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Yutaka Nakamura

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First Name:Yutaka
Middle Name:
Last Name:Nakamura
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RePEc Short-ID:pna537
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Affiliation

Department of Social Systems and Management
University of Tsukuba

Ibaraki, Japan
http://www.sk.tsukuba.ac.jp/SSM/dep_ssm_index.html
RePEc:edi:dstsujp (more details at EDIRC)

Research output

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Jump to: Articles Chapters

Articles

  1. Yoichiro Fujii & Hajime Murakami & Yutaka Nakamura & Kazuhisa Takemura, 2023. "Multiattribute regret: theory and experimental study," Theory and Decision, Springer, vol. 95(4), pages 623-662, November.
  2. Fujii, Yoichiro & Nakamura, Yutaka, 2021. "Regret-sensitive equity premium," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 302-307.
  3. Nakamura, Yutaka, 2015. "Mean-variance utility," Journal of Economic Theory, Elsevier, vol. 160(C), pages 536-556.
  4. Nakamura, Yutaka, 2015. "Differentiability of von Neumann–Morgenstern utility functions," Journal of Mathematical Economics, Elsevier, vol. 60(C), pages 74-80.
  5. Nakamura, Yutaka, 2015. "State-dependent strength-of-preference," Mathematical Social Sciences, Elsevier, vol. 78(C), pages 64-68.
  6. Yoichiro Fujii & Yutaka Nakamura, 2010. "Equity premium under multiple background risks," Economics Bulletin, AccessEcon, vol. 30(2), pages 933-939.
  7. Yutaka Nakamura, 2003. "Objective Belief Functions as Induced Measures," Theory and Decision, Springer, vol. 55(1), pages 71-83, August.
  8. Nakamura, Yutaka, 2002. "Lexicographic quasilinear utility," Journal of Mathematical Economics, Elsevier, vol. 37(3), pages 157-178, May.
  9. Nakamura, Yutaka, 2002. "Semimetric thresholds for finite posets," Mathematical Social Sciences, Elsevier, vol. 44(1), pages 37-43, September.
  10. Nakamura, Yutaka, 2001. "Totally convex preferences for gambles," Mathematical Social Sciences, Elsevier, vol. 42(3), pages 295-305, November.
  11. Yutaka Nakamura, 2000. "Finite-dimensional utilities," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 16(1), pages 209-218.
  12. Nakamura, Yutaka, 1998. "Skew-symmetric additive representations of preferences," Journal of Mathematical Economics, Elsevier, vol. 30(3), pages 367-387, October.
  13. Yutaka Nakamura, 1997. "Lexicographic Additivity For Multi-Attribute Preferences On Finite Sets," Theory and Decision, Springer, vol. 42(1), pages 1-19, January.
  14. Nakamura, Yutaka, 1996. "Sumex utility functions," Mathematical Social Sciences, Elsevier, vol. 31(1), pages 39-47, February.
  15. Nakamura, Yutaka, 1995. "Probabilistically sophisticated rank dependent utility," Economics Letters, Elsevier, vol. 48(3-4), pages 441-447, June.
  16. Nakamura, Yutaka, 1995. "Rank dependent utility for arbitrary consequence spaces," Mathematical Social Sciences, Elsevier, vol. 29(2), pages 103-129, April.
  17. Nakamura, Yutaka, 1993. "Subjective Utility with Upper and Lower Probabilities on Finite States," Journal of Risk and Uncertainty, Springer, vol. 6(1), pages 33-48, January.
  18. Nakamura, Yutaka, 1990. "Subjective expected utility with non-additive probabilities on finite state spaces," Journal of Economic Theory, Elsevier, vol. 51(2), pages 346-366, August.
  19. Nakamura, Yutaka, 1990. "Bilinear utility and a threshold structure for nontransitive preferences," Mathematical Social Sciences, Elsevier, vol. 19(1), pages 1-21, February.
  20. Peter H. Farquhar & Yutaka Nakamura, 1988. "Utility assessment procedures for polynomial‐exponential functions," Naval Research Logistics (NRL), John Wiley & Sons, vol. 35(6), pages 597-613, December.
  21. Peter H. Farquhar & Yutaka Nakamura, 1987. "Constant Exchange Risk Properties," Operations Research, INFORMS, vol. 35(2), pages 206-214, April.
  22. Hiroyuki Tamura & Yutaka Nakamura, 1983. "Decompositions of Multiattribute Utility Functions Based on Convex Dependence," Operations Research, INFORMS, vol. 31(3), pages 488-506, June.

