THE DEMAND FOR A RISKY ASSET: SIGNING, JOINTLY AND SEPARATELY, THE EFFECTS OF THREE DISTRIBUTIONAL SHIFTS

DOI10.1111/J.1467-999X.2005.00214.XMaRDI QIDQ3025317zbMATH OpenOpenAlexFDO

Authors Thomas Paulsson, Andreas Wagener, Robert A. Sproule

Publication date 13 July 2005

Published in Metroeconomica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-999x.2005.00214.x

zbMATH Keywords

utility functionwealthcomparative-static effects

Mathematics Subject Classification ID

Recommendations

• The demand for risky assets: Sample selection and household portfolios
• Risk Preferences Heterogeneity: Evidence from Asset Markets
• Increases in risk aversion and the distribution of portfolio payoffs
• The demand for a risky asset in the presence of a background risk
• On the shape of risk aversion and asset allocation
• The econometrics of consumption risk sharing: a new perspective
• Sharing the value‐at‐risk under distributional ambiguity

Cites work

• Mixed risk aversion
• Necessary conditions for comparative statics under uncertainty
• Risk-aversion, prudence and temperance
• Stochastically dominating shifts and the competitive firm
• The Production Responses of the Competitive Firm to Three Conventional Distributional Shifts: a Unified Perspective

Cited in

(2)

• Increases in skewness and three-moment preferences
• Defining Bad News: Changes in Return Distributions That Decrease Risky Asset Demand

This page was built for publication: THE DEMAND FOR A RISKY ASSET: SIGNING, JOINTLY AND SEPARATELY, THE EFFECTS OF THREE DISTRIBUTIONAL SHIFTS

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3025317)