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Chapter 14 - The Risk Aversion Function

from Part IV - Properties of Single-Attribute Utility Functions

Published online by Cambridge University Press:  27 June 2018

Ali E. Abbas
Ali E. Abbas
Affiliation:
University of Southern California
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Foundations of Multiattribute Utility , pp. 272 - 292
Publisher: Cambridge University Press
Print publication year: 2018

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References

Additional Readings

Abbas, A. E. 2007. Invariant utility functions and certain equivalent transformations. Decision Analysis 4(3): 17–31.Google Scholar
Abbas, A. E. 2012. Valuing changes in investment opportunities. Operations Research 60(6): 1451–1460.CrossRefGoogle Scholar
Abbas, A. E. and Aczél, J.. 2010. The role of some functional equations in decision analysis. Decision Analysis 7(2): 215–228.Google Scholar
Arrow, K. J. 1965. The Theory of Risk Aversion. Lecture 2 in Aspects of the Theory of Risk-Bearing. Yrjo Jahnssonin Saatio, Helsinki.Google Scholar
Pratt, J. 1964. Risk aversion in the small and in the large. Econometrica 32: 122–136.CrossRefGoogle Scholar

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  • The Risk Aversion Function
  • Ali E. Abbas, University of Southern California
  • Book: Foundations of Multiattribute Utility
  • Online publication: 27 June 2018
  • Chapter DOI: https://doi.org/10.1017/9781316596739.021
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  • The Risk Aversion Function
  • Ali E. Abbas, University of Southern California
  • Book: Foundations of Multiattribute Utility
  • Online publication: 27 June 2018
  • Chapter DOI: https://doi.org/10.1017/9781316596739.021
Available formats
×

Save book to Google Drive

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.

  • The Risk Aversion Function
  • Ali E. Abbas, University of Southern California
  • Book: Foundations of Multiattribute Utility
  • Online publication: 27 June 2018
  • Chapter DOI: https://doi.org/10.1017/9781316596739.021
Available formats
×