Comment on "Modeling non-monotone risk aversion using SAHARA utility functions" [J. Econ. Theory 146 (2011) 2075-2092].
Zhenyu CuiPublished in: J. Econ. Theory (2014)
Keyphrases
- utility function
- risk aversion
- decision theory
- expected utility
- risk averse
- risk neutral
- decision makers
- probability distribution
- decision problems
- multi attribute
- risk sensitive
- evolutionary algorithm
- exchange rate
- optimal strategy
- monte carlo
- theoretical framework
- graphical models
- artificial intelligence
- risk premium