Chapters

  1. Yutaka Nakamura, 2009. "SSB Preferences: Nonseparable Utilities or Nonseparable Beliefs," Studies in Choice and Welfare, in: Steven J. Brams & William V. Gehrlein & Fred S. Roberts (ed.), The Mathematics of Preference, Choice and Order, pages 39-55, Springer.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Fujii, Yoichiro & Nakamura, Yutaka, 2021. "Regret-sensitive equity premium," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 302-307.

    Cited by:

    1. Yoichiro Fujii & Hajime Murakami & Yutaka Nakamura & Kazuhisa Takemura, 2023. "Multiattribute regret: theory and experimental study," Theory and Decision, Springer, vol. 95(4), pages 623-662, November.
    2. Yang, Ann Shawing, 2023. "Regret sensitivity and stock certificate loss reporting: Evidence from Taiwan," Finance Research Letters, Elsevier, vol. 58(PA).

  2. Nakamura, Yutaka, 2015. "Mean-variance utility," Journal of Economic Theory, Elsevier, vol. 160(C), pages 536-556.

    Cited by:

    1. Dimitrios Koutmos & James E. Payne, 2021. "Intertemporal asset pricing with bitcoin," Review of Quantitative Finance and Accounting, Springer, vol. 56(2), pages 619-645, February.
    2. Xiangyu Qu, 2017. "Subjective Mean Variance Preferences Without Expected Utility," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01461302, HAL.
    3. Claudio Boido & Antonio Fasano, 2023. "Mean-variance investing with factor tilting," Risk Management, Palgrave Macmillan, vol. 25(2), pages 1-24, June.
    4. Gilles Boevi Koumou & Georges Dionne, 2022. "Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation," Risks, MDPI, vol. 10(11), pages 1-19, October.
    5. Drechsler, Martin, 2023. "Ising models to study effects of risk aversion in socially interacting individuals," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 632(P1).
    6. Sarantis Tsiaplias & Qi Zeng & Guay Lim, 2021. "Retail investor expectations and trading preferences," Melbourne Institute Working Paper Series wp2021n27, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.

  3. Nakamura, Yutaka, 2015. "Differentiability of von Neumann–Morgenstern utility functions," Journal of Mathematical Economics, Elsevier, vol. 60(C), pages 74-80.

    Cited by:

    1. Wei Ma, 2018. "Random Expected Utility Theory with a Continuum of Prizes," Working Papers 201854, University of Pretoria, Department of Economics.
    2. Wei Ma, 2018. "Random expected utility theory with a continuum of prizes," Annals of Operations Research, Springer, vol. 271(2), pages 787-809, December.
    3. Wei Ma, 2018. "Random Expected Utility Theory with a Continuum of Prizes," Working Papers 760, Economic Research Southern Africa.

  4. Yoichiro Fujii & Yutaka Nakamura, 2010. "Equity premium under multiple background risks," Economics Bulletin, AccessEcon, vol. 30(2), pages 933-939.

    Cited by:

    1. Fujii, Yoichiro & Nakamura, Yutaka, 2021. "Regret-sensitive equity premium," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 302-307.

  5. Nakamura, Yutaka, 2002. "Lexicographic quasilinear utility," Journal of Mathematical Economics, Elsevier, vol. 37(3), pages 157-178, May.

    Cited by:

    1. Nakamura, Yutaka, 2015. "Mean-variance utility," Journal of Economic Theory, Elsevier, vol. 160(C), pages 536-556.
    2. Hauser, John R., 2014. "Consideration-set heuristics," Journal of Business Research, Elsevier, vol. 67(8), pages 1688-1699.
    3. Galaabaatar, Tsogbadral, 2020. "On expected utility theorems on mixture sets," Economics Letters, Elsevier, vol. 197(C).
    4. Michael Yee & Ely Dahan & John R. Hauser & James Orlin, 2007. "Greedoid-Based Noncompensatory Inference," Marketing Science, INFORMS, vol. 26(4), pages 532-549, 07-08.

