Search Results - subject:"decision analysis theory"

Information density in decision analysis

Hazen, Gordon B.; Borgonovo, Emanuele; Lu, Xuefei - In: Decision analysis : a journal of the Institute for … 20 (2023) 2, pp. 89-108

Persistent link: https://www.econbiz.de/10014295005

If it is surely better, do it more? : implications for preferences under ambiguity

Ghili, Soheil; Klibanoff, Peter - In: Management science : journal of the Institute for … 67 (2021) 12, pp. 7619-7636

Persistent link: https://www.econbiz.de/10012815628

Valuation of research and development projects using buying and selling prices : generalized definitions

Gustafsson, Janne - In: Decision analysis : a journal of the Institute for … 17 (2020) 2, pp. 154-168

Persistent link: https://www.econbiz.de/10012249956

The Hurwicz decision rule’s relationship to decision making with the triangle and beta distributions and exponential utility

Sivaprasad, Sarat; MacKenzie, Cameron A. - In: Decision analysis : a journal of the Institute for … 15 (2018) 3, pp. 139-153

Persistent link: https://www.econbiz.de/10011920721

Risk Aversion in Cumulative Prospect Theory

Schmidt, Ulrich; Zank, Horst - In: Management Science 54 (2008) 1, pp. 208-216

This paper characterizes the conditions for strong risk aversion and second-order stochastic dominance for cumulative prospect theory. Strong risk aversion implies a convex weighting function for gains and a concave one for losses. It does not necessarily imply a concave utility function. The...

Persistent link: https://www.econbiz.de/10009197747