Left-side strong increases in risk and their comparative statics

DOI10.1007/S11238-004-2859-3MaRDI QIDQ1774545zbMATH OpenOpenAlexFDO

Authors Suyeol Ryu, Iltae Kim

Publication date 17 May 2005

Published in Theory and Decision (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11238-004-2859-3

zbMATH Keywords

prudenceRothschild - Stiglitz increases in risk

Mathematics Subject Classification ID

Recommendations

• Left-side relatively weak increases in risk and their comparative statics
• Strong Increases in Risk and Their Comparative Statics
• Restricted increases in risk aversion and their application
• Increases in Risk and Linear Payoffs
• The comparative statics of changes in risk revisited

Cites work

• A Ratio Criterion for Signing the Effects of an Increase in Uncertainty
• Changes in Background Risk and Risk Taking Behavior
• Comparative statics under uncertainty for a class of economic agents
• Demand for risky assets and the monotone probability ratio order
• Increases in Risk and Linear Payoffs
• Optimal Portfolios with One Safe and One Risky Asset: Effects of Changes in Rate of Return and Risk
• Relatively weak increases in risk and their comparative statics
• Strong Increases in Risk and Their Comparative Statics
• The comparative statics of changes in risk revisited
• The comparative statics of cumulative distribution function changes for the class of risk averse agents

Cited in

(6)

• Left-side relatively weak increases in risk and their comparative statics
• Strong Increases in Risk and Their Comparative Statics
• The subclasses of first-degree stochastic dominance (FSD) shifts and their comparative statics
• The subclasses of Rothschild and Stiglitz (R-S) increases in risk and their comparative statics
• Some relationships among FSD shifts and R-S increases in risk
• Portfolio choice for increases in risk and prudence revisited

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