Risk-aversely efficient random variables: Characterization and an application to growth under uncertainty
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Cites work
- scientific article; zbMATH DE number 3222422 (Why is no real title available?)
- A Price Characterization of Efficient Random Variables
- Efficient random variables
- Ordinary convex programs without a duality gap
- Risk-aversely efficient random variables: Characterization and an application to growth under uncertainty
- The Efficiency Analysis of Choices Involving Risk
- Transversality Condition in a Multi-Sector Economy under Uncertainty
Cited in
(5)- Efficiency in economic growth models under uncertainty
- Dynamic efficiency in overlapping generations models with stochastic production
- Cantor Type Invariant Distributions in the Theory of Optimal Growth under Uncertainty
- Characterizing the efficient set when preferences are state-dependent
- Risk-aversely efficient random variables: Characterization and an application to growth under uncertainty
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