Bivariate Stochastic Dominance and Substitute Risk-(In)dependent Utilities
Published Online:20 Apr 2010https://doi.org/10.1287/deca.1100.0179
References
- Multiattribute utility copulas. Oper. Res. (2009) 57(6):1367–1383Link, Google Scholar
- Attribute dominance utility. Decision Anal. (2005) 2(4):185–206Link, Google Scholar
- The comparison of multi-dimensioned distributions of economic status. Rev. Econom. Stud. (1982) 49(2):183–201Crossref, Google Scholar
- Decision analysis using targets instead of utility functions. Decisions Econom. Finance (2000) 23(1):53–74Crossref, Google Scholar
- A class of utility functions containing all the common utility functions. Management Sci. (1987) 33(8):955–964Link, Google Scholar
- Mixed risk aversion. J. Econom. Theory (1996) 71(2):485–513Crossref, Google Scholar
- Expected utility without utility. Theory Decision (1996) 41(3):281–301Crossref, Google Scholar
- Benchmarking real-valued acts. Games Econom. Behav. (2006) 57(2):236–253Crossref, Google Scholar
- Skewness preference, risk aversion, and the precedence relations on stochastic changes. Management Sci. (2005) 51(12):1816–1828Link, Google Scholar
- Stronger measures of higher-order risk attitudes. J. Econom. Theory (2010) . ForthcomingCrossref, Google Scholar
- Extremal generators and extremal distributions for the continuous s-convex stochastic orderings. Insurance: Math. Econom. (1999) 24(3):201–217Crossref, Google Scholar
- Some consequences of correlation aversion in decision science. Annal. Oper. Res. (2010) 176(1):259–269Crossref, Google Scholar
- A class of bivariate stochastic orderings with applications in actuarial sciences. Insurance: Math. Econom. (1999) 24(1–2):31–50Crossref, Google Scholar
- On s-convexity and risk aversion. Theory Decision (2001) 50(3):239–248Crossref, Google Scholar
- The s-convex orders among real random variables, with applications. Math. Inequalities Appl. (1998) 1(4):585–613Crossref, Google Scholar
- Putting risk in its proper place. Amer. Econom. Rev. (2006) 96(1):280–289Crossref, Google Scholar
- A good sign for multivariate risk taking. Management Sci. (2007) 53(1):117–124Link, Google Scholar
- Apportioning of risks via stochastic dominance. J. Econom. Theory (2009) 144(3):994–1003Crossref, Google Scholar
- Increasing nth degree risk. Econom. Lett. (1980) 6(4):329–333Crossref, Google Scholar
- Increasing generalized correlation: A definition and some economic consequences. Canadian J. Econom. (1980) 13(1):16–34Crossref, Google Scholar
- Risk independence and multiattribute utility function. Econometrica (1973) 41(1):27–34Crossref, Google Scholar
- Precautionary savings in the small and in the large. Econometrica (1990) 58(1):53–73Crossref, Google Scholar
- , Newman P., Milgate M., Eatwell J. Precautionary motives for holding assets. The New Palgrave Dictionary of Money and Finance (1992) 3(McMillan Press, London) 158–161Google Scholar
- Ordinal utility models of decision-making under uncertainty. Theory Decision (1988) 25(1):79–104Crossref, Google Scholar
- Increasing outer risk. J. Math. Econom. (2005) 41(7):875–886Crossref, Google Scholar
- Increasing downside risk. Amer. Econom. Rev. (1980) 70(5):921–932Google Scholar
- Stochastic dominance decision rules when the attributes are utility independent. Management Sci. (1984) 30(11):1311–1322Link, Google Scholar
- Multivariate risk aversion, utility independence and separable utility functions. Management Sci. (1975) 22(1):12–21Link, Google Scholar
- On equivalent target-oriented formulations for multiattribute utility. Decision Anal. (2006) 3(2):94–99Link, Google Scholar
- Multiattribute utility satisfying a preference for combining good with bad. Management Sci. (2009) 55(12):1942–1952Link, Google Scholar

