Toward multivariate efficiency criteria
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Cited by:
- Christoph Heinzel, 2014. "Term structure of discount rates under multivariate s-ordered consumption growth," Working Papers SMART 14-01, INRAE UMR SMART.
- Ian Crawford, 1999. "Nonparametric tests of stochastic dominance in bivariate distributions, with an application to UK data," IFS Working Papers W99/28, Institute for Fiscal Studies.
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- Michel Denuit & Rachel Huang & Larry Tzeng, 2014.
"Bivariate almost stochastic dominance,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 57(2), pages 377-405, October.
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- Denuit, Michel & Huang, Rachel & Tzeng, Larry, 2014. "Bivariate almost stochastic dominance," LIDAM Reprints ISBA 2014040, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Meyer, Margaret & Strulovici, Bruno, 2012.
"Increasing interdependence of multivariate distributions,"
Journal of Economic Theory, Elsevier, vol. 147(4), pages 1460-1489.
- Margaret Meyer & Bruno Strulovici, 2011. "Increasing Interdependence of Multivariate Distributions," Discussion Papers 1523, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Gollier, Christian, 2015. "Discounting, inequality and economic convergence," Journal of Environmental Economics and Management, Elsevier, vol. 69(C), pages 53-61.
- Robison, Lindon J. & Abkin, Michael H., 1981. "Theoretical and Practical Models for Investment and Disinvestment Decision Making Under Uncertainty in the Energy Supply Industry," Agricultural Economic Report Series 201288, Michigan State University, Department of Agricultural, Food, and Resource Economics.
- Oliver Linton & Yoon Jae Whang & Yu-Min Yen, 2021.
"The lower regression function and testing expectation dependence dominance hypotheses,"
Econometric Reviews, Taylor & Francis Journals, vol. 40(8), pages 709-727, September.
- Linton, O. & Whang, Y-J. & Yen, Y., 2018. "The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses," Cambridge Working Papers in Economics 1880, Faculty of Economics, University of Cambridge.
- Oliver Linton & YOON-JAE WHANG & Yu-Min Yen, 2018. "The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses," Working Paper Series no110, Institute of Economic Research, Seoul National University.
- Muller, Christophe, 2005.
"Price index dispersion and utilitarian social evaluation,"
Economics Letters, Elsevier, vol. 89(2), pages 141-146, November.
- Christophe Muller, 2005. "Price Index Dispersion And Utilitarian Social Evaluation," Working Papers. Serie AD 2005-09, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Haim Levy, 2020. "The Investment Home Bias with Peer Effect," JRFM, MDPI, vol. 13(5), pages 1-19, May.
- Levy, Moshe, 2005. "Social phase transitions," Journal of Economic Behavior & Organization, Elsevier, vol. 57(1), pages 71-87, May.
- Eunhee Lee & Chang Kim & In-Moo Kim, 2015. "Equity premium over different investment horizons," Empirical Economics, Springer, vol. 48(3), pages 1169-1187, May.
- Gollier, Christian, 2016.
"Gamma discounters are short-termist,"
Journal of Public Economics, Elsevier, vol. 142(C), pages 83-90.
- Gollier, Christian, 2014. "Gamma discounters are short-termist," TSE Working Papers 14-499, Toulouse School of Economics (TSE), revised Oct 2014.
- Gollier, Christian, 2014. "Gamma discounters are short-termist," IDEI Working Papers 828, Institut d'Économie Industrielle (IDEI), Toulouse, revised Oct 2014.
- Levy, Haim & Wiener, Zvi, 2013. "Prospect theory and utility theory: Temporary versus permanent attitude toward risk," Journal of Economics and Business, Elsevier, vol. 68(C), pages 1-23.
- Giovanni Maggi & Gene M. Grossman, 2000.
"Diversity and Trade,"
American Economic Review, American Economic Association, vol. 90(5), pages 1255-1275, December.
- Grossmann, G.M. & Maggi, G., 1998. "Diversity and Trade," Papers 192, Princeton, Woodrow Wilson School - Public and International Affairs.
- Grossman, Gene & Maggi, Giovanni, 1998. "Diversity and Trade," CEPR Discussion Papers 2005, C.E.P.R. Discussion Papers.
- Gene M. Grossman & Giovanni Maggi, 1998. "Diversity and Trade," NBER Working Papers 6741, National Bureau of Economic Research, Inc.
- Henry Chiu, W., 2020. "Financial risk taking in the presence of correlated non-financial background risk," Journal of Mathematical Economics, Elsevier, vol. 88(C), pages 167-179.
- Ian Crawford, 2005. "A nonparametric test of stochastic dominance in multivariate distributions," School of Economics Discussion Papers 1205, School of Economics, University of Surrey.
- Dertwinkel-Kalt, Markus & Ebert, Sebastian & Köster, Mats, 2023. "On correlated lotteries in economic applications," Journal of Economic Behavior & Organization, Elsevier, vol. 215(C), pages 292-306.
- Georges Dionne & Jingyuan Li, 2012.
"Comparative Ross Risk Aversion in the Presence of Quadrant Dependent Risks,"
Cahiers de recherche
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- Dionne, Georges & Li, Jingyuan, 2012. "Comparative Ross risk aversion in the presence of quadrant dependent risks," Working Papers 12-7, HEC Montreal, Canada Research Chair in Risk Management.
- Margaret Meyer & Bruno Strulovici, 2013.
"The Supermodular Stochastic Ordering,"
Discussion Papers
1563, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Meyer, Margaret & Strulovici, Bruno, 2013. "The Supermodular Stochastic Ordering," CEPR Discussion Papers 9486, C.E.P.R. Discussion Papers.
- Guy Kaplanski & Haim Levy, 2017. "Envy and Altruism: Contrasting Bivariate and Univariate Prospect Preferences," Scandinavian Journal of Economics, Wiley Blackwell, vol. 119(2), pages 457-483, April.
- Jingyuan Li, 2012. "Precautionary saving in the presence of labor income and interest rate risks," Journal of Economics, Springer, vol. 106(3), pages 251-266, July.
- Levy, Moshe & Levy, Haim, 2015. "Keeping up with the Joneses and optimal diversification," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 29-38.
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