Multivariate decision-making

DOI10.1016/0022-0531(84)90073-5MaRDI QIDQ787829zbMATH OpenOpenAlexFDO

Authors Haim Levy, Azriel Levy

Publication date 1984

Published in Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-0531(84)90073-5

zbMATH Keywords

stochastic dominanceindirect utility functionmultivariate probability distributions

Mathematics Subject Classification ID

Decision theory (91B06)

Cites work

• scientific article; zbMATH DE number 3827527 (Why is no real title available?)
• scientific article; zbMATH DE number 3342731 (Why is no real title available?)
• A Matrix Measure of Multivariate Local Risk Aversion
• Behavior Towards Risk with Many Commodities
• Constant, Increasing and Decreasing Risk Aversion with Many Commodities
• Efficiency Analysis for Multivariate Distributions
• Least concave utility functions
• Multi-Period Consumption Decision under Conditions of Uncertainty
• Risk Aversion and Consumer Preferences
• Risk Aversion and Demand Functions
• Risk Aversion in the Small and in the Large
• The Efficiency Analysis of Choices Involving Risk

Cited in

(7)

• Multivariate stochastic dominance with fixed dependence structure
• Multivariate decision-making under risk aversion
• Multivariate decisions with unknown price vector
• Stochastic dominance with pair-wise risk aversion
• Dominance conditions in non-additive expected utility theory
• Stochastic dominance with nonadditive probabilities
• On the risk-aversion comparability of state-dependent utility functions

This page was built for publication: Multivariate decision-making

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q787829)