Comparative statics derivatives with nonlinear preferences

DOI10.1016/0304-4068(94)00673-XzbMATH Open0834.90023MaRDI QIDQ1804348FDOQ1804348

Authors: William S. Neilson 

Publication date: 14 May 1995

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

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zbMATH Keywords

smooth preferencesshape effectmutual fund portfolio problem

Mathematics Subject Classification ID

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

Cites Work

• "Expected Utility" Analysis without the Independence Axiom
• Title not available (Why is that?)
• Risk Aversion in the Small and in the Large
• An axiomatic characterization of preferences under uncertainty: Weakening the independence axiom
• Axiomatic utility theories with the betweenness property
• Comparative statics for rank-dependent expected utility theory
• Differentiability, comparative statics, and non-expected utility preference
• Comparative statics and non-expected utility preferences
• 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

Cited In (14)

• Title not available (Why is that?)
• Comparative statics predictions for the cross-effects of central dominance changes in risk with quasilinear payoffs
• Differentiability, comparative statics, and non-expected utility preference
• Comparative statics for the consumer problem
• Lattice-based monotone comparative statics on saving with Selden/Kreps-Porteus preferences
• On dynamic adjustment and comparative statics via the implicit function theorem
• Comparative statics of cell phone plans
• Comparative statics effects independent of the utility function. When do we act the same way under risk?
• Comparative statics and non-expected utility preferences
• Ordients: optimization and comparative statics without utility functions
• Comparative Statics for Utility Maximization Models with Nonlinear Budget Constraints
• Noncompensatory and generalized noncompensatory preference structures
• Comparative statics tests between decision models under risk
• The preservation of multivariate comparative statics in nonexpected utility theory

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