The riskiness of random processes is compared by (a) employing a
decision-theoretic equivalence between processes and lotteries on path spaces to identify the riskiness of the former with that of the...
On 26 May 2016 A vector-valued generalized Arrow-Pratt (GAP) coefficients is defined
for a utility defined on a Hilbert outcome space. Given risk averse,
increasing and twice differentiable utilities on such outc...
On 23 May 2016 The Author considera a decision-making environment with an outcome space that is a convex and compact subset of a vector space belonging to a general class of such spaces. Given this outcome space,he...
On 22 Jun 2009 |