Demand for risky assets and the monotone probability ratio order
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Publication:2365167
DOI10.1007/BF01067680zbMath0863.90043MaRDI QIDQ2365167
Christian Gollier, Louis R. Eeckhoudt
Publication date: 22 January 1997
Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)
likelihood ratiohazard ratestochastic dominanceportfolio selectionmonotone probability ratiorisk-averse decision maker
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Cites Work
- Tail ordering and asymptotic efficiency of rank tests
- Comparative statics under uncertainty for a class of economic agents
- Demand for risky financial assets: A portfolio analysis
- Log-concave probability and its applications
- Strong Increases in Risk and Their Comparative Statics
- Some Results on Comparative Statics under Uncertainty
- Optimal Portfolios with One Safe and One Risky Asset: Effects of Changes in Rate of Return and Risk
- Increases in Risk and Linear Payoffs
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