Conditions on Risk Attitude for a Single Attribute

For a decision problem having consequences described by a single attribute, the task of determining a utility function can be facilitated by verifying that the decision maker's risk attitude satisfies a condition such as constant risk aversion. We investigate a general class of conditions on ri...

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Bibliographische Detailangaben
Veröffentlicht in:Management Science. - Institute for Operations Research and the Management Sciences, 1954. - 27(1981), 2, Seite 190-203
1. Verfasser: Harvey, Charles M. (VerfasserIn)
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 1981
Zugriff auf das übergeordnete Werk:Management Science
Schlagworte:Utility/Preference-Theory Economics Behavioral sciences Mathematics