Representing risk preferences in expected utility based decision models

DOI10.1007/s10479-008-0381-7zbMath1233.91083OpenAlexW2094866269MaRDI QIDQ993718

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

zbMATH Keywords

risk preferencesexpected utilitymarginal utility

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16)

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Cites Work

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• Optimum consumption and portfolio rules in a continuous-time model
• Relative risk aversion: what do we know?
• The Pearson system of utility functions
• A Note on Generating Globally Regular Indirect Utility Functions
• Prospect Theory: An Analysis of Decision under Risk
• Risk Aversion in the Small and in the Large