Technical Note—Assessment of Risk Attitude by a Utility Dependence Condition

Charles M. Harvey
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Charles M. Harvey: Dickinson College, Carlisle, Pennsylvania

Operations Research, 1984, vol. 32, issue 2, 457-464

Abstract: This paper introduces a utility dependence condition and shows that it implies a multiattribute utility function that has a logarithmic or power form in terms of conditional utility functions on the individual attributes.

Keywords: 851 utility theory; 852 utility dependence (search for similar items in EconPapers)
Date: 1984
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Persistent link: https://EconPapers.repec.org/RePEc:inm:oropre:v:32:y:1984:i:2:p:457-464

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