haku: @author Fishburn, P. C. / yhteensä: 19
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| Tekijä: | Bell, D. E. Fishburn, P. C. |
| Otsikko: | Strong one-switch utility |
| Lehti: | Management Science
2001 : APR, VOL. 47:4, p. 601-604 |
| Asiasana: | RISK AVERSION UTILITY EXPECTATIONS UTILITY FUNCTIONS |
| Kieli: | eng |
| Tiivistelmä: | 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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