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Remarks on "A measure of risk and a decision-making model based on expected utility and entropy" by Jiping Yang and Wanhua Qiu (EJOR 164 (2005), 792-799)

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  • Fischer, Kathrin
  • Kleine, Andreas

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  • Fischer, Kathrin & Kleine, Andreas, 2007. "Remarks on "A measure of risk and a decision-making model based on expected utility and entropy" by Jiping Yang and Wanhua Qiu (EJOR 164 (2005), 792-799)," European Journal of Operational Research, Elsevier, vol. 182(1), pages 469-474, October.
    • Handle: RePEc:eee:ejores:v:182:y:2007:i:1:p:469-474
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    References listed on IDEAS

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    1. Daniel Kahneman & Amos Tversky, 2013. "Prospect Theory: An Analysis of Decision Under Risk," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 6, pages 99-127, World Scientific Publishing Co. Pte. Ltd..
    2. Haim Levy, 1992. "Stochastic Dominance and Expected Utility: Survey and Analysis," Management Science, INFORMS, vol. 38(4), pages 555-593, April.
    3. Yang, Jiping & Qiu, Wanhua, 2005. "A measure of risk and a decision-making model based on expected utility and entropy," European Journal of Operational Research, Elsevier, vol. 164(3), pages 792-799, August.
    4. George Wu & Richard Gonzalez, 1996. "Curvature of the Probability Weighting Function," Management Science, INFORMS, vol. 42(12), pages 1676-1690, December.
    5. Philippe Artzner & Freddy Delbaen & Jean‐Marc Eber & David Heath, 1999. "Coherent Measures of Risk," Mathematical Finance, Wiley Blackwell, vol. 9(3), pages 203-228, July.
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