Open AccessTechnical Note—Assessment of Risk Attitude by a Utility Dependence Condition
Author(s) -
Charles M. Harvey
Publication year - 1984
Publication title -
operations research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.797
H-Index - 140
eISSN - 1526-5463
pISSN - 0030-364X
DOI - 10.1287/opre.32.2.457
Subject(s) - expected utility hypothesis , logarithm , subjective expected utility , function (biology) , isoelastic utility , utility theory , computer science , mathematical economics , econometrics , mathematical optimization , mathematics , mathematical analysis , evolutionary biology , biology
This paper introduces a utility dependence condition and shows that it implies a multiattribute utility function that has a logarithmic or power form in terms of conditional utility functions on the individual attributes.
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