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Robust decision making using a general utility set
Hu, Jian; Bansal, Manish; Mehrotra, Sanjay - In: European journal of operational research : EJOR 269 (2018) 2, pp. 699-714
Persistent link: https://www.econbiz.de/10011864436
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Asset-liability management models in decision making
Bajram, Narela; Can, Mehmet - In: Journal of business and finance 1 (2013) 1, pp. 11-16
Persistent link: https://www.econbiz.de/10010201760
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Portfolio optimization with disutility-based risk measure
Fulga, Cristinca - In: European journal of operational research : EJOR 251 (2016) 2, pp. 541-553
Persistent link: https://www.econbiz.de/10011444347
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Constructing quadratic objective functions by linear programming with an application to pure exchange
Schwarm, Claus - In: Constructing and applying objective functions : …, (pp. 309-330). 2002
Persistent link: https://www.econbiz.de/10001770141
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A comparison of logarithmic goal programming and conjoint analysis to generate priority point vectors : an experimental approach
Natesan, Sumeetha R.; Dutta, Goutam - In: Opsearch : journal of the Operational Research Society … 59 (2022) 2, pp. 518-549
Persistent link: https://www.econbiz.de/10013273211
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Expected utility theory and the experimentalists
Harrison, Glenn W. - 1993
Persistent link: https://www.econbiz.de/10000869099
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Preference reversal, real-world lotteries, and lottery-interested subjects
Bohm, Peter; Lind, Hans - 1991
Persistent link: https://www.econbiz.de/10000808788
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Similarity and decision-making under risk : (is there a utility theory resolution to the Allais paradox?)
Rubinstein, Ariel - 1987
Persistent link: https://www.econbiz.de/10000720130