Dominance Conditions for Multivariate Utility Functions
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- Marco Scarsini, 1988. "Dominance Conditions for Multivariate Utility Functions," Post-Print hal-00542237, HAL.
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- Range, Troels Martin & Østerdal, Lars Peter, 2013. "Checking bivariate first order dominance," Discussion Papers of Business and Economics 9/2013, University of Southern Denmark, Department of Business and Economics.
- Dionne, Georges & Li, Jingyuan, 2014.
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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.
- 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.
- 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, 2016.
"Local Utility and Multivariate Risk Aversion,"
Mathematics of Operations Research, INFORMS, vol. 41(2), pages 466-476, May.
- 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, 2012. "Local Utility and Multivariate Risk Aversion," CIRANO Working Papers 2012s-17, CIRANO.
- 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," CORE Discussion Papers RP 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.
- Georges Dionne & Jingyuan Li, 2012. "Comparative Ross Risk Aversion in the Presence of Quadrant Dependent Risks," Cahiers de recherche 1226, CIRPEE.
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Keywordsstochastic dominance; multivariate utility functions; multivariate risk aversion;
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