Multivariate decision-making under risk aversion

DOI10.1016/0022-0531(90)90091-WzbMath0695.90004MaRDI QIDQ910312

Lars J. Olson

Publication date: 1990

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

zbMATH Keywords

risk averse decision-makersmultivariate stochastic dominance rules

Mathematics Subject Classification ID

Decision theory (91B06)

Related Items (1)

Multidimensional risk aversion: the cardinal sin

Cites Work

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