Risk Aversion in Cumulative Prospect Theory.
Ulrich SchmidtHorst ZankPublished in: Manag. Sci. (2008)
Keyphrases
- risk aversion
- cumulative prospect theory
- utility function
- multi attribute
- utility theory
- expected utility
- decision analysis
- decision theory
- decision makers
- risk averse
- decision making
- influence diagrams
- emergency response
- decision theoretic
- multi criteria
- decision problems
- exchange rate
- expert systems
- artificial intelligence
- pareto optimal
- decision support system
- graphical models
- multi objective
- bayesian networks