Multivariate decision-making

DOI10.1016/0022-0531(84)90073-5zbMath0529.90002OpenAlexW1993917957MaRDI QIDQ787829

Azriel Levy, Haim 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)

Related Items (7)

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

Cites Work

• 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
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