Decomposing the Cross Derivatives of a Multiattribute Utility Function into Risk Attitude and Value

DOI10.1287/deca.1110.0205zbMath1398.91253OpenAlexW2115195368MaRDI QIDQ4691929

Ali E. Abbas

Publication date: 24 October 2018

Published in: Decision Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/deca.1110.0205

zbMATH Keywords

value functionscross derivativesmultivariate risk aversionmultiattribute utility

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (4)

Aspects of optimization with stochastic dominance ⋮ Nuclear emergency decision support: a behavioural OR perspective ⋮ The Multiattribute Utility Tree ⋮ Theory of Generalized Risk Attitudes

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• Risk Aversion in the Small and in the Large

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