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

DOI10.1111/J.1467-999X.2005.00214.XzbMATH Open1114.91065OpenAlexW3124512338MaRDI QIDQ3025317FDOQ3025317

Robert A. Sproule, Thomas Paulsson, Andreas Wagener

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

Cites Work

• Mixed risk aversion
• Risk-aversion, prudence and temperance
• Necessary conditions for comparative statics under uncertainty
• 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

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