메뉴 건너뛰기




Volumn 186, Issue 1, 2008, Pages 243-260

Risk attributes theory: Decision making under risk

Author keywords

Decision analysis; Multi attribute utility; Risk analysis; Risk attributes

Indexed keywords

DECISION MAKING; DECISION THEORY; OPERATIONS RESEARCH; OPTIMIZATION; RISK ANALYSIS; RISK MANAGEMENT;

EID: 35349031030     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2007.01.012     Document Type: Article
Times cited : (18)

References (53)
  • 1
    • 0036217421 scopus 로고    scopus 로고
    • A genuine rank-dependent generalization of the Von Neumann-Morgenstern expected utility theorem
    • Abdellaoui M. A genuine rank-dependent generalization of the Von Neumann-Morgenstern expected utility theorem. Econometrica 70 2 (2002) 717-736
    • (2002) Econometrica , vol.70 , Issue.2 , pp. 717-736
    • Abdellaoui, M.1
  • 2
    • 0001248680 scopus 로고
    • Le comportement de l'homme rationnel devant le risqué: Critique des postulats et axiomes de l'ecole americaine
    • Allais M. Le comportement de l'homme rationnel devant le risqué: Critique des postulats et axiomes de l'ecole americaine. Econometrica 21 (1953) 503-546
    • (1953) Econometrica , vol.21 , pp. 503-546
    • Allais, M.1
  • 4
    • 0018495086 scopus 로고
    • Measurable multiattribute value functions
    • Dyer J.S., and Sarin R.K. Measurable multiattribute value functions. Operations Research 27 4 (1979) 810-822
    • (1979) Operations Research , vol.27 , Issue.4 , pp. 810-822
    • Dyer, J.S.1    Sarin, R.K.2
  • 5
    • 34248688769 scopus 로고
    • Multivalent preference structures
    • Farquhar P.H. Multivalent preference structures. Mathematical Social Sciences 1 4 (1981) 397-408
    • (1981) Mathematical Social Sciences , vol.1 , Issue.4 , pp. 397-408
    • Farquhar, P.H.1
  • 7
    • 0021519368 scopus 로고
    • Multiattribute nonlinear utility theory
    • Fishburn P.C. Multiattribute nonlinear utility theory. Management Science 30 11 (1984) 1301-1310
    • (1984) Management Science , vol.30 , Issue.11 , pp. 1301-1310
    • Fishburn, P.C.1
  • 8
    • 38249019322 scopus 로고
    • Skew symmetric additive utility with finite states
    • Fishburn P.C. Skew symmetric additive utility with finite states. Mathematical Social Sciences 19 2 (1990) 103-115
    • (1990) Mathematical Social Sciences , vol.19 , Issue.2 , pp. 103-115
    • Fishburn, P.C.1
  • 10
    • 84989436555 scopus 로고
    • Two-piece von Neumann-Morgenstern utility functions
    • Fishburn P.C., and Kochenberger G.A. Two-piece von Neumann-Morgenstern utility functions. Decision Science 10 (1979) 503-518
    • (1979) Decision Science , vol.10 , pp. 503-518
    • Fishburn, P.C.1    Kochenberger, G.A.2
  • 11
    • 0007000615 scopus 로고
    • Cross-modality matching of money against other continua
    • Moskowitz H.R., et al. (Ed), Reidel, Dordrecht, Holland
    • Galanter E., and Pliner P. Cross-modality matching of money against other continua. In: Moskowitz H.R., et al. (Ed). Sensation and Measurement (1974), Reidel, Dordrecht, Holland 5-76
    • (1974) Sensation and Measurement , pp. 5-76
    • Galanter, E.1    Pliner, P.2
  • 12
    • 0033071923 scopus 로고    scopus 로고
    • On the shape of the probability weighting function
    • Gonzalez R., and Wu G. On the shape of the probability weighting function. Cognitive Psychology 38 (1999) 129-166
    • (1999) Cognitive Psychology , vol.38 , pp. 129-166
    • Gonzalez, R.1    Wu, G.2
  • 13
    • 0000823520 scopus 로고
    • A theory of disappointment in decision making under uncertainty
    • Gul F. A theory of disappointment in decision making under uncertainty. Econometrica 59 (1991) 667-686
    • (1991) Econometrica , vol.59 , pp. 667-686
    • Gul, F.1
  • 14
    • 35348933606 scopus 로고    scopus 로고
    • Gupta, J.P., et al., in press. Multicriteria model for risk evaluation for venture capital firms in an emerging market context. European Journal of Operational Research.
  • 15
    • 0034581638 scopus 로고    scopus 로고
    • Multiattribute risk analysis in nuclear emergency management
    • Hämäläinen R.P., et al. Multiattribute risk analysis in nuclear emergency management. Risk Analysis 20 4 (2000) 455-468
    • (2000) Risk Analysis , vol.20 , Issue.4 , pp. 455-468
    • Hämäläinen, R.P.1
  • 17
    • 0032667428 scopus 로고    scopus 로고
    • Measures of perceived risk
