Increases in risk and demand for a risky asset

DOI10.1016/J.MATHSOCSCI.2015.02.005zbMATH Open1331.91159OpenAlexW3030745724MaRDI QIDQ491302FDOQ491302

Ghizlane Lakhnati, Alain Chateauneuf

Publication date: 24 August 2015

Published in: Mathematical Social Sciences (Search for Journal in Brave)

Full work available at URL: https://halshs.archives-ouvertes.fr/halshs-00194413/file/B05033.pdf

Recommendations

• Demand for risky assets and the monotone probability ratio order
• Comparing risks with reference points: a stochastic dominance approach
• The comparative statics of changes in risk revisited
• Apportioning of risks via stochastic dominance
• Demand for risky financial assets: A portfolio analysis

Mathematics Subject Classification ID

Decision theory (91B06) Portfolio theory (91G10)

Cites Work

• The economics of risk and time
• Comparative statics for rank-dependent expected utility theory
• Portfolio choices and asset prices: the comparative statics of ambiguity aversion
• Title not available (Why is that?)
• Increasing risk: Some direct constructions
• The comparative statics of changes in risk revisited
• Strong Increases in Risk and Their Comparative Statics
• Increases in Risk and Linear Payoffs
• The comparative statics of cumulative distribution function changes for the class of risk averse agents

Cited In (1)

• A model for the optimal selection of lenders

This page was built for publication: Increases in risk and demand for a risky asset

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q491302)