The Pearson system of utility functions
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- LiCalzi, Marco & Sorato, Annamaria, 2006. "The Pearson system of utility functions," European Journal of Operational Research, Elsevier, vol. 172(2), pages 560-573, July.
References listed on IDEAS
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Citations
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Cited by:
- Abbas, Ali E., 2007. "Moments of utility functions and their applications," European Journal of Operational Research, Elsevier, vol. 180(1), pages 378-395, July.
- Denis Conniffe, 2007.
"The Generalised Extreme Value Distribution as Utility Function,"
The Economic and Social Review, Economic and Social Studies, vol. 38(3), pages 275-288.
- Denis Conniffe, 2007. "The Generalised Extreme Value Distribution as Utility Function," Economics Department Working Paper Series n1780907, Department of Economics, National University of Ireland - Maynooth.
- Fausto Corradin & Domenico Sartore, 2020.
"Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions,"
Advances in Decision Sciences, Asia University, Taiwan, vol. 24(3), pages 142-217, September.
- Fausto Corradin & Domenico Sartore, 2018. "Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions," Working Papers 2018:24, Department of Economics, University of Venice "Ca' Foscari".
- Brett Houlding & Frank P. A. Coolen & Donnacha Bolger, 2015. "A Conjugate Class of Utility Functions for Sequential Decision Problems," Risk Analysis, John Wiley & Sons, vol. 35(9), pages 1611-1622, September.
- Joost M.E. Pennings & Philip Garcia, 2009. "The informational content of the shape of utility functions: financial strategic behavior," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 30(2), pages 83-90.
- Fausto Corradin & Domenico Sartore, 2020.
"Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions,"
Advances in Decision Sciences, Asia University, Taiwan, vol. 24(3), pages 142-217, September.
- Fausto Corradin & Domenico Sartore, 2020. "Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions," International Association of Decision Sciences, Asia University, Taiwan, vol. 24(3), pages 142-217, September.
- Fausto Corradin & Domenico Sartore, 2018. "Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions," Working Papers 2018:24, Department of Economics, University of Venice "Ca' Foscari".
- Chang, Ching-Ter, 2011. "Multi-choice goal programming with utility functions," European Journal of Operational Research, Elsevier, vol. 215(2), pages 439-445, December.
- Jack Meyer, 2010.
"Representing risk preferences in expected utility based decision models,"
Annals of Operations Research, Springer, vol. 176(1), pages 179-190, April.
- Meyer, Jack, 2007. "Representing Risk Preferences in Expected Utility Based Decision Models," SCC-76 Meeting, 2007, March 15-17, Gulf Shores, Alabama 9380, SCC-76: Economics and Management of Risk in Agriculture and Natural Resources.
- Taras Bodnar & Dmytro Ivasiuk & Nestor Parolya & Wolfgang Schmid, 2023. "Multi-period power utility optimization under stock return predictability," Computational Management Science, Springer, vol. 20(1), pages 1-27, December.
- Zhengwei Sun & Ali E. Abbas, 2014. "On the sensitivity of the value of information to risk aversion in two-action decision problems," Environment Systems and Decisions, Springer, vol. 34(1), pages 24-37, March.
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More about this item
Keywords
coefficient 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.;All these keywords.
JEL classification:
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
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