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From the Editor—Multiattribute and Intertemporal Preferences, Probability, and Stochastic Processes: Models and Assessment
16 references·3 citing·50 second hop
From the Editor—Multiattribute and Intertemporal Preferences, Probability, and Stochastic Processes: Models and Assessment (2011)From the Editor—Multiattribute and Intert…The Role of Some Functional Equations in Decision Analysis (2010)The Role of Some Functional E…Scoring Rules and Decision Analysis Education (2010)Scoring Rules and Decision An…Measuring Risk Aversion in a Name-Your-Own-Price Channel (2010)Measuring Risk Aversion in a …Bivariate Stochastic Dominance and Substitute Risk-(In)dependent Utilities (2010)Bivariate Stochastic Dominanc…Eliciting Subjective Probabilities Through Exchangeable Events: An Advantage and a Limitation (2008)Eliciting Subjective Probabil…A Comparison of Two Probability Encoding Methods: Fixed Probability vs. Fixed Variable Values (2008)A Comparison of Two Probabili…Invariant Utility Functions and Certain Equivalent Transformations (2007)Invariant Utility Functions a…Using Binomial Decision Trees to Solve Real-Option Valuation Problems (2005)Using Binomial Decision Trees…Attribute Dominance Utility (2005)Attribute Dominance UtilityAlternative Approaches for Solving Real-Options Problems (2005)Alternative Approaches for So…Valuing Environmental Outcomes: Preferences for Constant or Improving Sequences (2002)Valuing Environmental Outcome…Short-Term Variations and Long-Term Dynamics in Commodity Prices (2000)Short-Term Variations and Lon…Choquet Expected Utility with a Finite State Space: Commutativity and Act-Independence (1994)Choquet Expected Utility with…A unifying approach to axiomatic non-expected utility theories (1989)A unifying approach to axioma…Risk aversion in the theory of expected utility with rank dependent probabilities (1987)Risk aversion in the theory o…Empirical tests of weighted utility theory (1986)Empirical tests of weighted u…Using Expert Elicitation to Build Long-Term Projection Assumptions (2020)Using Expert Elicitation to B…From the Editors—Brainstorming, Multiplicative Utilities, Partial Information on Probabilities or Outcomes, and Regulatory Focus (2012)From the Editors—Brainstormin…From the Editors—Probability Scoring Rules, Ambiguity, Multiattribute Terrorist Utility, and Sensitivity Analysis (2011)From the Editors—Probability …Risk Aversion in the Small and in the Large (1964)Essays in the Theory of Risk-Bearing. 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(2013)Task Decomposition and Newsvendor Decision Making (2016)METHODS—One-Switch Conditions for Multiattribute Utility Functions (2012)Stackelberg Security Games (SSG) Basics and Application Overview (2017)Foundations of Multiattribute Utility (2018)Theory of games and economic behavior (2019)The Pricing of Options and Corporate Liabilities (1973)Investment under Uncertainty (1994)Investment Under Uncertainty. (1994)Renewable energy policy evaluation using real option model — The case of Taiwan (2010)A critical review of Real Options thinking for valuing investment flexibility in Smart Grids and low carbon energy systems (2015)An Intertemporal Capital Asset Pricing Model (1973)Determinants of corporate borrowing (1977)Resource Allocation Decisions (2007)Comparison of Least Squares Monte Carlo Methods with Applications to Energy Real Options (2014)Optimal Energy Procurement in Spot and Forward Markets (2014)An Intertemporal General Equilibrium Model of Asset Prices (1985)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Equilibrium Forward Curves for Commodities (2000)The Dynamics of Commodity Spot and Futures Markets: A Primer (2001)Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange (2002)Theory of Games and Economic Behavior (1947)Decisions with Multiple Objectives: Preferences and Value Tradeoffs. (1994)An Introduction to Copulas (1999)Utility transversality: a value‐based approach (2005)A Risk and Economic Analysis of Dirty Bomb Attacks on the Ports of Los Angeles and Long Beach (2007)Multiattribute Utility Copulas (2009)A simple preference foundation of cumulative prospect theory with power utility (2002)Ambiguity aversion and trade (2011)Allais, Ellsberg, and preferences for hedging (2017)
this work references cited by second hop

References

  • 2000Short-Term Variations and Long-Term Dynamics in Commodity Prices1,098 cited
  • 1987Risk aversion in the theory of expected utility with rank dependent probabilities430 cited
  • 2005Using Binomial Decision Trees to Solve Real-Option Valuation Problems246 cited
  • 2005Alternative Approaches for Solving Real-Options Problems148 cited
  • 1986Empirical tests of weighted utility theory135 cited
  • 1989A unifying approach to axiomatic non-expected utility theories101 cited
  • 2005Attribute Dominance Utility100 cited
  • 2008A Comparison of Two Probability Encoding Methods: Fixed Probability vs. Fixed Variable Values71 cited
  • 1994Choquet Expected Utility with a Finite State Space: Commutativity and Act-Independence68 cited
  • 2010The Role of Some Functional Equations in Decision Analysis64 cited
  • 2002Valuing Environmental Outcomes: Preferences for Constant or Improving Sequences61 cited
  • 2008Eliciting Subjective Probabilities Through Exchangeable Events: An Advantage and a Limitation61 cited
  • 2007Invariant Utility Functions and Certain Equivalent Transformations38 cited
  • 2010Scoring Rules and Decision Analysis Education32 cited
  • 2010Bivariate Stochastic Dominance and Substitute Risk-(In)dependent Utilities

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25 cited
  • 2010Measuring Risk Aversion in a Name-Your-Own-Price Channel21 cited
  • Cited by

    • 2020Using Expert Elicitation to Build Long-Term Projection Assumptions16 cited
    • 2012From the Editors—Brainstorming, Multiplicative Utilities, Partial Information on Probabilities or Outcomes, and Regulatory Focus3 cited
    • 2011From the Editors—Probability Scoring Rules, Ambiguity, Multiattribute Terrorist Utility, and Sensitivity Analysis3 cited