Strong Increases in Risk and Their Comparative Statics
From MaRDI portal
Publication:3735385
DOI10.2307/2526593zbMath0599.90005OpenAlexW2042896419MaRDI QIDQ3735385
Michael B. Ormiston, Jack Meyer
Publication date: 1985
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2526593
Related Items
Restricted increases in risk aversion and their application, Demand for risky assets and the monotone probability ratio order, New results on precautionary saving and nonlinear risks, Lotteries, insurance, and star-shaped utility functions, Deductible insurance and production: A comment, The comparative statics of a competitive industry facing demand uncertainty, The Subclasses of First-Degree Stochastic Dominance (FSD) Shifts and Their Comparative Statics, The Subclasses of Rothschild and Stiglitz (R-S) Increases in Risk and Their Comparative Statics, Some Relationships Among FSD Shifts and R-S Increases in Risk, Pessimistic portfolio choice with one safe and one risky asset and right monotone probability difference order, Increases in risk and deductible insurance, Increases in risk and demand for a risky asset, Portfolio choice under noisy asset returns, Testing for central dominance: method and application, Does risk sharing increase with risk aversion and risk when commitment is limited?, Stochastic dominance and optimal portfolio, Production under uncertainty with insurance or hedging, Left-side strong increases in risk and their comparative statics, Prudence and preference for flexibility gain, A model of comparative statics for changes in stochastic returns with dependent risky assets, Comparative statics of changes in risk on monotonically and partially responsive kinked payoffs, Stochastically dominating shifts and the competitive firm, The comparative statics of cumulative distribution function changes for the class of risk averse agents, Relatively weak increases in risk and their comparative statics, Two-parameter decision models and rank-dependent expected utility, The economics of adding and subdividing independent risks: Some comparative statics results, Capacity choice in a two-stage problem under uncertainty, Comparative statics predictions for the cross-effects of central dominance changes in risk with quasilinear payoffs, Portfolio choice for increases in risk and prudence revisited