Local Utility and Multivariate Risk Aversion.

Arthur Charpentier Alfred Galichon Marc Henry

Published in: Math. Oper. Res. (2016)

Keyphrases

risk aversion
utility function
expected utility
risk averse
risk neutral
decision makers
decision theory
probability distribution
decision problems
exchange rate
decision theoretic
data mining
special case
multi objective
random variables
optimal strategy