Representing risk preferences in expected utility based decision models
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Publication:993718
DOI10.1007/S10479-008-0381-7zbMATH Open1233.91083OpenAlexW2094866269MaRDI QIDQ993718FDOQ993718
Authors: Jack Meyer
Publication date: 20 September 2010
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: http://ageconsearch.umn.edu/record/9380/files/cp07me02.pdf
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Cites Work
- Optimum consumption and portfolio rules in a continuous-time model
- Prospect Theory: An Analysis of Decision under Risk
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- Risk Aversion in the Small and in the Large
- The Pearson system of utility functions
- Relative risk aversion: what do we know?
- A Note on Generating Globally Regular Indirect Utility Functions
Cited In (21)
- Utility basis of consumption and investment decisions in a risk environment
- Onbespokedecision-aid under risk: the engineering behind preference elicitation
- A Diamond-Stiglitz approach to the demand for self-protection
- Representation of preferences by quasi-linear means
- Multi-utility representations of incomplete preferences induced by set-valued risk measures
- Discrete Arrow-Pratt indexes for risk and uncertainty
- Sometimes more, sometimes less: prudence and the diversification of risky insurance coverage
- Structured Prescriptive Models of Risk Attitudes
- Modeling attitudes towards uncertainty and risk through the use of Choquet integral
- Risk averse preference models for normalised lotteries based on simulation
- Utility functions based on net present worth
- A measure of risk and a decision-making model based on expected utility and entropy
- Retail service for mixed retail and e-tail channels
- Preferences with frames: A new utility specification that allows for the framing of risks
- The Pearson system of utility functions
- Sourcing decision under interconnected risks: an application of mean-variance preferences approach
- Eliciting risk preferences using choice lists
- Stability, efficiency, and contentedness of social storage networks
- Security level, potential level, expected utility: a three-criteria decision model under risk
- Evaluating decision maker ``type under \(p\)-additive utility representations
- Constant Exchange Risk Properties
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