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

Charles M. Harvey

Operations Research · 1984 · Volume 32 · Issue 2

DOI: 10.1287/opre.32.2.457

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

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