Comparative statics effects independent of the utility function. When do we act the same way under risk?

DOI10.1016/J.EJOR.2015.06.053zbMATH Open1346.91082OpenAlexW779903150MaRDI QIDQ320041FDOQ320041

Authors: Inmaculada Rodríguez-Puerta 

Publication date: 6 October 2016

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2015.06.053

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zbMATH Keywords

portfolio choicerisk aversionutility theorycomparative staticsfirm behavior

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Stochastic programming (90C15) Utility theory (91B16) Production theory, theory of the firm (91B38)

Cites Work

• Mean-variance approximations to expected utility
• The implicit function theorem. History, theory, and applications
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• Nonparametric risk management and implied risk aversion
• Risk Aversion in the Small and in the Large
• Production decisions under joint price and production uncertainty
• A multi-product risk-averse newsvendor with exponential utility function
• The Risk-Averse (and Prudent) Newsboy
• Preferences estimation without approximation
• Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
• The newsvendor problem under multiplicative background risk
• The impact of uncertainty in a class of objective functions
• Expected utility maximization of optimal stopping problems
• Symmetry Restrictions in the Analysis of the Competitive Firm Under Price Uncertainty
• Title not available (Why is that?)
• On the theory of the competitive labor-managed firm under price uncertainty

Cited In (3)

• Comparative statics and non-expected utility preferences
• A note on the theory of the firm under multiple uncertainties
• Choosing Between Risky Prospects: The Characterization of Comparative Statics Results, and Location Independent Risk

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