Stochastically dominating shifts and the competitive firm (Q1848596): Difference between revisions

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+Exposition of a New Theory on the Measurement of Risk
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+Risk-aversion, prudence and temperance
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+Mean-preserving changes in risk with tail-dominance
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+Standard Risk Aversion
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+Stochastic Dominance and Expected Utility: Survey and Analysis
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+The comparative statics of cumulative distribution function changes for the class of risk averse agents
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+Strong Increases in Risk and Their Comparative Statics
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+Risk Aversion in the Small and in the Large
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+The Production Responses of the Competitive Firm to Three Conventional Distributional Shifts: a Unified Perspective
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+The short-run shutdown decision when output price and initial wealth are random
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