European Journal of Operational Research · 2005 · 113 citations · 16 references
Social SciencesEconomicsMathematicsFinancial EconomicsOptimizationDecision Under RiskMarket RiskRisk AversionRisk PreferencesRisk ToleranceStochastic OptimizationRisk-averse Decision MakingRisk-sensitive Bellman EquationsRisk-sensitive Value Functions
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Risk Aversion in the Small and in the Large
John W. Pratt · Econometrica · 1964 · 4.9K citations
Risk Aversion in the Small and in the Large
John W. Pratt · Econometrica · 1976 · 4.7K citations