The Effects of Shifts in a Return Distribution on Optimal Portfolios
From MaRDI portal
DOI10.2307/2527171zbMATH Open0713.90008OpenAlexW1987234536MaRDI QIDQ3199162FDOQ3199162
Authors: Josef Hadar, Tae Kun Seo 
Publication date: 1990
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2527171
Recommendations
- Portfolio Response to a Shift in a Return Distribution: The Case of n- Dependent Assets
- The Effect on Optimal Portfolios of Changing the Return to a Risky Asset: The Case of Dependent Risky Returns
- Asset Proportions in Optimal Portfolios
- A Note on Portfolio Dominance
- Pessimistic portfolio choice with one safe and one risky asset and right monotone probability difference order
Cited In (28)
- An interpretation of the condition for precautionary saving: the case of greater higher-order interest rate risk
- Comparative statics predictions for the cross-effects of central dominance changes in risk with quasilinear payoffs
- Comparative statics in an ordinal theory of choice under risk
- Intellectual property rights and R\&D subsidies: are they complementary policies?
- Portfolio selection and duality under mean variance preferences
- The Effect on Optimal Portfolios of Changing the Return to a Risky Asset: The Case of Dependent Risky Returns
- PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS
- A model of comparative statics for changes in stochastic returns with dependent risky assets
- Portfolio allocation problems between risky and ambiguous assets
- Sometimes more, sometimes less: prudence and the diversification of risky insurance coverage
- Uncertain indemnity and the demand for insurance
- Loss-averse preferences and portfolio choices: an extension
- The economics of adding and subdividing independent risks: Some comparative statics results
- The short- and long-run comparative statics of uncertainty
- Pessimistic portfolio choice with one safe and one risky asset and right monotone probability difference order
- Sourcing decision under interconnected risks: an application of mean-variance preferences approach
- The values of relative risk aversion and prudence: a context-free interpretation
- Comparative statics of changes in risk on monotonically and partially responsive kinked payoffs
- General stochastic dominance rules
- The subclasses of first-degree stochastic dominance (FSD) shifts and their comparative statics
- Estimating investor preferences towards portfolio return distribution in investment funds
- A new interpretation of the condition for precautionary saving in the presence of an interest-rate risk
- On Abel's concept of doubt and pessimism
- Portfolio allocation and asset demand with mean-variance preferences
- On relative and partial risk attitudes: theory and implications
- Changes in multiplicative risks and optimal portfolio choice: new interpretations and results
- Portfolio choice under noisy asset returns
- Games with second-order expected utility
This page was built for publication: The Effects of Shifts in a Return Distribution on Optimal Portfolios
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3199162)
