Parametric multi-attribute utility functions for optimal profit under risk constraints
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Bibliographic InfoArticle provided by Springer in its journal Theory and Decision.
Volume (Year): 72 (2012)
Issue (Month): 2 (February)
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Web page: http://www.springerlink.com/link.asp?id=100341
Risk measures; Utility functions; Non-expected utility theory; Maxmin; Conditional value-at-risk; Loss aversion; D81;
Find related papers by JEL classification:
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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