The Efficiency Analysis of Choices Involving Risk

1969/07/01 by G. Hanoch, Giora Hanoch, H. Levy +1 · 9 citations
Economics, Econometrics and Finance · Decision Sciences · #Financial Markets and Investment Strategies #Decision-Making and Behavioral Economics #Housing Market and Economics

paper · doi:10.2307/2296431

Abstract

G. Hanoch, H. Levy; The Efficiency Analysis of Choices Involving Risk1, The Review of Economic Studies, Volume 36, Issue 3, 1 July 1969, Pages 335–346, htt

Cited by

• Dynamic Stochastic Orienteering Problems for Risk-Aware Applications
• On the Impossibility of Statistically Improving Empirical Optimization: A Second-Order Stochastic Dominance Perspective
• Deep Exploration via Randomized Value Functions
• Increasing Generalized Correlation: A Definition and Some Economic Consequences
• Subdifferentials of Convex Operators Valued in the Space of Integrable Functions with Application to Risk-Averse Optimization
• When risk defies order: On the limits of fractional stochastic dominance
• Rethinking currency factors: The case for mean-variance optimisation
• Portfolio Analysis Based on Markowitz Stochastic Dominance Criteria: A Behavioral Perspective
• Relaxation of stochastic dominance constraints via optimal mass transport

Related

• Decision structure of risky choice
• Prospect Theory: An Analysis of Decision under Risk
• The Dual Theory of Choice under Risk
• Decision-making under risk: when is utility maximization equivalent to risk minimization?
• Willingness to pay, surplus and Insurance policy under dual theory