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Relative Risk Aversion

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Cited by:

  1. van den Bergh, J.C.J.M. & Botzen, W.J.W., 2015. "Monetary valuation of the social cost of CO2 emissions: A critical survey," Ecological Economics, Elsevier, vol. 114(C), pages 33-46.
  2. Rettinger, David A. & Hastie, Reid, 2001. "Content Effects on Decision Making," Organizational Behavior and Human Decision Processes, Elsevier, vol. 85(2), pages 336-359, July.
  3. David Parkin & Nancy Devlin, 2006. "Is there a case for using visual analogue scale valuations in cost‐utility analysis?," Health Economics, John Wiley & Sons, Ltd., vol. 15(7), pages 653-664, July.
  4. Denis Bouyssou & Jean-Claude Vansnick, 1990. "« Utilité cardinale » dans le certain et choix dans le risque," Revue Économique, Programme National Persée, vol. 41(6), pages 979-1000.
  5. Ralph L. Keeney, 2002. "Common Mistakes in Making Value Trade-Offs," Operations Research, INFORMS, vol. 50(6), pages 935-945, December.
  6. Colson, Gérard, 1993. "Prenons-nous assez de risque dans les théories du risque?," L'Actualité Economique, Société Canadienne de Science Economique, vol. 69(1), pages 111-141, mars.
  7. Fausti, Scott W. & Gillespie, Jeffrey M., 2006. "Measuring risk attitude of agricultural producers using a mail survey: how consistent are the methods?," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 50(2), pages 1-18, June.
  8. Brazier, J, 2005. "Current state of the art in preference-based measures of health and avenues for further research," MPRA Paper 29762, University Library of Munich, Germany.
  9. Stevens, Katherine & McCabe, Christopher & Brazier, John & Roberts, Jennifer, 2007. "Multi-attribute utility function or statistical inference models: A comparison of health state valuation models using the HUI2 health state classification system," Journal of Health Economics, Elsevier, vol. 26(5), pages 992-1002, September.
  10. Duncan Luce, R., 1997. "Associative joint receipts," Mathematical Social Sciences, Elsevier, vol. 34(1), pages 51-74, August.
  11. Katherine J. Stevens & Christopher J. McCabe & John E. Brazier, 2006. "Mapping between Visual Analogue Scale and Standard Gamble data; results from the UK Health Utilities Index 2 valuation survey," Health Economics, John Wiley & Sons, Ltd., vol. 15(5), pages 527-533, May.
  12. Fellner, Gerlinde & Maciejovsky, Boris, 2007. "Risk attitude and market behavior: Evidence from experimental asset markets," Journal of Economic Psychology, Elsevier, vol. 28(3), pages 338-350, June.
  13. Diecidue, E. & Schmidt, U. & Wakker, P.P., 2000. "A Theory of the Gambling Effect," Other publications TiSEM c975e1b4-2319-429d-a68e-f, Tilburg University, School of Economics and Management.
  14. Alan M. Garber & Charles E. Phelps, 1992. "Economic Foundations of Cost Effective Analysis," NBER Working Papers 4164, National Bureau of Economic Research, Inc.
  15. Jay Simon & Francois Melese, 2011. "A Multiattribute Sealed-Bid Procurement Auction with Multiple Budgets for Government Vendor Selection," Decision Analysis, INFORMS, vol. 8(3), pages 170-179, September.
  16. Schuwirth, N. & Reichert, P. & Lienert, J., 2012. "Methodological aspects of multi-criteria decision analysis for policy support: A case study on pharmaceutical removal from hospital wastewater," European Journal of Operational Research, Elsevier, vol. 220(2), pages 472-483.
  17. Elke U. Weber & Christopher Hsee, 1998. "Cross-Cultural Differences in Risk Perception, but Cross-Cultural Similarities in Attitudes Towards Perceived Risk," Management Science, INFORMS, vol. 44(9), pages 1205-1217, September.
  18. McCabe, Christopher & Brazier, John & Gilks, Peter & Tsuchiya, Aki & Roberts, Jennifer & O'Hagan, Anthony & Stevens, Katherine, 2006. "Using rank data to estimate health state utility models," Journal of Health Economics, Elsevier, vol. 25(3), pages 418-431, May.
  19. Benjamin L. Collier & Daniel Schwartz & Howard C. Kunreuther & Erwann O. Michel-Kerjan, 2017. "Risk Preferences in Small and Large Stakes: Evidence from Insurance Contract Decisions," NBER Working Papers 23579, National Bureau of Economic Research, Inc.
  20. L. Robin Keller & Jay Simon, 2019. "Preference Functions for Spatial Risk Analysis," Risk Analysis, John Wiley & Sons, vol. 39(1), pages 244-256, January.
