The comparative statics on asset prices based on bull and bear market measure
From MaRDI portal
Publication:2569023
DOI10.1016/j.ejor.2004.07.005zbMath1099.91513OpenAlexW2007774834MaRDI QIDQ2569023
Yusuke Osaki, Masamitsu Ohnishi
Publication date: 17 October 2005
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11094/13349
comparative staticstotal positivity of order 2bull and bear market measuredividend-monotone assetequilibrium asset price
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (2)
Stochastic dominance representation of optimistic belief: theory and applications ⋮ Asset prices with investor protection and past information
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities
- Stochastic orders and their applications in financial optimization
- Risk Aversion and the Choice Between Risky Prospects: The Preservation of Comparative Statics Results
- Choosing Between Risky Prospects: The Characterization of Comparative Statics Results, and Location Independent Risk
- "Expected Utility" Analysis without the Independence Axiom
- PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS
- Monotone Comparative Statics under Uncertainty
- Risk Aversion in the Small and in the Large
This page was built for publication: The comparative statics on asset prices based on bull and bear market measure