Multidimensional Pigou-Dalton transfers and social evaluation functions
- An equilibrium model of the supply chain network under multi-attribute behaviors analysis
- Asset prices and changes in risk within a bivariate model
- Health and portfolio choices: a diffidence approach
- Nuclear emergency decision support: a behavioural OR perspective
- Multiattribute utility functions, partial information on coefficients, and efficient choice
- A general theory of risk apportionment
- Accounting for risk factors on health outcomes: the case of Luxembourg
- Comparative risk aversion with two risks
- Self-insurance and saving under a two-argument utility framework
- Diversification and risk attitudes toward two risks
- Intensity of preferences for bivariate risk apportionment
- Health care investment: the case of multiple sources of risk
- Optimal saving and health prevention
- On expected utility for financial insurance portfolios with stochastic dependencies
- Risk apportionment via bivariate stochastic dominance
- The aggregation of preferences: Can we ignore the past?
- Comparative ross risk aversion in the presence of mean dependent risks
- Vulnerability to individual and aggregate poverty
- Fundamental concepts of qualitative probabilistic networks
- Multidimensional risk aversion: the cardinal sin
- Multivariate concave and convex stochastic dominance
- Multiplicative utilities for health and consumption
- Elicitation of multiattribute value functions through high dimensional model representations: monotonicity and interactions
- Allocation of tasks for reliability growth using multi-attribute utility
- Another look at risk apportionment
- Ein Scoring-Modell bei mehrfacher Zielsetzung mit unsicheren oder fehlenden Daten und abhängigen Zielen
- Stochastic Orderings of Convex-Type for Discrete Bivariate Risks
- Decomposing the cross derivatives of a multiattribute utility function into risk attitude and value
- A generalized sampling approach for multilinear utility functions given partial preference information
- Search Before Trade-offs Are Known
- Bivariate almost stochastic dominance
- Multivariate utility maximization with proportional transaction costs
- Eliciting risk preferences and elasticity of substitution
- Functional ANOVA, ultramodularity and monotonicity: applications in multiattribute utility theory
- Price and hedging policy: The case of an intertemporarily risk averse bank
- Optimal multivariate financial decision making
- On cross-risk vulnerability
- Correlation aversion and bivariate stochastic dominance with respect to reference functions
- Optimal combination of requirement and reward in financial incentive programs for weight loss
- Possible convexity of the indirect utility function due to nonlinear budget constraints
- Stochastic impatience and the separation of time and risk preferences
- Multivariate risk attitude: a comparison of alternative approaches in sustainability policies
- Bi-attribute utility preference robust optimization: a continuous piecewise linear approximation approach
- Utility functions based on net present worth
- Almost expectation and excess dependence notions
- Risk neutrality regions
- Multivariate decisions with unknown price vector
- Some consequences of correlation aversion in decision science
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