Separation theorems and expected utilities
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Publication:1220426
DOI10.1016/0022-0531(75)90036-8zbMath0313.90007OpenAlexW1998631522MaRDI QIDQ1220426
Publication date: 1975
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-0531(75)90036-8
Utility theory (91B16) Convexity of real functions in one variable, generalizations (26A51) Vector spaces, linear dependence, rank, lineability (15A03)
Related Items (12)
A test for risk-averse expected utility ⋮ Revealed preference and linear utility ⋮ The subjective expected utility hypothesis and revealed preference ⋮ What were you thinking? Decision theory as coherence test ⋮ Revealed preference and the subjective state space hypothesis ⋮ Expected utility theory without the completeness axiom. ⋮ An axiomatic derivation of subjective probability, utility, and evaluation functions ⋮ von Neumann Morgenstern preferences ⋮ Revealed preference, stochastic dominance, and the expected utility hypothesis ⋮ Continua of stochastic dominance relations for bounded probability distributions ⋮ Mutual fund separation in financial theory - the separating distributions ⋮ Representation of subjective preferences under ambiguity
Cites Work
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- Convex stochastic dominance with finite consequence sets
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- Utility Theory without the Completeness Axiom: A Correction
- Revealed Preference Theory
- One-way Expected Utility with Finite Consequence Spaces
- A Study of Lexicographic Expected Utility
- Alternative Axiomatizations of One-Way Expected Utility
- Risk Aversion and Wealth Effects on Portfolios with Many Assets
- Ordered Vector Spaces
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