A generalization of Pratt-Arrow measure to nonexpected-utility preferences and inseparable probability and utility

Management Science

Volumn 49, Issue 8, 2003, Pages 1089-1104

  Nau, Robert F ^a  

^a DUKE UNIVERSITY   (United States)

Author keywords

Criteria for decision making under risk and uncertainty; Expected utility theory; Nonexpected utility; Risk aversion; Smooth preferences; Uncertainty aversion

Indexed keywords

DECISION MAKING; FINANCE; INVESTMENTS; MARKETING; MATHEMATICAL MODELS; MATRIX ALGEBRA; PROBABILITY; RANDOM PROCESSES;

EXPECTED UTILITY THEORY; LOCAL RISK AVERSION; STATE PREFERENCE MODEL;

RISK MANAGEMENT;

EID: 0141787936     PISSN: 00251909     EISSN: None     Source Type: Journal    
DOI: 10.1287/mnsc.49.8.1089.16398     Document Type: Article

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