  21. Laura Orobia & Gerrit Rooks, 2011. "Risk Taking and Start-up Capital: Exploring Gender differences in Uganda, through an International Comparison," Journal of Economics and Behavioral Studies, AMH International, vol. 3(2), pages 83-93.
  22. Ali E. Abbas & Zhengwei Sun, 2019. "Archimedean Utility Copulas with Polynomial Generating Functions," Decision Analysis, INFORMS, vol. 16(3), pages 218-237, September.
  23. Ailawadi, Kusum L. & Gedenk, Karen & Langer, Tobias & Ma, Yu & Neslin, Scott A., 2014. "Consumer response to uncertain promotions: An empirical analysis of conditional rebates," International Journal of Research in Marketing, Elsevier, vol. 31(1), pages 94-106.
  24. Steven A. Lippman & Kevin F. McCardle, 2004. "Sex, Lies, and the Hillblom Estate: A Decision Analysis," Decision Analysis, INFORMS, vol. 1(3), pages 149-166, September.
  25. Felix Holzmeister & Jürgen Huber & Michael Kirchler & Florian Lindner & Utz Weitzel & Stefan Zeisberger, 2020. "What Drives Risk Perception? A Global Survey with Financial Professionals and Laypeople," Management Science, INFORMS, vol. 66(9), pages 3977-4002, September.
  26. Ulrich Schmidt & Horst Zank, 2022. "Chance theory: A separation of riskless and risky utility," Journal of Risk and Uncertainty, Springer, vol. 65(1), pages 1-32, August.
  27. Han Bleichrodt & Ulrich Schmidt, 2002. "A Context-Dependent Model of the Gambling Effect," Management Science, INFORMS, vol. 48(6), pages 802-812, June.
  28. Peter P. Wakker, 2008. "Lessons Learned by (from?) an Economist Working in Medical Decision Making," Medical Decision Making, , vol. 28(5), pages 690-698, September.
  29. Harald Dyckhoff, 2007. "Quasilineare Mittel von Periodensicherheitswerten als intertemporale Nutzenfunktionen," Schmalenbach Journal of Business Research, Springer, vol. 59(8), pages 982-1001, December.
  30. Bartczak, Anna & Chilton, Susan & Meyerhoff, Jürgen, 2015. "Wildfires in Poland: The impact of risk preferences and loss aversion on environmental choices," Ecological Economics, Elsevier, vol. 116(C), pages 300-309.
  31. Brian J. Cohen, 1996. "Assigning Values to Intermediate Health States for Cost-Utility Analysis," Medical Decision Making, , vol. 16(4), pages 376-385, October.
  32. Morrison, Gwendolyn C., 1997. "HYE and TTO: What is the difference?," Journal of Health Economics, Elsevier, vol. 16(5), pages 563-578, October.
  33. George Wu, 1999. "Anxiety and Decision Making with Delayed Resolution of Uncertainty," Theory and Decision, Springer, vol. 46(2), pages 159-199, April.
  34. van Winsen, Frankwin & Wauters, Erwin & Lauwers, Ludwig H. & de Mey, Yann & Van Passel, Steven & Vancauteren, Mark, 2011. "Combining risk perception and risk attitude: A comprehensive individual risk behavior model," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 115749, European Association of Agricultural Economists.
  35. Yuval Rottenstreich & Alex Markle & Johannes Müller-Trede, 2023. "Risky Sure Things," Management Science, INFORMS, vol. 69(8), pages 4707-4720, August.
  36. Ali E. Abbas, 2009. "Multiattribute Utility Copulas," Operations Research, INFORMS, vol. 57(6), pages 1367-1383, December.
  37. Dolan, Paul, 1998. "The measurement of individual utility and social welfare," Journal of Health Economics, Elsevier, vol. 17(1), pages 39-52, January.
  38. Louis Eeckhoudt & Elisa Pagani & Eugenio Peluso, 2023. "Multidimensional risk aversion: the cardinal sin," Annals of Operations Research, Springer, vol. 320(1), pages 15-31, January.
  39. Jason N. Doctor & Han Bleichrodt & H. Jill Lin, 2010. "Health Utility Bias: A Systematic Review and Meta-Analytic Evaluation," Medical Decision Making, , vol. 30(1), pages 58-67, January.
  40. David B. Johnson & Matthew D. Webb, 2016. "Decision Making with Risky, Rival Outcomes: Theory and Evidence," Carleton Economic Papers 16-12, Carleton University, Department of Economics.
  41. Sriwastava, Ambuj & Reichert, Peter, 2023. "Reducing sample size requirements by extending discrete choice experiments to indifference elicitation," Journal of choice modelling, Elsevier, vol. 48(C).
