Necessary conditions for comparative statics under uncertainty

DOI10.1016/0165-1765(92)90139-PMaRDI QIDQ1802090zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 3342731 (Why is no real title available?)
• Comparative statics and non-expected utility preferences
• Differentiability, comparative statics, and non-expected utility preference
• Proper Risk Aversion
• Risk Aversion in the Small and in the Large
• The comparative statics of cumulative distribution function changes for the class of risk averse agents

Cited in

(4)

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

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