Efficiency Analysis for Multivariate Distributions

DOI10.2307/2296822MaRDI QIDQ4117165zbMATH OpenOpenAlexFDO

Authors David Levhari, Jacob Paroush, Bezalel Peleg

Publication date 1975

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2296822

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Applications of statistics to economics (62P20)

Cited in

(25)

• Stochastic dominance with pair-wise risk aversion
• Multivariate stochastic dominance with fixed dependence structure
• Distributional efficiency in multiobjective stochastic linear programming
• On the theory of risk aversion and the theory of risk
• Dominance conditions in non-additive expected utility theory
• Many good choice axioms: When can many-good lotteries be treated as money lotteries?
• Many good risks: An interpretation of multivariate risk and risk aversion without the independence axiom
• Global univalence when mappings are not necessarily continuous
• Safety-first analysis and stable Paretian approach to portfolio choice theory
• First-order dominance: stronger characterization and a bivariate checking algorithm
• Multistage portfolio optimization with multivariate dominance constraints
• A strong (Ross) characterization of multivariate risk aversion
• Utility theory with probability dependent outcome valuation: Extensions and applications
• Information within coalitions: risk and ambiguity
• An analysis of dual-issue final-offer arbitration
• Multivariate concave and convex stochastic dominance
• Stochastic dominance with nonadditive probabilities
• Solution approaches for the multiobjective stochastic programming
• Robust generalized Merton-type financial portfolio models with generalized utility
• The mass transfer approach to multivariate discrete first order stochastic dominance: direct proof and implications
• Value-driven multidimensional welfare analysis: a dominance approach with application to comparisons of European populations
• Multivariate decision-making
• Multidimensional welfare comparisons of EU member states before, during, and after the financial crisis: a dominance approach
• Multivariate decisions with unknown price vector
• Multivariate decision-making under risk aversion

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