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Stochastic Dominance for the Class of Completely Monotonic Utility Functions
13 references·4 citing·31 second hop
Stochastic Dominance for the Class of Completely Monotonic Utility Functions (1989)Stochastic Dominance for the Class of Com…Third-Degree Stochastic Dominance (2016)Third-Degree Stochastic Domin…Stochastic Optimization Models in Finance (2006)Stochastic Optimization Model…Decisions with Multiple Objectives: Preferences and Value Tradeoffs. (1994)Decisions with Multiple Objec…ORDERING UNCERTAIN OPTIONS WITH BORROWING AND LENDING (1978)ORDERING UNCERTAIN OPTIONS WI…Stochastic Dominance Tests for Decreasing Absolute Risk-Aversion II: General Random Variables (1977)Stochastic Dominance Tests fo…Decisions with Multiple Objectives: Preferences and Value Tradeoffs. (1977)Decisions with Multiple Objec…Stochastic Dominance Tests for Decreasing Absolute Risk Aversion. I. Discrete Random Variables (1975)Stochastic Dominance Tests fo…The Efficiency Analysis of Choices Involving Risk (1969)The Efficiency Analysis of Ch…Rules for Ordering Uncertain Prospects (1969)Rules for Ordering Uncertain …Decision and Value Theory (1966)Decision and Value TheoryAdmissibility and Measurable Utility Functions (1962)Admissibility and Measurable …Theory of Games and Statistical Decisions. (1955)Theory of Games and Statistic…Theory of Games and Statistical Decisions (1955)Theory of Games and Statistic…Simplifying and Solving Decision Problems by Stochastic Dominance Relations (2010)Simplifying and Solving Decis…Risk Apportionment and Stochastic Dominance (2007)Risk Apportionment and Stocha…THE COMPARATIVE STATICS OF SHIFTS IN RISK (1997)THE COMPARATIVE STATICS OF SH…“Direct” and “Indirect” Duality for Dominance Relations (1997)“Direct” and “Indirect” Duali…Optimal rules for ordering uncertain prospects (1975)Risk Aversion in the Small and in the Large (1976)Theory of Financial Decision Making. (1988)Increasing Downside Risk (2016)On the measurement of inequality (1970)On Economic Inequality (1973)A theory of anticipated utility (1982)Theory of games and economic behavior (2019)The Utility Analysis of Choices Involving Risk (1948)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Stochastic Dominance and Expected Utility: Survey and Analysis (1992)A General Mean-Variance Approximation to Expected Utility for Short Holding Periods (1981)Research Bibliography—Stochastic Dominance: A Research Bibliography (1982)Mean—Variance Analysis (1989)Conjoint Analysis in Consumer Research: Issues and Outlook (1978)Risk management in a dynamic society: a modelling problem (1997)Best-worst multi-criteria decision-making method (2014)Chapter 2 Measurement of inequality (2000)Lectures on Stochastic Programming: Modeling and Theory (2009)On Optimum Methods in Quickest Detection Problems (1963)Feature Article—Decision Analysis: An Overview (1982)The origin of predictable behavior (1983)Problems and methods with multiple objective functions (1971)Classic Works of the Dempster-Shafer Theory of Belief Functions: An Introduction (2008)HYBRID MULTIPLE CRITERIA DECISION MAKING METHODS: A REVIEW OF APPLICATIONS IN ENGINEERING (2016)Citizen Participation in Decision Making: Is It Worth the Effort? (2004)Extended VIKOR method in comparison with outranking methods (2006)Multi-criteria decision analysis in environmental sciences: Ten years of applications and trends (2011)AGGREGATING STRATEGIES (1990)Trust, Inequality and Ethnic Heterogeneity (2006)Bayesian Persuasion and Information Design (2019)
this work references cited by second hop

References

  • 1994Decisions with Multiple Objectives: Preferences and Value Tradeoffs.8,369 cited
  • 1977Decisions with Multiple Objectives: Preferences and Value Tradeoffs.2,305 cited
  • 1969Rules for Ordering Uncertain Prospects1,757 cited
  • 1969The Efficiency Analysis of Choices Involving Risk1,416 cited
  • 1955Theory of Games and Statistical Decisions.1,032 cited
  • 1962Admissibility and Measurable Utility Functions559 cited
  • 1955Theory of Games and Statistical Decisions507 cited
  • 2016Third-Degree Stochastic Dominance483 cited
  • 1966Decision and Value Theory172 cited
  • 2006Stochastic Optimization Models in Finance160 cited
  • 1978ORDERING UNCERTAIN OPTIONS WITH BORROWING AND LENDING123 cited
  • 1975Stochastic Dominance Tests for Decreasing Absolute Risk Aversion. I. Discrete Random Variables62 cited
  • 1977Stochastic Dominance Tests for Decreasing Absolute Risk-Aversion II: General Random Variables40 cited

Cited by

  • 1997“Direct” and “Indirect” Duality for Dominance Relations5 cited
  • 1997THE COMPARATIVE STATICS OF SHIFTS IN RISK3 cited
  • 2010

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Simplifying and Solving Decision Problems by Stochastic Dominance Relations
2 cited
  • 2007Risk Apportionment and Stochastic Dominance0 cited