  42. Haag, Fridolin & Chennu, Arjun, 2023. "Assessing whether decisions are more sensitive to preference or prediction uncertainty with a value of information approach," Omega, Elsevier, vol. 121(C).
  43. Ríos Insua, David & Cano, Javier & Pellot, Michael & Ortega, Ricardo, 2016. "Multithreat multisite protection: A security case study," European Journal of Operational Research, Elsevier, vol. 252(3), pages 888-899.
  44. Mohammed Abdellaoui & Han Bleichrodt & Olivier l'Haridon & Corina Paraschiv, 2013. "Is There One Unifying Concept of Utility?An Experimental Comparison of Utility Under Risk and Utility Over Time," Management Science, INFORMS, vol. 59(9), pages 2153-2169, September.
  45. Ali E. Abbas & Zhengwei Sun, 2015. "Multiattribute Utility Functions Satisfying Mutual Preferential Independence," Operations Research, INFORMS, vol. 63(2), pages 378-393, April.
  46. Amir Shmueli, 2007. "It might be premature to reject the assumption of a power curve relationship between VAS and SG data: three comments on Stevens, McCabe and Brazier's ‘Mapping between VAS and SG data; results from the," Health Economics, John Wiley & Sons, Ltd., vol. 16(7), pages 755-758, July.
  47. Thomas Draper & Stefano Cavagnetto, 2024. "The Von Neumann–Morgenstern Curve and Bank Capital Adequacy Penalties—An Empirical Analysis," Economies, MDPI, vol. 12(6), pages 1-19, June.
  48. Aitor Couce-Vieira & David Rios Insua & Alex Kosgodagan, 2020. "Assessing and Forecasting Cybersecurity Impacts," Decision Analysis, INFORMS, vol. 17(4), pages 356-374, December.
  49. Kobberling, Veronika & Wakker, Peter P., 2005. "An index of loss aversion," Journal of Economic Theory, Elsevier, vol. 122(1), pages 119-131, May.
  50. Rios Insua, D. & Alfaro, C. & Gomez, J. & Hernandez-Coronado, P. & Bernal, F., 2018. "A framework for risk management decisions in aviation safety at state level," Reliability Engineering and System Safety, Elsevier, vol. 179(C), pages 74-82.
  51. Fujii, Yoichiro & Nakamura, Yutaka, 2021. "Regret-sensitive equity premium," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 302-307.
  52. Fleisher, Beverly, 1988. "Intrinsic Risk Attitude: Separating Attitude Towards Risk from Preferences for Goods," 1988 Annual Meeting, August 1-3, Knoxville, Tennessee 270154, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  53. William K. Klimack & Jack M. Kloeber & Kenneth W. Bauer & Mark E. Oxley, 2015. "An Empirical Examination of Multiple Objective Risk Attitudes," Decision Analysis, INFORMS, vol. 12(2), pages 96-103, June.
  54. Jiehua Xie & Zhengyong Zhou, 2022. "Patchwork Constructions of Multiattribute Utility Functions," Decision Analysis, INFORMS, vol. 19(2), pages 141-169, June.
  55. Peter Wakker, 1996. "A Criticism of Healthy-years Equivalents," Medical Decision Making, , vol. 16(3), pages 207-214, August.
  56. Ali E. Abbas & Ronald A. Howard, 2005. "Attribute Dominance Utility," Decision Analysis, INFORMS, vol. 2(4), pages 185-206, December.
  57. Ali E. Abbas, 2006. "Maximum Entropy Utility," Operations Research, INFORMS, vol. 54(2), pages 277-290, April.
  58. Loomes, Graham, 1995. "The myth of the HYE," Journal of Health Economics, Elsevier, vol. 14(1), pages 1-7, May.
  59. McCabe, C & Brazier, J & Gilks, P & Tsuchiya, A & Roberts, J & O'Hagan, A & Stevens, K, 2004. "Estimating population cardinal health state valuation models from individual ordinal (rank) health state preference data," MPRA Paper 29759, University Library of Munich, Germany.
  60. Ali Abbas, 2004. "Maximum Entropy Utility," Game Theory and Information 0403002, University Library of Munich, Germany.
  61. Abellan-Perpiñan, Jose Maria & Bleichrodt, Han & Pinto-Prades, Jose Luis, 2009. "The predictive validity of prospect theory versus expected utility in health utility measurement," Journal of Health Economics, Elsevier, vol. 28(6), pages 1039-1047, December.
  62. Peter Reichert & Klemens Niederberger & Peter Rey & Urs Helg & Susanne Haertel-Borer, 2019. "The need for unconventional value aggregation techniques: experiences from eliciting stakeholder preferences in environmental management," EURO Journal on Decision Processes, Springer;EURO - The Association of European Operational Research Societies, vol. 7(3), pages 197-219, November.
