Necessary conditions for comparative statics under uncertainty

DOI10.1016/0165-1765(92)90139-PzbMATH Open0775.90099OpenAlexW1971326321MaRDI QIDQ1802090FDOQ1802090

Authors: Michael B. Ormiston, Edward E. Schlee 

Publication date: 8 August 1993

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(92)90139-p

Mathematics Subject Classification ID

Utility theory (91B16) Consumer behavior, demand theory (91B42)

Cites Work

• Title not available (Why is that?)
• Risk Aversion in the Small and in the Large
• Proper Risk Aversion
• Differentiability, comparative statics, and non-expected utility preference
• Comparative statics and non-expected utility preferences
• The comparative statics of cumulative distribution function changes for the class of risk averse agents

Cited In (4)

• THE DEMAND FOR A RISKY ASSET: SIGNING, JOINTLY AND SEPARATELY, THE EFFECTS OF THREE DISTRIBUTIONAL SHIFTS
• Risk-aversion, prudence and temperance
• Economic choice in generalized expected utility theory
• Portfolio choice under noisy asset returns

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