Remarks on ``a measure of risk and a decision-making model based on expected utility and entropy by \textit{J. Yang} and \textit{W. Qiu} [Eur. J. Oper. Res. 164, No. 3, 792--799 (2005; Zbl 1057.91020)]
From MaRDI portal
Publication:879325
DOI10.1016/j.ejor.2006.07.033zbMath1137.91351MaRDI QIDQ879325
Andreas Kleine, Kathrin Fischer
Publication date: 11 May 2007
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2006.07.033
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- Coherent Measures of Risk
- Stochastic Dominance and Expected Utility: Survey and Analysis
- Prospect Theory: An Analysis of Decision under Risk
- Curvature of the Probability Weighting Function