Book contents
- Foundations of Multiattribute Utility
- Foundations of Multiattribute Utility
- Copyright page
- Dedication
- Contents
- Preface
- Acknowledgments
- Basic Structure of the Book
- How to Use This Book
- Part I Foundations of Preference, Value, and Utility
- Part II Making Decisions When There Is No Uncertainty
- Part III Decisions with Uncertainty: Utility Functions Using Preference or Value Functions
- Part IV Properties of Single-Attribute Utility Functions
- Chapter 13 The Role of the Utility Function in Valuing Uncertain Deals
- Chapter 14 The Risk Aversion Function
- Chapter 15 Scale Transformations Applied to a Lottery
- Chapter 16 The Invariant Transformation of a Utility Function
- Chapter 17 Valuing Changes in Uncertain Deals (In the Small and in the Large)
- Chapter 18 One-Switch Utility Functions
- Chapter 19 Utility Transversality
- Chapter 20 Multiattribute Risk Aversion
- Part V Multiattribute Utility Functions without Preference or Value Functions
- Part VI Multiattribute Utility Copulas
- Book part
- Index
- References
Chapter 20 - Multiattribute Risk Aversion
from Part IV - Properties of Single-Attribute Utility Functions
Published online by Cambridge University Press: 27 June 2018
Book contents
- Foundations of Multiattribute Utility
- Foundations of Multiattribute Utility
- Copyright page
- Dedication
- Contents
- Preface
- Acknowledgments
- Basic Structure of the Book
- How to Use This Book
- Part I Foundations of Preference, Value, and Utility
- Part II Making Decisions When There Is No Uncertainty
- Part III Decisions with Uncertainty: Utility Functions Using Preference or Value Functions
- Part IV Properties of Single-Attribute Utility Functions
- Chapter 13 The Role of the Utility Function in Valuing Uncertain Deals
- Chapter 14 The Risk Aversion Function
- Chapter 15 Scale Transformations Applied to a Lottery
- Chapter 16 The Invariant Transformation of a Utility Function
- Chapter 17 Valuing Changes in Uncertain Deals (In the Small and in the Large)
- Chapter 18 One-Switch Utility Functions
- Chapter 19 Utility Transversality
- Chapter 20 Multiattribute Risk Aversion
- Part V Multiattribute Utility Functions without Preference or Value Functions
- Part VI Multiattribute Utility Copulas
- Book part
- Index
- References
- Type
- Chapter
- Information
- Foundations of Multiattribute Utility , pp. 380 - 396Publisher: Cambridge University PressPrint publication year: 2018
References
Additional Readings
Abbas, A. E. 2011. Decomposing the cross-derivatives of a multiattribute utility function into risk attitude and value. Decision Analysis 8(2): 103–116.CrossRefGoogle Scholar
Howard R. A. 1984. On fates comparable to death. Management Science 30(4): 407–422.CrossRefGoogle Scholar
Matheson, J. E. and Abbas, A. E.. 2005. Utility transversality: A value-based approach. Journal of Multi-Criteria Decision Analysis 13(5–6): 229–238.CrossRefGoogle Scholar
Richard, S. 1975. Multivariate risk aversion, utility independence and separable utility functions. Management Science 22(1): 12–21.Google Scholar