Decision Utility Theory: Back to von Neumann, Morgenstern, and Markowitz
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References listed on IDEAS
- Bernard M.S. van Praag & Paul Frijters, 1999. "The measurement of welfare and well-being; the Leyden approach," School of Economics and Finance Discussion Papers and Working Papers Series 071a, School of Economics and Finance, Queensland University of Technology.
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- Krzysztof Piasecki, 2012. "The basis of financial arithmetic from the viewpoint of utility theory," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 3, pages 37-53.
- Krzysztof M. Piasecki, 2011.
"Effectiveness of securities with fuzzy probabilistic return,"
Operations Research and Decisions,
Wroclaw University of Technology, Institute of Organization and Management, vol. 2, pages 65-78.
- Piasecki, Krzysztof, 2011. "Effectiveness of securities with fuzzy probabilistic return," MPRA Paper 46214, University Library of Munich, Germany.
- repec:wut:journl:v:3:y:2012:id:1044 is not listed on IDEAS
- Kontek, Krzysztof, 2010. "Linking Decision and Time Utilities," MPRA Paper 27541, University Library of Munich, Germany.
- Krzysztof Piasecki, 2013. "Basis of financial arithmetic from the viewpoint of the utility theory," Papers 1302.0537, arXiv.org.
More about this item
KeywordsExpected Utility Theory; Markowitz Hypothesis; Prospect Theory; Decision Utility; Allais Paradox; Common Ratio Effect; Risk Attitude Measures; Aspiration Level.;
- D03 - Microeconomics - - General - - - Behavioral Microeconomics: Underlying Principles
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- C91 - Mathematical and Quantitative Methods - - Design of Experiments - - - Laboratory, Individual Behavior
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-12-18 (All new papers)
- NEP-EVO-2010-12-18 (Evolutionary Economics)
- NEP-NEU-2010-12-18 (Neuroeconomics)
- NEP-UPT-2010-12-18 (Utility Models & Prospect Theory)
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