Monotonicity of asset price toward higher changes in risk

DOI10.1016/J.ECONLET.2012.09.018MaRDI QIDQ2444191zbMATH OpenOpenAlexFDO

Authors Octave Jokung

Publication date 8 April 2014

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2012.09.018

zbMATH Keywords

stochastic dominancemonotonicityrisk aversionincrease in risk

Mathematics Subject Classification ID

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