  6. Yutaka Nakamura, 2000. "Finite-dimensional utilities," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 16(1), pages 209-218.

    Cited by:

    1. Youichiro Higashi & Kazuya Hyogo, 2012. "Lexicographic expected utility with a subjective state space," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 49(1), pages 175-192, January.
    2. Nakamura, Yutaka, 2002. "Lexicographic quasilinear utility," Journal of Mathematical Economics, Elsevier, vol. 37(3), pages 157-178, May.

  7. Nakamura, Yutaka, 1998. "Skew-symmetric additive representations of preferences," Journal of Mathematical Economics, Elsevier, vol. 30(3), pages 367-387, October.

    Cited by:

    1. Denis Bouyssou & Marc Pirlot, 2008. "On some ordinal models for decision making under uncertainty," Post-Print hal-02361905, HAL.
    2. Yoichiro Fujii & Hajime Murakami & Yutaka Nakamura & Kazuhisa Takemura, 2023. "Multiattribute regret: theory and experimental study," Theory and Decision, Springer, vol. 95(4), pages 623-662, November.
    3. Kobi Kriesler & Shmuel Nitzan, 2009. "Framing-based Choice: A Model of Decision-making Under Risk," Korean Economic Review, Korean Economic Association, vol. 25, pages 65-89.
    4. Denis Bouyssou & Marc Pirlot, 2004. "A note on Wakker's Cardinal Coordinate Independence," Post-Print hal-00004075, HAL.
    5. Fujii, Yoichiro & Nakamura, Yutaka, 2021. "Regret-sensitive equity premium," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 302-307.

  8. Yutaka Nakamura, 1997. "Lexicographic Additivity For Multi-Attribute Preferences On Finite Sets," Theory and Decision, Springer, vol. 42(1), pages 1-19, January.

    Cited by:

    1. Mika Rekola, 2003. "Lexicographic Preferences in Contingent Valuation: A Theoretical Framework with Illustrations," Land Economics, University of Wisconsin Press, vol. 79(2), pages 277-291.

  9. Nakamura, Yutaka, 1996. "Sumex utility functions," Mathematical Social Sciences, Elsevier, vol. 31(1), pages 39-47, February.

    Cited by:

    1. Denis Conniffe, 2007. "Generalised Means of Simple Utility Functions with Risk Aversion," Economics Department Working Paper Series n1790907.pdf, Department of Economics, National University of Ireland - Maynooth.
    2. Zank, H., 1998. "Cumulative prospect theory for parametric and multiattribute utilities," Research Memorandum 019, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    3. David E. Bell & Peter C. Fishburn, 2001. "Strong One-Switch Utility," Management Science, INFORMS, vol. 47(4), pages 601-604, April.
    4. Franco Rosa & Mario Taverna & Federico Nassivera & Luca Iseppi, 2019. "Farm/crop portfolio simulations under variable risk: a case study from Italy," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), vol. 7(1), pages 1-15, December.
    5. Abdildin, Yerkin G. & Abbas, Ali E., 2016. "Analysis of decision alternatives of the deep borehole filter restoration problem," Energy, Elsevier, vol. 114(C), pages 1306-1321.

  10. Nakamura, Yutaka, 1995. "Probabilistically sophisticated rank dependent utility," Economics Letters, Elsevier, vol. 48(3-4), pages 441-447, June.

    Cited by:

    1. Grant, Simon & Rich, Patricia & Stecher, Jack, 2022. "Bayes and Hurwicz without Bernoulli," Journal of Economic Theory, Elsevier, vol. 199(C).

  11. Nakamura, Yutaka, 1995. "Rank dependent utility for arbitrary consequence spaces," Mathematical Social Sciences, Elsevier, vol. 29(2), pages 103-129, April.

