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One-Switch Utility Functions and a Measure of Risk
2 references·16 citing·40 second hop
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this work references cited by second hop

References

  • 1976Risk Aversion in the Small and in the Large4,655 cited
  • 1960Stationary Ordinal Utility and Impatience1,550 cited

Cited by

  • 2002Discounting an uncertain future357 cited
  • 2007Robust Mean-Covariance Solutions for Stochastic Optimization235 cited
  • 2002Time Horizon and the Discount Rate229 cited
  • 2016Dealing with Uncertainties in MCDA143 cited
  • 1996A Standard Measure of Risk and Risk-Value Models139 cited
  • 2006Dealing with Uncertainties in MCDA125 cited
  • 1999Measures of Perceived Risk124 cited
  • 2001Cumulative Prospect Theory for Parametric and Multiattribute Utilities95 cited
  • 2005Risky Choices and Correlated Background Risk83 cited
  • 2001Risk Aversion in International Relations Theory80 cited
  • 1998An Extended Family of Financial-Risk Measures75 cited
  • 2004Approximating Risk Aversion in Decision Analysis Applications69 cited
  • 2011One-Switch Independence for Multiattribute Utility Functions67 cited
  • 2018Foundations of Multiattribute Utility66 cited

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  • 2010The Role of Some Functional Equations in Decision Analysis64 cited
  • 2003Approximating Risk Aversion in Decision Analysis Applications59 cited