Strong One-Switch Utility
提出“强单次切换”条件，刻画了线性加指数效用函数族，该函数能同时反映对金钱的递增偏好、风险厌恶及递减风险厌恶，并支持以期望值衡量回报的风险-回报表示。
The linear plus exponential utility function has received increasing attention of late as a particularly attractive family for evaluating additive gambles for wealth. In addition to its ability to reflect increasing appreciation for money, risk aversion, and decreasing risk aversion, it is consistent with a risk-return representation in which return is measured by expected value. In this paper we present a new condition, strong one-switch, that characterizes the linear plus exponential family.