Increasing risk and equilibrium under uncertainty

DOI10.1016/0022-0531(84)90100-5MaRDI QIDQ791427zbMATH OpenOpenAlexFDO

Authors Helmut Bester

Publication date 1984

Published in Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-0531(84)90100-5

zbMATH Keywords

increasing riskcompetitive marketendowment uncertainty

Mathematics Subject Classification ID

General equilibrium theory (91B50)

Recommendations

• On increasing risk in incomplete markets
• Resource allocation in a general equilibrium model of production under uncertainty: The case of variable supply of labor
• Information, endogenous uncertainty and risk aversion
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Cites work

• On the optimality of equilibrium when the market structure is incomplete
• The Efficiency Analysis of Choices Involving Risk

Cited in

(5)

• Industry equilibrium and welfare in monopolistic competition under uncertainty
• Resource allocation in a general equilibrium model of production under uncertainty: The case of variable supply of labor
• Increases in risk aversion and the distribution of portfolio payoffs
• On the Role of Uncertainty in the Risk-Incentives Tradeoff
• Increasing uncertainty: a definition

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