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

DOI10.1016/0304-4068(92)90017-2zbMATH Open0762.90017OpenAlexW1590945934MaRDI QIDQ1199745FDOQ1199745

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

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zbMATH Keywords

efficient setscontinuous preference functionals

Mathematics Subject Classification ID

Utility theory (91B16)

Cites Work

• "Expected Utility" Analysis without the Independence Axiom
• The Dual Theory of Choice under Risk
• Title not available (Why is that?)
• 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

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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