Multidimensional risk aversion: the cardinal sin.

Louis Eeckhoudt Elisa Pagani Eugenio Peluso

Published in: Ann. Oper. Res. (2023)

Keyphrases

risk aversion
utility function
risk averse
expected utility
risk neutral
exchange rate
markov chain
decision makers
decision problems
inventory level
probability distribution
non stationary
monte carlo
data cube
decision theoretic