    • Jia J., et al. Measures of perceived risk. Management Science 45 4 (1999) 519-532
    • (1999) Management Science , vol.45 , Issue.4 , pp. 519-532
    • Jia, J.1
  • 18
    • 27144508090 scopus 로고    scopus 로고
    • A generic multi-attribute analysis system
    • Jiménez A., et al. A generic multi-attribute analysis system. Computers & Operations Research 33 4 (2006) 1081-1101
    • (2006) Computers & Operations Research , vol.33 , Issue.4 , pp. 1081-1101
    • Jiménez, A.1
  • 19
    • 0000125532 scopus 로고
    • Prospect theory: An analysis of decision under risk
    • Kahneman D., and Tversky A. Prospect theory: An analysis of decision under risk. Econometrica 4 (1979) 263-291
    • (1979) Econometrica , vol.4 , pp. 263-291
    • Kahneman, D.1    Tversky, A.2
  • 20
    • 0015098997 scopus 로고
    • Utility independence and preferences for multiattributed consequences
    • Keeney R.L. Utility independence and preferences for multiattributed consequences. Operations Research 19 4 (1971) 875-893
    • (1971) Operations Research , vol.19 , Issue.4 , pp. 875-893
    • Keeney, R.L.1
  • 21
    • 0010754532 scopus 로고
    • Utility functions for multiattributed consequences
    • Keeney R.L. Utility functions for multiattributed consequences. Management Science 18 15 (1972) 276-287
    • (1972) Management Science , vol.18 , Issue.15 , pp. 276-287
    • Keeney, R.L.1
  • 22
    • 0015973073 scopus 로고
    • Multiplicative utility functions
    • Keeney R.L. Multiplicative utility functions. Operations Research 22 1 (1974) 22-34
    • (1974) Operations Research , vol.22 , Issue.1 , pp. 22-34
    • Keeney, R.L.1
  • 24
    • 0141517283 scopus 로고    scopus 로고
    • Preference foundations for nonexpected utility: A generalized and simplified technique
    • Köbberling V., and Wakker P.P. Preference foundations for nonexpected utility: A generalized and simplified technique. Mathematics of Operations Research 28 (2003) 395-423
    • (2003) Mathematics of Operations Research , vol.28 , pp. 395-423
    • Köbberling, V.1    Wakker, P.P.2
  • 25
    • 35348946205 scopus 로고    scopus 로고
    • Laury, S.K., Holt, C.A., 2005. Further reflections on prospect theory. Andrew Young School of Policy Studies Research Paper Series No. 06-11.
  • 26
    • 38149146100 scopus 로고
    • Additive conjoint measurement for multiattribute utility
    • Maas A., and Wakker P. Additive conjoint measurement for multiattribute utility. Journal of Mathematical Psychology 38 1 (1994) 86-101
    • (1994) Journal of Mathematical Psychology , vol.38 , Issue.1 , pp. 86-101
    • Maas, A.1    Wakker, P.2
  • 27
    • 0012232633 scopus 로고
    • Review of generalized expected utility theory: The rank-dependent model
    • Machina M.J. Review of generalized expected utility theory: The rank-dependent model. Journal of Economic Literature 32 3 (1994) 1237-1238
    • (1994) Journal of Economic Literature , vol.32 , Issue.3 , pp. 1237-1238
    • Machina, M.J.1
  • 28
    • 0742318532 scopus 로고
    • A generalized decomposable multiattribute utility function
    • Malakooti B.B. A generalized decomposable multiattribute utility function. Applied Mathematics and Computation 44 3 (1991) 271-285
    • (1991) Applied Mathematics and Computation , vol.44 , Issue.3 , pp. 271-285
    • Malakooti, B.B.1
  • 29
    • 0000808209 scopus 로고
    • The optimization of a quadratic function subject to linear constraints
    • Markowitz H. The optimization of a quadratic function subject to linear constraints. Naval Research Logistics Quarterly 3 1-2 (1956) 111-133
    • (1956) Naval Research Logistics Quarterly , vol.3 , Issue.1-2 , pp. 111-133
    • Markowitz, H.1
  • 31
    • 0036120402 scopus 로고    scopus 로고
    • A simple axiomatization of binary rank-dependent utility of gains (losses)
    • Marley A.A.J., and Luce R.D. A simple axiomatization of binary rank-dependent utility of gains (losses). Journal of Mathematical Psychology 46 1 (2002) 40-55
    • (2002) Journal of Mathematical Psychology , vol.46 , Issue.1 , pp. 40-55
    • Marley, A.A.J.1    Luce, R.D.2
  • 32
    • 35348940506 scopus 로고    scopus 로고
    • Matos, M.A., in press. Decision under risk as a multicriteria problem. European Journal of Operational Research.
  • 35
    • 85015384666 scopus 로고    scopus 로고
