Multivariate decision-making under risk aversion

DOI10.1016/0022-0531(90)90091-WzbMATH Open0695.90004MaRDI QIDQ910312FDOQ910312

Authors: Lars J. Olson 

Publication date: 1990

Published in: Journal of Economic Theory (Search for Journal in Brave)

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zbMATH Keywords

risk averse decision-makersmultivariate stochastic dominance rules

Mathematics Subject Classification ID

Decision theory (91B06)

Cites Work

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• Generalized concavity
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• Least concave utility functions
• Approximation of convex preferences
• Concavifiability and constructions of concave utility functions
• Efficiency Analysis for Multivariate Distributions
• Research Bibliography—Stochastic Dominance: A Research Bibliography
• Stochastic Dominance and the Maximization of Expected Utility
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• Stochastic Dominance Rules for Multi-attribute Utility Functions
• Ordering Uncertain Prospects: The Multivariate Utility Functions Case
• Multi-Period Consumption Decision under Conditions of Uncertainty
• Multivariate decision-making
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• Non-Convexifiable Pareto Sets

Cited In (19)

• Generalized Expected Utility Analysis of Multivariate Risk Aversion
• Multivariate robust second-order stochastic dominance and resulting risk-averse optimization
• Multivariate stochastic dominance for risk averters and risk seekers
• Title not available (Why is that?)
• Correlated risks, bivariate utility and optimal choices
• Risk aversion for variational and multiple-prior preferences
• Decision-Making Under Conditions of Multiple Values and Variation in Conditions of Risk and Uncertainty
• Preference Convex Unanimity in Multiple Criteria Decision Making
• Decision making in financial markets through multivariate ordering procedure
• Many good risks: An interpretation of multivariate risk and risk aversion without the independence axiom
• Dual theory of choice with multivariate risks
• Local utility and multivariate risk aversion
• Multivariate risk aversion with applications
• Multivariate decisions with unknown price vector
• Multidimensional risk aversion: the cardinal sin
• Title not available (Why is that?)
• Stochastic Dominance Decision Rules when the Attributes are Utility Independent
• Stochastic decision problems with multiple risk-averse agents
• Some properties of the risk set in multiple decision problems

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