Sensitivity Analysis of Risk Tolerance

Published Online:https://doi.org/10.1287/deca.1100.0183

References

  • Bell D. One-switch utility functions and a measure of risk. Management Sci. (1988) 34(12):1416–1424LinkGoogle Scholar
  • Bell D. Risk, return, and utility. Management Sci. (1995) 41(1):23–30LinkGoogle Scholar
  • Bell D., Fishburn P. C. Strong one-switch utility. Management Sci. (2001) 47(4):601–604LinkGoogle Scholar
  • Caballe J., Pomansky A. Mixed risk aversion. J. Econom. Theory (1996) 71(2):485–513CrossrefGoogle Scholar
  • Clemen R. T., Reilly T.Making Hard Decisions with Decision Tools (2001) (Duxbury Press, Pacific Grove, CA) Google Scholar
  • Fishburn P. C., Lavalle I. H. Stochastic dominance on unidimensional grids. Math. Oper. Res. (1995) 20(3):513–525LinkGoogle Scholar
  • Marshall A., Olkin I.Inequalities: Theory of Majorization and Its Applications (1979) (Academic Press, New York) Google Scholar
  • Marshall A., Walkup D. W., Wets R. J.-B. Order-preserving functions; applications to majorization and order statistics. Pacific J. Math. (1967) 23(3):569–584CrossrefGoogle Scholar
  • Mas-Colell A., Whinston M. D., Green J. R.Microeconomic Theory (1995) (Oxford University Press, Oxford, UK) Google Scholar
  • Paté-Cornell M. E., Dillon R. L. The respective roles of risk and decision analyses in decision support. Decision Anal. (2006) 3(4):220–232LinkGoogle Scholar
  • Pratt J. W. Risk aversion in the small and in the large. Econometrica (1964) 32(1/2):122–136CrossrefGoogle Scholar
  • Pratt J. W., Zeckhauser R. J. Proper risk-aversion. Econometrica (1987) 55(1):143–154CrossrefGoogle Scholar
  • Thon D., Thorlund-Petersen L. Stochastic dominance and Friedman-Savage utility functions. Math. Soc. Sci. (1988) 16(3):305–317CrossrefGoogle Scholar
INFORMS site uses cookies to store information on your computer. Some are essential to make our site work; Others help us improve the user experience. By using this site, you consent to the placement of these cookies. Please read our Privacy Statement to learn more.