Search Results - subject:"expected utility function"

Degree centrality, von Neumann-Morgenstern expected utility and externalities in networks

Brink, René van den; Rusinowska, Agnieszka - In: European journal of operational research : EJOR 319 (2024) 2, pp. 669-677

Persistent link: https://www.econbiz.de/10015084883

Degree Centrality, von Neumann-Morgenstern Expected Utility and Externalities in Networks

van den Brink, René; Rusinowska, Agnieszka - 2023

This paper aims to connect the social network literature on centrality measures with the economic literature on von Neumann-Morgenstern expected utility functions using cooperative game theory. The social network literature studies various concepts of network centrality, such as degree,...

Persistent link: https://www.econbiz.de/10014469833

Degree centrality, von Neumann-Morgenstern expected utility and externalities in networks

Brink, René van den; Rusinowska, Agnieszka - 2023

Persistent link: https://www.econbiz.de/10014383775

Degree centrality, von Neumann-Morgenstern expected utility and externalities in networks

Brink, René van den; Rusinowska, Agnieszka - 2023

Persistent link: https://www.econbiz.de/10014369587

Maximum utility portfolio construction in the forward freight agreement markets : evidence from a multivariate skewed t copula

Gong, Yuting; Wang, Xueqin; Zhu, Mo; Ge, Ying-En; Shi, … - In: The journal of futures markets 43 (2023) 1, pp. 69-89

Persistent link: https://www.econbiz.de/10013465893

The degree measure as utility function over positions in graphs and digraphs

Brink, René van den; Rusinowska, Agnieszka - In: European journal of operational research : EJOR 299 (2022) 3, pp. 1033-1044

Persistent link: https://www.econbiz.de/10013207222

Risk aversion : differential conditions for the iso-utility curves with positive slope in transformed two-parameter distributions

Corradin, Fausto; Sartore, Domenico - 2018

Persistent link: https://www.econbiz.de/10011957311

The Degree Measure as Utility Function over Positions in Networks

van den Brink, Rene J.R.; Rusinowska, Agnieszka - 2017

measure as a von Neumann-Morgenstern expected utility function reflecting preferences over being in different positions in … measure in weighted directed networks and deliver its interpretation as a von Neumann-Morgenstern expected utility function. … utility function is equal to a multiple of the degree measure if and only if it represents a regular preference relation that …

Persistent link: https://www.econbiz.de/10011819458

The degree measure as utility function over positions in networks

Brink, René van den; Rusinowska, Agnieszka - 2017

Persistent link: https://www.econbiz.de/10011688772

Risk aversion : differential conditions for the concavity in transformed two-parameter distributions

Corradin, Fausto; Sartore, Domenico - 2016

Persistent link: https://www.econbiz.de/10011641989