Monotonicity of asset price toward higher changes in risk

DOI10.1016/J.ECONLET.2012.09.018zbMATH Open1284.91163OpenAlexW2078245660MaRDI QIDQ2444191FDOQ2444191

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

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zbMATH Keywords

stochastic dominancemonotonicityrisk aversionincrease in risk

Mathematics Subject Classification ID

Cited In (3)

• Asset prices and changes in risk within a bivariate model
• Demand for risky assets and the monotone probability ratio order
• A general theory of risk apportionment

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