Increases in Risk and Linear Payoffs

DOI10.2307/2526914zbMATH Open0771.90016OpenAlexW3124955663MaRDI QIDQ5288087FDOQ5288087

Louis Eeckhoudt, Christian Gollier, Georges Dionne

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

Recommendations

• The comparative statics of changes in risk revisited
• Strong Increases in Risk and Their Comparative Statics
• Outside Risk Aversion and the Comparative Statics of Increasing Risk in Quasi-Linear Decision Models
• Restricted increases in risk aversion and their application
• Left-side relatively weak increases in risk and their comparative statics

zbMATH Keywords

portfoliocoinsuranceincreases in riskcompetitive firm with constant marginal costslinear payoffs

Mathematics Subject Classification ID

Cited In (26)

• Mean-preserving changes in risk with tail-dominance
• 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
• Instrument effects and stochastic dominance
• Portfolio choice for increases in risk and prudence revisited
• Demand for risky assets and the monotone probability ratio order
• Strong Increases in Risk and Their Comparative Statics
• A model of comparative statics for changes in stochastic returns with dependent risky assets
• General Stochastic Dominance Rules
• Some Relationships Among FSD Shifts and R-S Increases in Risk
• The Subclasses of First-Degree Stochastic Dominance (FSD) Shifts and Their Comparative Statics
• Increases in prudence and increases in risk aversion
• Aversion pour le Risque Croissante avec une Richesse Initiale Aleatoire
• Nonlinear risks: a unified framework
• 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
• Portfolio choice in the model of expected utility with a safety-first component
• Pessimistic portfolio choice with one safe and one risky asset and right monotone probability difference order
• Restricted increases in risk aversion and their application
• Comparative statics of changes in risk on monotonically and partially responsive kinked payoffs
• Increases in risk and demand for a risky asset
• The Subclasses of Rothschild and Stiglitz (R-S) Increases in Risk and Their Comparative Statics
• The comparative statics of changes in risk revisited
• Instrument-dependent randomness and increases in risk
• Portfolio choice under noisy asset returns

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