Decision analysis using targets instead of utility functions

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Performance targets and the Brier score (2007, background): “E[U(BS)] ∝ Prob(BS X) (20) This equivalance between expected utility and the cumulative distribution function (c.d.f.) of a stochastic target was identified by Bordley and LiCalzi (2000).”
The Use of Multiple Reference Points in Risky Decision Making (2012, background): “Previous research has suggested effects of reference point ambiguity on the MR and the G individually (Borch, 1968; Bordley & LiCalzi, 2000; Oden & Lopes, 1997), and collectively (Wang & Johnson, 2009).”
On efficiency of mean–variance based portfolio selection in defined contribution pension schemes (2014, result): “In addition, this extension would be in line with the most advanced models for portfolio allocation in pension funds (see, for instance, Boulier et al. (2001), Deelstra et al.”
DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY (2008, background): “Moreover, it has been recently demonstrated that the state-dependent utility and the target-based approaches are equivalent (see Bordley and LiCalzi (2000), Castagnoli (2004)).”
Decision by sampling. (2006, unknown): “Bordley and LiCalzi (2000) present an argument that is similar to the DbS account above.”