Increases in Risk and Linear Payoffs

DOI10.2307/2526914MaRDI QIDQ5288087zbMATH OpenOpenAlexFDO

Authors Christian Gollier, Georges Dionne, Louis Eeckhoudt

Publication date 23 August 1993

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

Full work available at URL https://doi.org/10.2307/2526914

zbMATH Keywords

coinsurancecompetitive firm with constant marginal costsincreases in risklinear payoffsportfolio

Mathematics Subject Classification ID

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Cited in

(26)

• Comparative statics of changes in risk on monotonically and partially responsive kinked payoffs
• Instrument-dependent randomness and increases in risk
• Instrument effects and stochastic dominance
• Mean-preserving changes in risk with tail-dominance
• The economics of adding and subdividing independent risks: Some comparative statics results
• Increases in prudence and increases in risk aversion
• Comparative statics predictions for the cross-effects of central dominance changes in risk with quasilinear payoffs
• Asset prices and changes in risk within a bivariate model
• Left-side strong increases in risk and their comparative statics
• The comparative statics of changes in risk revisited
• Portfolio choice in the model of expected utility with a safety-first component
• Restricted increases in risk aversion and their application
• Demand for risky assets and the monotone probability ratio order
• A model of comparative statics for changes in stochastic returns with dependent risky assets
• Aversion pour le Risque Croissante avec une Richesse Initiale Aleatoire
• Strong Increases in Risk and Their Comparative Statics
• Pessimistic portfolio choice with one safe and one risky asset and right monotone probability difference order
• Outside Risk Aversion and the Comparative Statics of Increasing Risk in Quasi-Linear Decision Models
• Increases in risk and demand for a risky asset
• General stochastic dominance rules
• 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
• Nonlinear risks: a unified framework
• Portfolio choice under noisy asset returns
• Portfolio choice for increases in risk and prudence revisited

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