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

DOI10.1016/J.EJOR.2015.06.053MaRDI QIDQ320041zbMATH OpenOpenAlexFDO

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

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)

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• Comparative statics in an ordinal theory of choice under risk
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Cites work

• scientific article; zbMATH DE number 3750642 (Why is no real title available?)
• scientific article; zbMATH DE number 3342731 (Why is no real title available?)
• A multi-product risk-averse newsvendor with exponential utility function
• Expected utility maximization of optimal stopping problems
• Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
• Mean-variance approximations to expected utility
• Nonparametric risk management and implied risk aversion
• On the theory of the competitive labor-managed firm under price uncertainty
• Preferences estimation without approximation
• Production decisions under joint price and production uncertainty
• Risk Aversion in the Small and in the Large
• Symmetry Restrictions in the Analysis of the Competitive Firm Under Price Uncertainty
• The Risk-Averse (and Prudent) Newsboy
• The impact of uncertainty in a class of objective functions
• The implicit function theorem. History, theory, and applications
• The newsvendor problem under multiplicative background risk

Cited in

(3)

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

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