Risk Independence and Multiattributed Utility Functions

DOI10.2307/1913880MaRDI QIDQ5684799zbMATH OpenOpenAlexFDO

Authors Ralph L. Keeney

Publication date 1973

Published in Econometrica (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/1721.1/5335

Mathematics Subject Classification ID

Utility theory (91B16)

Cited in

(10)

• Stationary cardinal utility and optimal growth under uncertainty
• Utility theory
• Seven independence concepts and continuous multiattribute utility functions
• Multivariate constant risk posture
• Multiattribute utility theory: A survey
• Univariate and multivariate measures of risk aversion and risk premiums
• Incentive roles and fringe benefits in compensation contracts
• Correlation aversion and bivariate stochastic dominance with respect to reference functions
• A new class of sufficient conditions for the first-order approach to the principal-agent problem
• Implicit contracts with effort incentives

This page was built for publication: Risk Independence and Multiattributed Utility Functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5684799)