search query: @author Bell, D. E. / total: 12
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| Author: | Bell, D. E. Fishburn, P. C. |
| Title: | Strong one-switch utility |
| Journal: | Management Science
2001 : APR, VOL. 47:4, p. 601-604 |
| Index terms: | RISK AVERSION UTILITY EXPECTATIONS UTILITY FUNCTIONS |
| Language: | eng |
| Abstract: | In addition to the ability of the linear plus exponential utility function to reflect increasing appreciation for money, risk aversion, and decreasing risk aversion, it is consistent with a risk-return representation in which return is measured by expected value. In this paper the authors present a new condition, strong one-switch, that characterizes the linear plus exponential family. |
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