Cumulative prospect theory for parametric and multiattribute utilities

Mathematics of Operations Research

Volumn 26, Issue 1, 2001, Pages 67-81

  Zank, H ^a  

^a UNIVERSITY OF MANCHESTER   (United Kingdom)

Author keywords

Constant absolute (proportional) risk aversion; Cumulative prospect theory; Multiattribute utility theory

Indexed keywords

FUNCTIONS; MATHEMATICAL MODELS; OPERATIONS RESEARCH; RISK ASSESSMENT;

CUMULATIVE PROSPECT THEORY (CPT);

DECISION THEORY;

EID: 0035261809     PISSN: 0364765X     EISSN: None     Source Type: Journal    
DOI: 10.1287/moor.26.1.67.10598     Document Type: Article

References (26)

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