    • Towards multifactor models of decision making and risk: Critique of prospect theory and related approaches, Part One
    • Nwogugu M. Towards multifactor models of decision making and risk: Critique of prospect theory and related approaches, Part One. Journal of Risk Finance 6 2 (2005) 150-162
    • (2005) Journal of Risk Finance , vol.6 , Issue.2 , pp. 150-162
    • Nwogugu, M.1
  • 36
    • 85015377694 scopus 로고    scopus 로고
    • Towards multifactor models of decision making and risk: Critique of prospect theory and related approaches, Part two
    • Nwogugu M. Towards multifactor models of decision making and risk: Critique of prospect theory and related approaches, Part two. Journal of Risk Finance 6 2 (2005) 163-173
    • (2005) Journal of Risk Finance , vol.6 , Issue.2 , pp. 163-173
    • Nwogugu, M.1
  • 37
    • 0001150329 scopus 로고
    • Further tests of aspiration level effects in risky choice
    • Payne J.W., et al. Further tests of aspiration level effects in risky choice. Management Science 27 (1981) 953-958
    • (1981) Management Science , vol.27 , pp. 953-958
    • Payne, J.W.1
  • 39
    • 33751525320 scopus 로고    scopus 로고
    • Risk aversion and expected-utility theory: A calibration theorem
    • Rabin M. Risk aversion and expected-utility theory: A calibration theorem. Econometrica 68 5 (2000) 1281-1292
    • (2000) Econometrica , vol.68 , Issue.5 , pp. 1281-1292
    • Rabin, M.1
  • 40
    • 0030182477 scopus 로고    scopus 로고
    • Decomposition of utility functions on subsets of product sets
    • Sainfort F., and Deichtmann J.M. Decomposition of utility functions on subsets of product sets. Operations Research 44 4 (1996) 609-617
    • (1996) Operations Research , vol.44 , Issue.4 , pp. 609-617
    • Sainfort, F.1    Deichtmann, J.M.2
  • 42
    • 0005879846 scopus 로고    scopus 로고
    • Lottery dependent utility: A reexamination
    • Schmidt U. Lottery dependent utility: A reexamination. Theory and Decision 50 1 (2001) 35-58
    • (2001) Theory and Decision , vol.50 , Issue.1 , pp. 35-58
    • Schmidt, U.1
  • 44
    • 84856043672 scopus 로고
    • A mathematical theory of communication
    • Shannon C.E. A mathematical theory of communication. Bell System Technical Journal 27 (1948) 379-423
    • (1948) Bell System Technical Journal , vol.27 , pp. 379-423
    • Shannon, C.E.1
  • 45
    • 15744398936 scopus 로고    scopus 로고
    • Prospect theory on the brain? Toward a cognitive neuroscience of decision under risk
    • Trepel C., et al. Prospect theory on the brain? Toward a cognitive neuroscience of decision under risk. Cognitive Brain Research 23 (2005) 34-50
    • (2005) Cognitive Brain Research , vol.23 , pp. 34-50
    • Trepel, C.1
  • 47
    • 31744450082 scopus 로고
    • Advances in prospects theory: Cumulative representation of uncertainty
    • Tversky A., and Kahneman D. Advances in prospects theory: Cumulative representation of uncertainty. Journal of Risk and Uncertainty 5 4 (1992) 297-323
    • (1992) Journal of Risk and Uncertainty , vol.5 , Issue.4 , pp. 297-323
    • Tversky, A.1    Kahneman, D.2
  • 48
    • 0029195485 scopus 로고
    • Risk attitudes and decision weights
    • Tversky A., and Wakker P. Risk attitudes and decision weights. Econometrica 63 6 (1995) 1255-1280
    • (1995) Econometrica , vol.63 , Issue.6 , pp. 1255-1280
    • Tversky, A.1    Wakker, P.2
  • 49
    • 0019636568 scopus 로고
    • Multicriteria analysis: Survey and new directions
    • Vincke B.R. Multicriteria analysis: Survey and new directions. European Journal of Operational Research 8 3 (1981) 207-218
    • (1981) European Journal of Operational Research , vol.8 , Issue.3 , pp. 207-218
    • Vincke, B.R.1
  • 51
    • 12244276774 scopus 로고    scopus 로고
    • A measure of risk and a decision-making model based on expected utility and entropy
    • Yang J., and Qiu W. A measure of risk and a decision-making model based on expected utility and entropy. European Journal of Operational Research 164 (2005) 792-799
    • (2005) European Journal of Operational Research , vol.164 , pp. 792-799
    • Yang, J.1    Qiu, W.2
  • 53
    • 35348942145 scopus 로고    scopus 로고
    • Zou, L., 2004. Compound utility theory: A simple generalized approach to decision under risk. Working Paper available from: .


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.