Decision Utility Theory: Back to von Neumann, Morgenstern, and Markowitz
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References listed on IDEAS
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Cited by:
- Krzysztof Piasecki, 2012.
"The basis of financial arithmetic from the viewpoint of utility theory,"
Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 22(3), pages 37-53.
- Krzysztof Piasecki, 2013. "Basis of financial arithmetic from the viewpoint of the utility theory," Papers 1302.0537, arXiv.org.
- 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.
- Piasecki, Krzysztof, 2011. "Effectiveness of securities with fuzzy probabilistic return," MPRA Paper 46214, University Library of Munich, Germany.
- Latifa Ghalayini & Dana Deeb, 2021. "Utility Measurement in Integrative Negotiation," Information Management and Business Review, AMH International, vol. 13(1), pages 1-15.
- Krzysztof M. Piasecki, 2011. "Effectiveness of securities with fuzzy probabilistic return," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 21(2), pages 65-78.
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More about this item
Keywords
Expected Utility Theory; Markowitz Hypothesis; Prospect Theory; Decision Utility; Allais Paradox; Common Ratio Effect; Risk Attitude Measures; Aspiration Level.;All these keywords.
JEL classification:
- 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 fields
This paper has been announced in the following NEP Reports:- NEP-EVO-2010-12-18 (Evolutionary Economics)
- NEP-NEU-2010-12-18 (Neuroeconomics)
- NEP-UPT-2010-12-18 (Utility Models and Prospect Theory)
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