Ordering Uncertain Prospects: The Multivariate Utility Functions Case

DOI10.2307/2297261MaRDI QIDQ3869046zbMATH OpenOpenAlexFDO

Authors William R. Russell, Tae Kun Seo

Publication date 1978

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

Full work available at URL https://doi.org/10.2307/2297261

zbMATH Keywords

multivariate utility functionsstochastic dominanceunanimous decision rules

Mathematics Subject Classification ID

Individual preferences (91B08) Utility theory (91B16)

Cited in

(9)

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• Distributional efficiency in multiobjective stochastic linear programming
• First-order dominance: stronger characterization and a bivariate checking algorithm
• Financial risk taking in the presence of correlated non-financial background risk
• How risky is a random process?
• The mass transfer approach to multivariate discrete first order stochastic dominance: direct proof and implications
• Multivariate risk attitude: a comparison of alternative approaches in sustainability policies
• Multivariate decisions with unknown price vector
• Multivariate decision-making under risk aversion

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