Risk-aversely efficient random variables: Characterization and an application to growth under uncertainty

DOI10.1016/0022-0531(84)90058-9zbMATH Open0548.90014OpenAlexW2078264243MaRDI QIDQ799464FDOQ799464

Authors: Itzhak Zilcha 

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)90058-9

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zbMATH Keywords

competitive pricesmulti-sector optimal growth modeloptimal choicesrisk averse decision-makers

Mathematics Subject Classification ID

Decision theory (91B06) Economic growth models (91B62)

Cites Work

• Title not available (Why is that?)
• The Efficiency Analysis of Choices Involving Risk
• A Price Characterization of Efficient Random Variables
• Efficient random variables
• Ordinary convex programs without a duality gap
• Transversality Condition in a Multi-Sector Economy under Uncertainty
• Risk-aversely efficient random variables: Characterization and an application to growth 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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