  63. Claude Le Pen, 1997. "Théorie de l'utilité et mesure des états de santé, le débat QALYs-HYEs," Économie et Prévision, Programme National Persée, vol. 129(3), pages 37-54.
  64. Ali E. Abbas & János Aczél, 2010. "The Role of Some Functional Equations in Decision Analysis," Decision Analysis, INFORMS, vol. 7(2), pages 215-228, June.
  65. Kalogeras, Nikos & Pennings, Joost M.E. & Garcia, Philip, 2006. "What Drives Strategic Behavior? A Framework to Explain and Predict SMEs' Transition to Sustainable Production Systems," 2006 Annual meeting, July 23-26, Long Beach, CA 21354, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  66. Wei Lim & Joo Lee-Partridge & Soo Tan, 2008. "Revenue implication of auction value in k-price sealed-bid auctions: An experimental study," Marketing Letters, Springer, vol. 19(1), pages 25-38, March.
  67. Ali E. Abbas, 2011. "Decomposing the Cross Derivatives of a Multiattribute Utility Function into Risk Attitude and Value," Decision Analysis, INFORMS, vol. 8(2), pages 103-116, June.
  68. Colin F. Camerer & Howard Kunreuther, 1989. "Decision processes for low probability events: Policy implications," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 8(4), pages 565-592.
  69. César Gil & David Rios Insua & Jesus Rios, 2016. "Adversarial Risk Analysis for Urban Security Resource Allocation," Risk Analysis, John Wiley & Sons, vol. 36(4), pages 727-741, April.
  70. D. Stratmann‐Schoene & T. Kuehn & R. Kreienberg & R. Leidl, 2006. "A preference‐based index for the SF‐12," Health Economics, John Wiley & Sons, Ltd., vol. 15(6), pages 553-564, June.
  71. Yonatan Aumann, 2015. "A conceptual foundation for the theory of risk aversion," Discussion Paper Series dp686, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
  72. G. Quijano, Eduardo & Ríos Insua, David & Cano, Javier, 2018. "Critical networked infrastructure protection from adversaries," Reliability Engineering and System Safety, Elsevier, vol. 179(C), pages 27-36.
  73. Haag, Fridolin & Lienert, Judit & Schuwirth, Nele & Reichert, Peter, 2019. "Identifying non-additive multi-attribute value functions based on uncertain indifference statements," Omega, Elsevier, vol. 85(C), pages 49-67.
  74. Peter P. Wakker & Sylvia J. T. Jansen & Anne M. Stiggelbout, 2004. "Anchor Levels as a New Tool for the Theory and Measurement of Multiattribute Utility," Decision Analysis, INFORMS, vol. 1(4), pages 217-234, December.
  75. Manel Baucells & Rakesh Sarin, 2007. "Evaluating Time Streams of Income: Discounting What?," Theory and Decision, Springer, vol. 63(2), pages 95-120, September.
  76. Dyer, James S. & Jianmin Jia, 1997. "Relative risk--value models," European Journal of Operational Research, Elsevier, vol. 103(1), pages 170-185, November.
  77. Lippman, Steven A. & McCardle, Kevin F. & Tang, Christopher S., 2013. "Using Nash bargaining to design project management contracts under cost uncertainty," International Journal of Production Economics, Elsevier, vol. 145(1), pages 199-207.
  78. Ali Abbas, 2010. "Invariant multiattribute utility functions," Theory and Decision, Springer, vol. 68(1), pages 69-99, February.
  79. Ilia Tsetlin, 2006. "A Method for Eliciting Utilities and its Application to Collective Choice," Theory and Decision, Springer, vol. 61(1), pages 51-62, August.
  80. Scholten, Lisa & Schuwirth, Nele & Reichert, Peter & Lienert, Judit, 2015. "Tackling uncertainty in multi-criteria decision analysis – An application to water supply infrastructure planning," European Journal of Operational Research, Elsevier, vol. 242(1), pages 243-260.
  81. Joost M.E. Pennings & Ale Smidts, 2000. "Assessing the Construct Validity of Risk Attitude," Management Science, INFORMS, vol. 46(10), pages 1337-1348, October.
  82. Javier Cano & David Ríos Insua & Alessandra Tedeschi & Ug̃ur Turhan, 2016. "Security economics: an adversarial risk analysis approach to airport protection," Annals of Operations Research, Springer, vol. 245(1), pages 359-378, October.
  83. Ali E. Abbas, 2013. "Utility Copula Functions Matching All Boundary Assessments," Operations Research, INFORMS, vol. 61(2), pages 359-371, April.
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