Comparative statics in an ordinal theory of choice under risk

DOI10.1016/j.mathsocsci.2019.07.004zbMath1426.91062OpenAlexW2966531571MaRDI QIDQ2334842

W. Henry Chiu

Publication date: 8 November 2019

Published in: Mathematical Social Sciences (Search for Journal in Brave)

Full work available at URL: https://www.research.manchester.ac.uk/portal/en/publications/comparative-statics-in-an-ordinal-theory-of-choice-under-risk(89ffadcc-8147-4b89-8085-8ab62590caee).html

zbMATH Keywords

riskcomparative staticsordinal choice theory

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16) Risk models (general) (91B05)

Cites Work

• On relative and partial risk attitudes: theory and implications
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• Expectation dependence of random variables, with an application in portfolio theory
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• Increasing risk: Some direct constructions
• Comparative statics and non-expected utility preferences
• Increasing outer risk
• From sure to strong diversification
• The Effects of Shifts in a Return Distribution on Optimal Portfolios
• The Ross Characterization of Risk Aversion: Strengthening and Extension
• Some Results on Comparative Statics under Uncertainty
• Asset Demand Without the Independence Axiom
• "Expected Utility" Analysis without the Independence Axiom
• Prospect Theory: An Analysis of Decision under Risk
• A Stronger Characterization of Declining Risk Aversion
• Continuity Properties of Paretian Utility

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