    Cited by:

    1. H Zank, 2004. "Deriving Rank-Dependent Expected Utility Through Probabilistic Consistency," Economics Discussion Paper Series 0409, Economics, The University of Manchester.
    2. Nakamura, Yutaka, 1995. "Probabilistically sophisticated rank dependent utility," Economics Letters, Elsevier, vol. 48(3-4), pages 441-447, June.
    3. Katarzyna M. Werner & Horst Zank, 2019. "A revealed reference point for prospect theory," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 67(4), pages 731-773, June.
    4. Zank, Horst & Schmidt, Ulrich & Diecidue, Enrico, 2007. "Parametric Weighting Functions," Economics Working Papers 2007-01, Christian-Albrechts-University of Kiel, Department of Economics.
    5. Gilles Boevi Koumou & Georges Dionne, 2022. "Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation," Risks, MDPI, vol. 10(11), pages 1-19, October.
    6. Dean, Mark & Ortoleva, Pietro, 2017. "Allais, Ellsberg, and preferences for hedging," Theoretical Economics, Econometric Society, vol. 12(1), January.
    7. Wakker, Peter P. & Zank, Horst, 1999. "A unified derivation of classical subjective expected utility models through cardinal utility," Journal of Mathematical Economics, Elsevier, vol. 32(1), pages 1-19, August.
    8. Chateauneuf, Alain, 1999. "Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences," Journal of Mathematical Economics, Elsevier, vol. 32(1), pages 21-45, August.
    9. Wakker, Peter P. & Zank, Horst, 2002. "A simple preference foundation of cumulative prospect theory with power utility," European Economic Review, Elsevier, vol. 46(7), pages 1253-1271, July.
    10. A. Hoseinzadeh & G. Mohtashami Borzadaran & G. Yari, 2012. "Aspects concerning entropy and utility," Theory and Decision, Springer, vol. 72(2), pages 273-285, February.
    11. Abdellaoui, Mohammed & Wakker, Peter P., 2020. "Savage for dummies and experts," Journal of Economic Theory, Elsevier, vol. 186(C).

  12. Nakamura, Yutaka, 1993. "Subjective Utility with Upper and Lower Probabilities on Finite States," Journal of Risk and Uncertainty, Springer, vol. 6(1), pages 33-48, January.

    Cited by:

    1. Federico Echenique & Masaki Miyashita & Yuta Nakamura & Luciano Pomatto & Jamie Vinson, 2020. "Twofold Multiprior Preferences and Failures of Contingent Reasoning," Papers 2012.14557, arXiv.org, revised Jan 2022.

  13. Nakamura, Yutaka, 1990. "Subjective expected utility with non-additive probabilities on finite state spaces," Journal of Economic Theory, Elsevier, vol. 51(2), pages 346-366, August.

    Cited by:

