Multivariate decisions with unknown price vector - HAL Accéder directement au contenu
Article dans une revue Economics Letters Année : 1989

Multivariate decisions with unknown price vector

Résumé

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 their utility functions depend only on the monetary value of the bundles of commodities. Stochastic dominance conditions are provided when the price vector is assumed unknown. Risk aversion and constraints on the price vectors are considered as particular cases. The results are compared with other approaches to multivariate decisions.
Loading...

Dates et versions

hal-00542137, version 1 (01-12-2010)

Identifiants

Citer

Marco Scarsini, Pietro Muliere. Multivariate decisions with unknown price vector. Economics Letters, 1989, Vol. 29, N°1, pp. 13-19. ⟨10.1016/0165-1765(89)90166-3⟩. ⟨hal-00542137⟩

Collections

HEC CNRS
42 Consultations
0 Téléchargements
Dernière date de mise à jour le 13/04/2024
comment ces indicateurs sont-ils produits

Altmetric

Partager

Gmail Facebook Twitter LinkedIn Plus