Increases in risk aversion and the distribution of portfolio payoffs
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Publication:417629
DOI10.1016/j.jet.2011.11.009zbMath1258.91099OpenAlexW3121901209MaRDI QIDQ417629
Publication date: 14 May 2012
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2011.11.009
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Related Items (5)
Utility maximization, risk aversion, and stochastic dominance ⋮ Rationalizing investors' choices ⋮ A critical look at the Aumann-Serrano and Foster-Hart measures of riskiness ⋮ Portfolio choices: comparative statics under both expected return and volatility uncertainty ⋮ Rank-Dependent Utility and Risk Taking in Complete Markets
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- Comparative statics and non-expected utility preferences
- Risk Aversion with Random Initial Wealth
- Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
- "Expected Utility" Analysis without the Independence Axiom
- Some Negative Results on the Existence of Comparative Statics Results in Portfolio Theory
- Risk Aversion in the Small and in the Large
- The Existence of Probability Measures with Given Marginals
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