A model of comparative statics for changes in stochastic returns with dependent risky assets (Q2564617): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Ratio Criterion for Signing the Effects of an Increase in Uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Results on Comparative Statics under Uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Theory of Debt and Equity: Diversity of Securities and Manager-Shareholder Congruence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Increases in Risk and Linear Payoffs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Demand for risky assets and the monotone probability ratio order / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Portfolios with One Safe and One Risky Asset: Effects of Changes in Rate of Return and Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: The comparative statics of changes in risk revisited / rank
 
Normal rank
Property / cites work
 
Property / cites work: Deductible insurance and production: A comment / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Effects of Shifts in a Return Distribution on Optimal Portfolios / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simplifying the Choice between Uncertain Prospects Where Preference is Nonlinear / rank
 
Normal rank
Property / cites work
 
Property / cites work: A tale of two tails: an alternative characterization of comparative risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean-preserving Portfolio Dominance / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Effect on Optimal Portfolios of Changing the Return to a Risky Asset: The Case of Dependent Risky Returns / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong Increases in Risk and Their Comparative Statics / rank
 
Normal rank

Latest revision as of 10:20, 27 May 2024

scientific article
Language Label Description Also known as
English
A model of comparative statics for changes in stochastic returns with dependent risky assets
scientific article

    Statements

    A model of comparative statics for changes in stochastic returns with dependent risky assets (English)
    0 references
    0 references
    0 references
    0 references
    15 January 1997
    0 references
    0 references
    linear stochastic dominance
    0 references