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ArticleThe Pearson system of utility functions

Marco LiCalzi2004

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Articlebronze2004

The Pearson system of utility functions

Marco LiCalzi · Annamaria Sorato

33 citations·0/0 files stored·European Journal of Operational Research

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Decision-Making and Behavioral Economics Multi-Criteria Decision Making Risk and Portfolio Optimization

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References

1979Prospect Theory: An Analysis of Decision under Risk 1988Prospect theory: An analysis of decision under risk 1992Advances in prospect theory: Cumulative representation of uncertainty 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case 1964Risk Aversion in the Small and in the Large 1976Risk Aversion in the Small and in the Large 1972Essays in the Theory of Risk-Bearing.1998The Probability Weighting Function

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2008Representing risk preferences in expected utility based decision models 2008The informational content of the shape of utility functions: financial strategic behavior 2009Improved dimension reduction method (DRM) in uncertainty analysis using kriging interpolation 2007The Generalised Extreme Value Distribution as Utility Function 2013On the sensitivity of the value of information to risk aversion in two-action decision problems 2006Moments of utility functions and their applications

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Year2004

Typearticle

Published2004-12-22

VenueEuropean Journal of Operational Research

ISSN-L0377-2217

Languageen

Citations33

Files0 public / 0

ShelfDecision-Making and Behavioral Economics

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doi10.1016/j.ejor.2004.10.012

openalex_workW2054598170

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