Strong Increases in Risk and Their Comparative Statics

DOI10.2307/2526593zbMATH Open0599.90005OpenAlexW2042896419MaRDI QIDQ3735385FDOQ3735385

Authors: Jack Meyer, Michael B. Ormiston 

Publication date: 1985

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526593

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zbMATH Keywords

portfolio choicecomparative static analysesstrong increase in risk

Mathematics Subject Classification ID

Decision theory (91B06)

Cited In (36)

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• Does risk sharing increase with risk aversion and risk when commitment is limited?
• Lotteries, insurance, and star-shaped utility functions
• Comparative statics predictions for the cross-effects of central dominance changes in risk with quasilinear payoffs
• Left-side relatively weak increases in risk and their comparative statics
• Left-side strong increases in risk and their comparative statics
• The subclasses of Rothschild and Stiglitz (R-S) increases in risk and their comparative statics
• Deductible insurance and production: A comment
• Increasing risk and equilibrium under uncertainty
• Portfolio choice for increases in risk and prudence revisited
• Demand for risky assets and the monotone probability ratio order
• A model of comparative statics for changes in stochastic returns with dependent risky assets
• Prudence and preference for flexibility gain
• Production under uncertainty with insurance or hedging
• Stochastic dominance and optimal portfolio
• Changes in risk and strategic interaction
• Two-parameter decision models and rank-dependent expected utility
• Outside Risk Aversion and the Comparative Statics of Increasing Risk in Quasi-Linear Decision Models
• The economics of adding and subdividing independent risks: Some comparative statics results
• Increases in risk and deductible insurance
• Pessimistic portfolio choice with one safe and one risky asset and right monotone probability difference order
• Restricted increases in risk aversion and their application
• The comparative statics of a competitive industry facing demand uncertainty
• Increasing risk with state-dependent preferences
• Comparative statics of changes in risk on monotonically and partially responsive kinked payoffs
• The subclasses of first-degree stochastic dominance (FSD) shifts and their comparative statics
• Some relationships among FSD shifts and R-S increases in risk
• Capacity choice in a two-stage problem under uncertainty
• Increases in risk and demand for a risky asset
• Testing for central dominance: method and application
• The comparative statics of changes in risk revisited
• The comparative statics of cumulative distribution function changes for the class of risk averse agents
• On increasing risk in incomplete markets
• Portfolio choice under noisy asset returns
• Stochastically dominating shifts and the competitive firm
• New results on precautionary saving and nonlinear risks

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