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Dominance Conditions for Utility Functions with Multivariate Risk Aversion
Language: en
Pages: 12
Authors: Stanford University. Department of Statistics
Categories:
Type: BOOK - Published: 1987 - Publisher:

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Multivariate Decisions with Unknown Price Vector
Language: en
Pages: 0
Authors: Marco Scarsini
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Type: BOOK - Published: 2012 - Publisher:

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We consider a class of decision makers who have to choose among different random bundles of commodities. It is assumed that they maximize expected utility, and
Multicriteria Analysis
Language: en
Pages: 624
Authors: Joao Climaco
Categories: Business & Economics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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J. CIimaco and C. H. Antunes After the pleasure which has been to host the community of researchers and practitioners in the area of multicriteria analysis (MA)
Stochastic Orders and Applications
Language: en
Pages: 385
Authors: Karl Mosler
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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A bibliography on stochastic orderings. Was there a real need for it? In a time of reference databases as the MathSci or the Science Citation Index or the Socia
Local Utility and Multivariate Risk Aversion
Language: en
Pages: 22
Authors: Arthur Charpentier
Categories:
Type: BOOK - Published: 2014 - Publisher:

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We revisit Machina's local utility as a tool to analyze attitudes to multivariate risks. Using martingale embedding techniques, we show that for non-expected ut