Search Results - subject:"vector outcomes"

Duality Mappings For The Theory of Risk Aversion with Vector Outcomes

Shah, Sudhir A. - eSocialSciences - 2009

The Author considera a decision-making environment with an outcome space that is a convex and compact subset of a vector space belonging to a general class of such spaces. Given this outcome space,he defines general classes of (a) risk averse von Neumann-Morgenstern utility functions defined...

Persistent link: https://www.econbiz.de/10005004082

Duality mappings for the theory of risk aversion with vector outcomes

Shah, Sudhir A. - Centre for Development Economics, Delhi School of Economics - 2007

CDE August, 2007 DUALITY MAPPINGS FOR THE THEORY OF RISK AVERSION WITH VECTOR OUTCOMES … mappings for the theory of risk aversion with vector outcomes Sudhir A. Shah⁄ August 10, 2007 Abstract We consider a decision …. JEL classiflcation: C02, D01, D81 Key phrases: Risk aversion, vector outcomes, certainty equivalence, risk premia …

Persistent link: https://www.econbiz.de/10005190331