Increases in risk aversion and the distribution of portfolio payoffs (Q417629): Difference between revisions

@@ Property / author @@
+H. S. Yoon
@@ Property / author: H. S. Yoon / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6034549
@@ Property / zbMATH DE Number: 6034549 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+risk aversion
@@ Property / zbMATH Keywords: risk aversion / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+portfolio theory
@@ Property / zbMATH Keywords: portfolio theory / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic dominance
@@ Property / zbMATH Keywords: stochastic dominance / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+complete markets
@@ Property / zbMATH Keywords: complete markets / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+two-fund separation
@@ Property / zbMATH Keywords: two-fund separation / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jet.2011.11.009
+Normal rank
@@ Property / OpenAlex ID @@
+W3121901209
@@ Property / OpenAlex ID: W3121901209 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5618987
@@ Property / cites work: Q5618987 / rank @@
+Normal rank
@@ Property / cites work @@
+A variational problem arising in financial economics
+Normal rank
@@ Property / cites work @@
+Lifetime consumption and investment: retirement and constrained borrowing
+Normal rank
@@ Property / cites work @@
+Some Negative Results on the Existence of Comparative Statics Results in Portfolio Theory
+Normal rank
@@ Property / cites work @@
+Risk Aversion with Random Initial Wealth
@@ Property / cites work: Risk Aversion with Random Initial Wealth / rank @@
+Normal rank
@@ Property / cites work @@
+"Expected Utility" Analysis without the Independence Axiom
+Normal rank
@@ Property / cites work @@
+Comparative statics and non-expected utility preferences
+Normal rank
@@ Property / cites work @@
+Risk Aversion in the Small and in the Large
@@ Property / cites work: Risk Aversion in the Small and in the Large / rank @@
+Normal rank
@@ Property / cites work @@
+Q5638112
@@ Property / cites work: Q5638112 / rank @@
+Normal rank
@@ Property / cites work @@
+Mutual fund separation in financial theory - the separating distributions
+Normal rank
@@ Property / cites work @@
+Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
+Normal rank
@@ Property / cites work @@
+The Existence of Probability Measures with Given Marginals
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:417629