Decomposing the Cross Derivatives of a Multiattribute Utility Function into Risk Attitude and Value
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DOI: 10.1287/deca.1110.0205
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- William B. Haskell & J. George Shanthikumar & Z. Max Shen, 2017. "Aspects of optimization with stochastic dominance," Annals of Operations Research, Springer, vol. 253(1), pages 247-273, June.
- Ali E. Abbas, 2011. "The Multiattribute Utility Tree," Decision Analysis, INFORMS, vol. 8(3), pages 180-205, September.
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- L. Robin Keller & Ali Abbas & J. Eric Bickel & Vicki M. Bier & David V. Budescu & John C. Butler & Philippe Delquié & Kenneth C. Lichtendahl & Jason R. W. Merrick & Ahti Salo & George Wu, 2011. "From the Editors ---Probability Scoring Rules, Ambiguity, Multiattribute Terrorist Utility, and Sensitivity Analysis," Decision Analysis, INFORMS, vol. 8(4), pages 251-255, December.
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Keywords
multiattribute utility; multivariate risk aversion; cross derivatives; value functions;All these keywords.
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