Proper efficiency with respect to cones

Strict separation by a cone is used here to redefine proper efficiency. Two versions of the properness, which unify and generalize known definitions, are presented. Necessary and sufficient conditions for the existence of the set of properly efficient decisions and characterization of this set in terms of the supports of the decision set are given.The research was done while the author was a visiting professor at the University of British Columbia, Vancouver, British Columbia, Canada.