Subjective mean-variance preferences without expected utility.
Xiangyu QuPublished in: Math. Soc. Sci. (2017)
Keyphrases
- expected utility
- conditional plans
- utility function
- utility theory
- multi attribute
- decision theory
- risk aversion
- von neumann
- decision makers
- decision theoretic
- influence diagrams
- decision making
- pareto optimal
- optimal strategy
- risk averse
- probability distribution
- decision problems
- belief functions
- optimal portfolio
- portfolio selection
- subjective probabilities