Dominance Conditions for Multivariate Utility Functions
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DOI: 10.1287/mnsc.34.4.454
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Other versions of this item:
- Marco Scarsini, 1988. "Dominance Conditions for Multivariate Utility Functions," Management Science, INFORMS, vol. 34(4), pages 454-460, April.
Citations
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Cited by:
- Range, Troels Martin & Østerdal, Lars Peter, 2013. "Checking bivariate first order dominance," Discussion Papers on Economics 9/2013, University of Southern Denmark, Department of Economics.
- Dionne, Georges & Li, Jingyuan, 2014.
"Comparative Ross risk aversion in the presence of mean dependent risks,"
Journal of Mathematical Economics, Elsevier, vol. 51(C), pages 128-135.
- Georges Dionne & Jingyuan Li, 2012. "Comparative Ross Risk Aversion in the Presence of Mean Dependent Risks," Cahiers de recherche 1211, CIRPEE.
- Dionne, Georges & Li, Jingyuan, 2013. "Comparative Ross risk aversion in the presence of mean dependent risks," Working Papers 12-2, HEC Montreal, Canada Research Chair in Risk Management.
- Abdelaziz, Fouad Ben, 2012. "Solution approaches for the multiobjective stochastic programming," European Journal of Operational Research, Elsevier, vol. 216(1), pages 1-16.
- Ilia Tsetlin & Robert L. Winkler, 2009. "Multiattribute Utility Satisfying a Preference for Combining Good with Bad," Management Science, INFORMS, vol. 55(12), pages 1942-1952, December.
- Østerdal, Lars Peter, 2010. "The mass transfer approach to multivariate discrete first order stochastic dominance: Direct proof and implications," Journal of Mathematical Economics, Elsevier, vol. 46(6), pages 1222-1228, November.
- Marco Scarsini & Moshe Shaked, 1990. "Some conditions for stochastic equality," Naval Research Logistics (NRL), John Wiley & Sons, vol. 37(5), pages 617-625, October.
- repec:hal:spmain:info:hdl:2441/63913pp1o99dr9nneabam7071k is not listed on IDEAS
- F. Ben Abdelaziz & P. Lang & R. Nadeau, 1999. "Dominance and Efficiency in Multicriteria Decision under Uncertainty," Theory and Decision, Springer, vol. 47(3), pages 191-211, December.
- Ortega, Eva-María & Escudero, Laureano F., 2010. "On expected utility for financial insurance portfolios with stochastic dependencies," European Journal of Operational Research, Elsevier, vol. 200(1), pages 181-186, January.
- Arthur Charpentier & Alfred Galichon & Marc Henry, 2012.
"Local Utility and Multivariate Risk Aversion,"
CIRJE F-Series
CIRJE-F-836, CIRJE, Faculty of Economics, University of Tokyo.
- Arthur Charpentier & Alfred Galichon & Marc Henry, 2021. "Local Utility and Multivariate Risk Aversion," Papers 2102.06075, arXiv.org, revised Feb 2021.
- Arthur Charpentier & Alfred Galichon & Marc Henry, 2012. "Local Utility and Multivariate Risk Aversion," CIRANO Working Papers 2012s-17, CIRANO.
- Galichon, Alfred & Henry, Marc, 2012.
"Dual theory of choice with multivariate risks,"
Journal of Economic Theory, Elsevier, vol. 147(4), pages 1501-1516.
- Alfred Galichon & Marc Henry, 2021. "Dual theory of choice with multivariate risks," Papers 2102.02578, arXiv.org, revised Feb 2021.
- Denuit, Michel & Lefevre, Claude & Mesfioui, M'hamed, 1999. "A class of bivariate stochastic orderings, with applications in actuarial sciences," Insurance: Mathematics and Economics, Elsevier, vol. 24(1-2), pages 31-50, March.
- Marta_Cardin & Paola_Ferretti, 2004. "Some theory of bivariate risk attitude," Game Theory and Information 0411009, University Library of Munich, Germany.
- Decancq, Koen, 2012.
"Elementary multivariate rearrangements and stochastic dominance on a Fréchet class,"
Journal of Economic Theory, Elsevier, vol. 147(4), pages 1450-1459.
- DECANCQ, Koen, 2012. "Elementary multivariate rearrangements and stochastic dominance on a Fréchet class," LIDAM Reprints CORE 2425, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Abdelaziz, F. Ben & Lang, P. & Nadeau, R., 1995. "Distributional efficiency in multiobjective stochastic linear programming," European Journal of Operational Research, Elsevier, vol. 85(2), pages 399-415, September.
- Alfred Galichon & Arthur Charpentier & Marc Henry, 2012. "Local Utility and Risk Aversion," Post-Print hal-03569250, HAL.
- Georges Dionne & Jingyuan Li, 2012.
"Comparative Ross Risk Aversion in the Presence of Quadrant Dependent Risks,"
Cahiers de recherche
1226, CIRPEE.
- 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.
- 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.
- repec:spo:wpmain:info:hdl:2441/63913pp1o99dr9nneabam7071k is not listed on IDEAS
More about this item
Keywords
stochastic dominance; multivariate utility functions; multivariate risk aversion;All these keywords.
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