Multivariate decision-making under risk aversion
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Cites work
- scientific article; zbMATH DE number 3848917 (Why is no real title available?)
- scientific article; zbMATH DE number 3856837 (Why is no real title available?)
- scientific article; zbMATH DE number 5122486 (Why is no real title available?)
- scientific article; zbMATH DE number 3365044 (Why is no real title available?)
- scientific article; zbMATH DE number 3084780 (Why is no real title available?)
- Approximation of convex preferences
- Concavifiability and constructions of concave utility functions
- Efficiency Analysis for Multivariate Distributions
- Generalized concavity
- Least concave utility functions
- Multi-Period Consumption Decision under Conditions of Uncertainty
- Multivariate decision-making
- Non-Convexifiable Pareto Sets
- Ordering Uncertain Prospects: The Multivariate Utility Functions Case
- Research Bibliography—Stochastic Dominance: A Research Bibliography
- Stochastic Dominance Rules for Multi-attribute Utility Functions
- Stochastic Dominance and the Maximization of Expected Utility
Cited in
(19)- Multivariate stochastic dominance for risk averters and risk seekers
- Multivariate robust second-order stochastic dominance and resulting risk-averse optimization
- Risk aversion for variational and multiple-prior preferences
- Stochastic decision problems with multiple risk-averse agents
- scientific article; zbMATH DE number 1530348 (Why is no real title available?)
- Multivariate risk aversion with applications
- Many good risks: An interpretation of multivariate risk and risk aversion without the independence axiom
- Multivariate decisions with unknown price vector
- Generalized Expected Utility Analysis of Multivariate Risk Aversion
- Stochastic Dominance Decision Rules when the Attributes are Utility Independent
- Some properties of the risk set in multiple decision problems
- Local utility and multivariate risk aversion
- Correlated risks, bivariate utility and optimal choices
- Dual theory of choice with multivariate risks
- Multidimensional risk aversion: the cardinal sin
- Preference Convex Unanimity in Multiple Criteria Decision Making
- Decision-Making Under Conditions of Multiple Values and Variation in Conditions of Risk and Uncertainty
- scientific article; zbMATH DE number 5593018 (Why is no real title available?)
- Decision making in financial markets through multivariate ordering procedure
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