Dual theory of choice with multivariate risks

Keyphrases

• Decision Maker 100%
• Dual Theory of Choice 100%
• Multivariate Risk Measures 100%
• Weighted Sums 50%
• First-order Stochastic Dominance 50%
• Risk-averse Decision 50%
• Preference Relation 50%
• Choice under Risk 50%
• Comonotonicity 50%
• Comonotonic 50%
• Multivariate Extension 50%
• Multi-attribute Inequality 50%
• Optimal Transport Map 50%
• Yaari's Dual Theory 50%
• Local Utility Function 50%

Mathematics

• Decision Maker 100%
• Quantile 100%
• Weighted Sum 50%
• Utility Function 50%
• Stochastic Dominance 50%

Economics, Econometrics and Finance

• Utility Function 100%