The Pearson system of utility functions
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- Chang, Ching-Ter, 2011. "Multi-choice goal programming with utility functions," European Journal of Operational Research, Elsevier, vol. 215(2), pages 439-445, December.
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More about this item
Keywordscoefficient of risk aversion; elicitation of preferences under risk; expected utility; HARA utility functions; Pearson system of distributions; prospect theory; probability weighting function; target- based decisions.;
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
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