Preserving preference rankings under non-financial background risk - Archive ouverte HAL Accéder directement au contenu
Article Dans Une Revue JORS, Journal of the Operational Research Society Année : 2010

Preserving preference rankings under non-financial background risk

Yannick Malevergne
B. Rey
  • Fonction : Auteur

Résumé

We investigate the impact of a non-financial background risk on the preference rankings between two independent financial risks and for an expected-utility maximizer. Utility functions that preserve the preference rankings are fully characterized. Their practical relevance is discussed in light of recent results on the constraints for the modelling of the preference for the disaggregation of harms.
Fichier non déposé

Dates et versions

hal-02312501 , version 1 (05-03-2020)

Identifiants

  • HAL Id : hal-02312501 , version 1

Citer

Yannick Malevergne, B. Rey. Preserving preference rankings under non-financial background risk. JORS, Journal of the Operational Research Society, 2010, 61(8), pp.1302-1308 P. ⟨hal-02312501⟩

Collections

EMLYON
15 Consultations
0 Téléchargements

Partager

Gmail Facebook X LinkedIn More