Efficient sets with and without the expected utility hypothesis. A generalization

DOI10.1016/0304-4068(92)90017-2MaRDI QIDQ1199745zbMATH OpenOpenAlexFDO

Authors J. Quiggin

Publication date 16 January 1993

Published in Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4068(92)90017-2

zbMATH Keywords

efficient setscontinuous preference functionals

Mathematics Subject Classification ID

Utility theory (91B16)

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Cites work

• scientific article; zbMATH DE number 3232606 (Why is no real title available?)
• "Expected Utility" Analysis without the Independence Axiom
• A Generalization of the Quasilinear Mean with Applications to the Measurement of Income Inequality and Decision Theory Resolving the Allais Paradox
• A Price Characterization of Efficient Random Variables
• Efficient sets with and without the expected utility hypothesis
• The Dual Theory of Choice under Risk

Cited in

(9)

• Two-stage optimization problems with multivariate stochastic order constraints
• Comparative risk aversion for state-dependent preferences
• Multicriteria efficiency with arbitrary finite sets and cyclic preferences
• Time and risk
• Efficient sets with and without the expected utility hypothesis
• Set comparisons in a general domain: the indirect utility criterion
• Supermodularity and the comparative statics of risk
• On a generalization of Markowitz preference relation
• The utility efficient set and its interactive reduction

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