Skip to main content Accessibility help

We use cookies to distinguish you from other users and to provide you with a better experience on our websites. Close this message to accept cookies or find out how to manage your cookie settings.

Close cookie message
×
Hostname: page-component-78c5997874-ndw9j Total loading time: 0 Render date: 2024-11-03T01:27:53.674Z Has data issue: false hasContentIssue false

Chapter 14 - The Risk Aversion Function

from Part IV - Properties of Single-Attribute Utility Functions

Published online by Cambridge University Press:  27 June 2018

Ali E. Abbas
Ali E. Abbas
Affiliation:
University of Southern California
Get access
Type
Chapter
Information
Foundations of Multiattribute Utility , pp. 272 - 292
Publisher: Cambridge University Press
Print publication year: 2018

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Additional Readings

Abbas, A. E. 2007. Invariant utility functions and certain equivalent transformations. Decision Analysis 4(3): 17–31.Google Scholar
Abbas, A. E. 2012. Valuing changes in investment opportunities. Operations Research 60(6): 1451–1460.CrossRefGoogle Scholar
Abbas, A. E. and Aczél, J.. 2010. The role of some functional equations in decision analysis. Decision Analysis 7(2): 215–228.Google Scholar
Arrow, K. J. 1965. The Theory of Risk Aversion. Lecture 2 in Aspects of the Theory of Risk-Bearing. Yrjo Jahnssonin Saatio, Helsinki.Google Scholar
Pratt, J. 1964. Risk aversion in the small and in the large. Econometrica 32: 122–136.CrossRefGoogle Scholar

Save book to Kindle

To save this book to your Kindle, first ensure [email protected] is added to your Approved Personal Document E-mail List under your Personal Document Settings on the Manage Your Content and Devices page of your Amazon account. Then enter the ‘name’ part of your Kindle email address below. Find out more about saving to your Kindle.

Note you can select to save to either the @free.kindle.com or @kindle.com variations. ‘@free.kindle.com’ emails are free but can only be saved to your device when it is connected to wi-fi. ‘@kindle.com’ emails can be delivered even when you are not connected to wi-fi, but note that service fees apply.

Find out more about the Kindle Personal Document Service.

  • The Risk Aversion Function
  • Ali E. Abbas, University of Southern California
  • Book: Foundations of Multiattribute Utility
  • Online publication: 27 June 2018
  • Chapter DOI: https://doi.org/10.1017/9781316596739.021
Available formats
×

Save book to Dropbox

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Dropbox.

  • The Risk Aversion Function
  • Ali E. Abbas, University of Southern California
  • Book: Foundations of Multiattribute Utility
  • Online publication: 27 June 2018
  • Chapter DOI: https://doi.org/10.1017/9781316596739.021
Available formats
×

Save book to Google Drive

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.

  • The Risk Aversion Function
  • Ali E. Abbas, University of Southern California
  • Book: Foundations of Multiattribute Utility
  • Online publication: 27 June 2018
  • Chapter DOI: https://doi.org/10.1017/9781316596739.021
Available formats
×