A Price Characterization of Efficient Random Variables
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Cited in
(23)- An extension of the multi-output state-contingent production model
- Data envelopment analysis for efficiency measurement in the stochastic case
- Efficient sets with and without the expected utility hypothesis
- Stochastic dominance and Friedman-Savage utility functions
- Efficient sets with and without the expected utility hypothesis. A generalization
- Efficient random variables
- Topological properties of the efficient point set. II
- Measuring dynamic efficiency under risk aversion
- Financial market structures revealed by pricing rules: efficient complete markets are prevalent
- Characterizing the efficient set when preferences are state-dependent
- Invariant risk attitudes
- Pareto optima and equilibria when preferences are incompletely known
- Efficiency measurement in non-market systems through data envelopment analysis
- Efficiency measurement in stochastic input-output systems†
- Economic theory and DEA models: a critical review
- Rationalizing investors' choices
- Pricing of debt and equity in a financial network with comonotonic endowments
- A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS
- Third-degree stochastic dominance and axioms for a convex marginal utility function
- Pareto efficiency for the concave order and multivariate comonotonicity
- Market behavior when preferences are generated by second-order stochastic dominance
- Risk-aversely efficient random variables: Characterization and an application to growth under uncertainty
- Risk and risk aversion when states of nature matter
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