Parametric multi-attribute utility functions for optimal profit under risk constraints
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Publication:430155
DOI10.1007/s11238-011-9255-6zbMath1242.91068MaRDI QIDQ430155
Laetitia Andrieu, Michel De Lara, Babacar Seck
Publication date: 20 June 2012
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11238-011-9255-6
loss aversion; utility functions; risk measures; maxmin; conditional value-at-risk; non-expected utility theory
91B16: Utility theory
Cites Work
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