Characterizing the efficient set when preferences are state-dependent

DOI10.1016/0022-0531(87)90028-7zbMath0616.90007OpenAlexW2052443948MaRDI QIDQ1821674

Itzhak Zilcha

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1016/0022-0531(87)90028-7

zbMATH Keywords

risk-averse decision makerseconomic models under uncertaintyefficient state-payoff bundles

Mathematics Subject Classification ID

Decision theory (91B06) Microeconomic theory (price theory and economic markets) (91B24)

Related Items (1)

Utility functions of equivalent form and the effect of parameter changes on optimum decision making

Cites Work

• Unnamed Item
• Risk-aversely efficient random variables: Characterization and an application to growth under uncertainty
• Efficient random variables
• Risk Aversion for State-Dependent Utility Functions: Measurement and Applications
• Portfolio Efficient Sets
• A Price Characterization of Efficient Random Variables
• The Efficiency Analysis of Choices Involving Risk

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