Relative Risk Aversion
From MaRDI portal
Publication:3948822
DOI10.1287/mnsc.28.8.875zbMath0487.90004OpenAlexW2063562463MaRDI QIDQ3948822
James S. Dyer, Rakesh K. Sarin
Publication date: 1982
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.28.8.875
multicriteria decision makinggroup decision makingdecision making under riskrelative risk aversionmeasures of risk attitude
Related Items
Reconciling introspective utility with revealed preference: experimental arguments based on prospect theory ⋮ Risk seeking with diminishing marginal utility in a non-expected utility model ⋮ Recent developments in modelling preferences under risk ⋮ Multiattribute Utility Functions Satisfying Mutual Preferential Independence ⋮ Invariant multiattribute utility functions ⋮ Multithreat multisite protection: a security case study ⋮ Security economics: an adversarial risk analysis approach to airport protection ⋮ The strength of preference and the splitting of the von Neumann-Morgenstern utility function ⋮ Multidimensional risk aversion: the cardinal sin ⋮ Evaluating time streams of income: Discounting what? ⋮ Subjective expected utility with signed threshold ⋮ Archimedean Utility Copulas with Polynomial Generating Functions ⋮ General decompositions of multiattribute utility functions with partial utility independence ⋮ Many good choice axioms: When can many-good lotteries be treated as money lotteries? ⋮ Subjective expected utility theory revisited: A reductio ad absurdum paradox ⋮ An integrated algebraic approach to conflict resolution with three-level preference ⋮ An index of loss aversion ⋮ Strength of preference in graph models for multiple-decision-maker conflicts ⋮ The behavioural components of risk aversion ⋮ Rethinking risk attitude: Aspiration as pure risk ⋮ Decomposing the Cross Derivatives of a Multiattribute Utility Function into Risk Attitude and Value ⋮ A Multiattribute Sealed-Bid Procurement Auction with Multiple Budgets for Government Vendor Selection ⋮ An Empirical Examination of Multiple Objective Risk Attitudes ⋮ Theory of Generalized Risk Attitudes ⋮ REALISTIC UTILITY VERSUS GAME UTILITY: A PROPOSAL FOR DEALING WITH THE SPREAD OF UNCERTAIN PROSPECTS ⋮ Utility functions based on net present worth ⋮ A measurement of the certainty effect ⋮ Decision analysis models in reinsurance ⋮ Associative joint receipts ⋮ Relative risk-value models ⋮ Adversarial risk analysis as a decomposition method for structured expert judgement modelling ⋮ Ordinale versus kardinale Messung beim Bernoulli-Prinzip. Eine Analogiebetrachtung von Risiko und Zeitpräferenz ⋮ Kompensation bei Entscheidungskriterien ⋮ Separating marginal utility and probabilistic risk aversion ⋮ Application of fuzzy theories to multiple objective decision making in system design ⋮ On assessing the \(H\) value in fuzzy linear regression ⋮ Patchwork Constructions of Multiattribute Utility Functions ⋮ On the problem of weights in multiple criteria decision making (the noncompensatory approach)