Comparative statics derivatives with nonlinear preferences

DOI10.1016/0304-4068(94)00673-XMaRDI QIDQ1804348zbMATH OpenFDO

Authors William S. Neilson

Publication date 14 May 1995

Published in Journal of Mathematical Economics (Search for Journal in Brave)

zbMATH Keywords

smooth preferencesshape effectmutual fund portfolio problem

Mathematics Subject Classification ID

Individual preferences (91B08) Utility theory (91B16)

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• Comparative statics and non-expected utility preferences
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Cites work

• scientific article; zbMATH DE number 3342731 (Why is no real title available?)
• "Expected Utility" Analysis without the Independence Axiom
• A Stronger Characterization of Declining Risk Aversion
• A comparative statics theorem for choice under risk
• A note on a comparative statics theorem for choice under risk
• An axiomatic characterization of preferences under uncertainty: Weakening the independence axiom
• Axiomatic utility theories with the betweenness property
• Comparative statics and non-expected utility preferences
• Comparative statics for rank-dependent expected utility theory
• Differentiability, comparative statics, and non-expected utility preference
• Risk Aversion in the Small and in the Large

Cited in

(14)

• Ordients: optimization and comparative statics without utility functions
• Comparative statics tests between decision models under risk
• On dynamic adjustment and comparative statics via the implicit function theorem
• Comparative statics of cell phone plans
• The preservation of multivariate comparative statics in nonexpected utility theory
• scientific article; zbMATH DE number 5904055 (Why is no real title available?)
• Comparative statics for the consumer problem
• Differentiability, comparative statics, and non-expected utility preference
• Comparative statics and non-expected utility preferences
• Lattice-based monotone comparative statics on saving with Selden/Kreps-Porteus preferences
• Comparative Statics for Utility Maximization Models with Nonlinear Budget Constraints
• Comparative statics predictions for the cross-effects of central dominance changes in risk with quasilinear payoffs
• Comparative statics effects independent of the utility function. When do we act the same way under risk?
• Noncompensatory and generalized noncompensatory preference structures

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