    1. Mayumi Horie, 2016. "Bayesian Updating for Complementarily Additive Beliefs under Ambiguity," KIER Working Papers 935, Kyoto University, Institute of Economic Research.
    2. Felipe Zurita, 2005. "Beyond Earthquakes: The New Directions of Expected Utility Theory," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 42(126), pages 209-255.
    3. Dominiak, Adam & Lefort, Jean-Philippe, 2009. "Unambiguous Events and Dynamic Choquet Preferences," Working Papers 0489, University of Heidelberg, Department of Economics.
    4. Alain Chateauneuf & Jürgen Eichberger & Simon Grant, 2007. "Choice under uncertainty with the best and worst in mind: neo-additive capacities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00271279, HAL.
    5. Wakker, Peter, 1996. "The sure-thing principle and the comonotonic sure-thing principle: An axiomatic analysis," Journal of Mathematical Economics, Elsevier, vol. 25(2), pages 213-227.
    6. Massimo Marinacci & Paolo Ghirardato, 2001. "Risk, ambiguity, and the separation of utility and beliefs," ICER Working Papers - Applied Mathematics Series 21-2001, ICER - International Centre for Economic Research.
    7. Schmidt, Ulrich & Zank, Horst, 2009. "A simple model of cumulative prospect theory," Journal of Mathematical Economics, Elsevier, vol. 45(3-4), pages 308-319, March.
    8. Nakamura, Yutaka, 1995. "Rank dependent utility for arbitrary consequence spaces," Mathematical Social Sciences, Elsevier, vol. 29(2), pages 103-129, April.
    9. Nakamura, Yutaka, 1995. "Probabilistically sophisticated rank dependent utility," Economics Letters, Elsevier, vol. 48(3-4), pages 441-447, June.
    10. Camerer, Colin F. & Weber, Martin, 1991. "Recent developments in modelling preferences: Uncertainty and ambiguitiy," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel 275, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre.
    11. Denis Bouyssou & Marc Pirlot, 2008. "On some ordinal models for decision making under uncertainty," Post-Print hal-02361905, HAL.
    12. Casadesus-Masanell, Ramon & Klibanoff, Peter & Ozdenoren, Emre, 2000. "Maxmin Expected Utility over Savage Acts with a Set of Priors," Journal of Economic Theory, Elsevier, vol. 92(1), pages 35-65, May.
    13. Casadesus-Masanell, Ramon & Klibanoff, Peter & Ozdenoren, Emre, 2000. "Maxmin expected utility through statewise combinations," Economics Letters, Elsevier, vol. 66(1), pages 49-54, January.
    14. Wang, Tan, 2003. "Conditional preferences and updating," Journal of Economic Theory, Elsevier, vol. 108(2), pages 286-321, February.
    15. Yaarit Even & Ehud Lehrer, 2014. "Decomposition-integral: unifying Choquet and the concave integrals," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(1), pages 33-58, May.
    16. Denis Bouyssou & Thierry Marchant, 2011. "Subjective expected utility without preferences," Post-Print hal-02359811, HAL.
    17. Zank, H., 1998. "Cumulative prospect theory for parametric and multiattribute utilities," Research Memorandum 019, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    18. Duncan Luce, R. & Marley, A. A. J., 2000. "Separable and additive representations of binary gambles of gains," Mathematical Social Sciences, Elsevier, vol. 40(3), pages 277-295, November.
    19. De Waegenaere, A.M.B. & Wakker, P.P., 1997. "Choquet Integrals With Respect to Non-Monotonic Set Functions," Discussion Paper 1997-44, Tilburg University, Center for Economic Research.
    20. Dominiak, Adam & Lee, Min Suk, 2017. "Coherent Dempster–Shafer equilibrium and ambiguous signals," Journal of Mathematical Economics, Elsevier, vol. 68(C), pages 42-54.
    21. Wakker, Peter P. & Zank, Horst, 1999. "A unified derivation of classical subjective expected utility models through cardinal utility," Journal of Mathematical Economics, Elsevier, vol. 32(1), pages 1-19, August.
    22. Xiangyu Qu, 2015. "Purely subjective extended Bayesian models with Knightian unambiguity," Theory and Decision, Springer, vol. 79(4), pages 547-571, December.
    23. Dominiak, Adam & Eichberger, Jürgen & Lefort, Jean-Philippe, 2012. "Agreeable trade with optimism and pessimism," Mathematical Social Sciences, Elsevier, vol. 64(2), pages 119-126.
    24. Metin Uyanik & M. Ali Khan, 2021. "The Continuity Postulate in Economic Theory: A Deconstruction and an Integration," Papers 2108.11736, arXiv.org, revised Jan 2022.
    25. Chambers, Christopher P., 2008. "Proper scoring rules for general decision models," Games and Economic Behavior, Elsevier, vol. 63(1), pages 32-40, May.
    26. Gul, Faruk, 1992. "Savagés theorem with a finite number of states," Journal of Economic Theory, Elsevier, vol. 57(1), pages 99-110.
    27. Dominiak, Adam, 2013. "Iterated Choquet expectations: A possibility result," Economics Letters, Elsevier, vol. 120(2), pages 155-159.
    28. Gul, Faruk & Pesendorfer, Wolfgang, 2020. "Calibrated uncertainty," Journal of Economic Theory, Elsevier, vol. 188(C).
    29. Chew, Soo Hong & Sagi, Jacob S., 2008. "Small worlds: Modeling attitudes toward sources of uncertainty," Journal of Economic Theory, Elsevier, vol. 139(1), pages 1-24, March.
    30. Mark J. Machina, 2009. "Risk, Ambiguity, and the Rank-Dependence Axioms," American Economic Review, American Economic Association, vol. 99(1), pages 385-392, March.
    31. Skiadas, Costis, 1997. "Subjective Probability under Additive Aggregation of Conditional Preferences," Journal of Economic Theory, Elsevier, vol. 76(2), pages 242-271, October.
    32. Dominiak, Adam & Lefort, Jean-Philippe, 2015. "“Agreeing to disagree” type results under ambiguity," Journal of Mathematical Economics, Elsevier, vol. 61(C), pages 119-129.
    33. Ramon Casadesus-Masanell & Peter Klibanoff & Emre Ozdenoren, 1998. "Maximum Expected Utility over Savage Acts with a Set of Priors," Discussion Papers 1218, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    34. Hougaard, Jens Leth & Keiding, Hans, 2005. "Rawlsian maximin, Dutch books, and non-additive expected utility," Mathematical Social Sciences, Elsevier, vol. 50(3), pages 239-251, November.
    35. Adam Dominiak & Jean-Philippe Lefort, 2021. "Ambiguity and Probabilistic Information," Management Science, INFORMS, vol. 67(7), pages 4310-4326, July.
    36. Paolo Ghirardato & Daniele Pennesi, 2018. "A general theory of subjective mixtures," Carlo Alberto Notebooks 573, Collegio Carlo Alberto, revised 2020.

