Dominance Conditions for Multivariate Utility Functions

DOI10.1287/mnsc.34.4.454zbMath0647.90009OpenAlexW2023032390MaRDI QIDQ3792442

Marco Scarsini

Publication date: 1988

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.34.4.454

zbMATH Keywords

expected utilitychoice under riskbivariate risk aversionstochastic dominance conditionsk-variate risk aversion

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16)

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