Pages that link to "Item:Q4117165"
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The following pages link to Efficiency Analysis for Multivariate Distributions (Q4117165):
Displayed 14 items.
- Multivariate decision-making (Q787829) (← links)
- Multivariate decision-making under risk aversion (Q910312) (← links)
- Stochastic dominance with pair-wise risk aversion (Q1068671) (← links)
- Multivariate stochastic dominance with fixed dependence structure (Q1109659) (← links)
- Distributional efficiency in multiobjective stochastic linear programming (Q1127138) (← links)
- On the theory of risk aversion and the theory of risk (Q1136595) (← links)
- Dominance conditions in non-additive expected utility theory (Q1190234) (← links)
- Many good choice axioms: When can many-good lotteries be treated as money lotteries? (Q1190246) (← links)
- Many good risks: An interpretation of multivariate risk and risk aversion without the independence axiom (Q1190247) (← links)
- Global univalence when mappings are not necessarily continuous (Q1338910) (← links)
- Safety-first analysis and stable Paretian approach to portfolio choice theory (Q1600526) (← links)
- A strong (Ross) characterization of multivariate risk aversion (Q1891346) (← links)
- Utility theory with probability dependent outcome valuation: Extensions and applications (Q1916296) (← links)
- Stochastic dominance with nonadditive probabilities (Q4201809) (← links)