Multivariate decision-making
From MaRDI portal
Publication:787829
DOI10.1016/0022-0531(84)90073-5zbMath0529.90002MaRDI QIDQ787829
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
91B06: Decision theory
Related Items
Multivariate decision-making under risk aversion, Stochastic dominance with pair-wise risk aversion, On the risk-aversion comparability of state-dependent utility functions, Multivariate stochastic dominance with fixed dependence structure, Dominance conditions in non-additive expected utility theory, Stochastic dominance with nonadditive probabilities
Cites Work
- Unnamed Item
- Unnamed Item
- Least concave utility functions
- Constant, Increasing and Decreasing Risk Aversion with Many Commodities
- Efficiency Analysis for Multivariate Distributions
- Multi-Period Consumption Decision under Conditions of Uncertainty
- Risk Aversion and Consumer Preferences
- A Matrix Measure of Multivariate Local Risk Aversion
- Risk Aversion in the Small and in the Large
- The Efficiency Analysis of Choices Involving Risk
- Behavior Towards Risk with Many Commodities
- Risk Aversion and Demand Functions