A model of comparative statics for changes in stochastic returns with dependent risky assets
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Publication:2564617
DOI10.1007/BF00057865zbMath0867.90039MaRDI QIDQ2564617
Christian Gollier, Georges Dionne
Publication date: 15 January 1997
Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)
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Cites Work
- A tale of two tails: an alternative characterization of comparative risk
- Deductible insurance and production: A comment
- The comparative statics of changes in risk revisited
- Demand for risky assets and the monotone probability ratio order
- The Effects of Shifts in a Return Distribution on Optimal Portfolios
- 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
- Simplifying the Choice between Uncertain Prospects Where Preference is Nonlinear
- The Effect on Optimal Portfolios of Changing the Return to a Risky Asset: The Case of Dependent Risky Returns
- A Ratio Criterion for Signing the Effects of an Increase in Uncertainty
- A Theory of Debt and Equity: Diversity of Securities and Manager-Shareholder Congruence
- Increases in Risk and Linear Payoffs
- Mean-preserving Portfolio Dominance
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