  14. Peter H. Farquhar & Yutaka Nakamura, 1988. "Utility assessment procedures for polynomial‐exponential functions," Naval Research Logistics (NRL), John Wiley & Sons, vol. 35(6), pages 597-613, December.

    Cited by:

    1. Craig W. Kirkwood, 2004. "Approximating Risk Aversion in Decision Analysis Applications," Decision Analysis, INFORMS, vol. 1(1), pages 51-67, March.

  15. Peter H. Farquhar & Yutaka Nakamura, 1987. "Constant Exchange Risk Properties," Operations Research, INFORMS, vol. 35(2), pages 206-214, April.

    Cited by:

    1. Thomas Eichner, 2008. "Mean Variance Vulnerability," Management Science, INFORMS, vol. 54(3), pages 586-593, March.
    2. Nakamura, Yutaka, 2015. "Mean-variance utility," Journal of Economic Theory, Elsevier, vol. 160(C), pages 536-556.
    3. Denis Conniffe, 2007. "Generalised Means of Simple Utility Functions with Risk Aversion," Economics Department Working Paper Series n1790907.pdf, Department of Economics, National University of Ireland - Maynooth.
    4. Marco LiCalzi & Annamaria Sorato, 2003. "The Pearson system of utility functions," Game Theory and Information 0311002, University Library of Munich, Germany.
    5. Zank, H., 1998. "Cumulative prospect theory for parametric and multiattribute utilities," Research Memorandum 019, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    6. Nakamura, Yutaka, 1996. "Sumex utility functions," Mathematical Social Sciences, Elsevier, vol. 31(1), pages 39-47, February.
    7. David E. Bell & Peter C. Fishburn, 2001. "Strong One-Switch Utility," Management Science, INFORMS, vol. 47(4), pages 601-604, April.
    8. Craig W. Kirkwood, 2004. "Approximating Risk Aversion in Decision Analysis Applications," Decision Analysis, INFORMS, vol. 1(1), pages 51-67, March.

  16. Hiroyuki Tamura & Yutaka Nakamura, 1983. "Decompositions of Multiattribute Utility Functions Based on Convex Dependence," Operations Research, INFORMS, vol. 31(3), pages 488-506, June.

    Cited by:

    1. Tamura, Hiroyuki, 2005. "Behavioral models for complex decision analysis," European Journal of Operational Research, Elsevier, vol. 166(3), pages 655-665, November.
    2. Ying He & James S. Dyer & John C. Butler, 2014. "Decomposing a Utility Function Based on Discrete Distribution Independence," Decision Analysis, INFORMS, vol. 11(4), pages 233-249, December.
    3. Abdildin, Yerkin G. & Abbas, Ali E., 2016. "Analysis of decision alternatives of the deep borehole filter restoration problem," Energy, Elsevier, vol. 114(C), pages 1306-1321.

Chapters

  1. Yutaka Nakamura, 2009. "SSB Preferences: Nonseparable Utilities or Nonseparable Beliefs," Studies in Choice and Welfare, in: Steven J. Brams & William V. Gehrlein & Fred S. Roberts (ed.), The Mathematics of Preference, Choice and Order, pages 39-55, Springer.

    Cited by:

    1. Fujii, Yoichiro & Nakamura, Yutaka, 2021. "Regret-sensitive equity premium," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 302-307.

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