Supermodularity and the comparative statics of risk
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Publication:883203
DOI10.1007/S11238-006-9018-YzbMATH Open1137.91501OpenAlexW1969637712MaRDI QIDQ883203FDOQ883203
Authors: J. Quiggin, Robert G. Chambers 
Publication date: 31 May 2007
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: http://ageconsearch.umn.edu/record/151164
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Cites Work
- The Efficiency Analysis of Choices Involving Risk
- Inequalities: theory of majorization and its applications
- Risk Aversion in the Small and in the Large
- More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model
- The impact of uncertainty in a class of objective functions
- Comparative statics for rank-dependent expected utility theory
- Risk seeking with diminishing marginal utility in a non-expected utility model
- Risk premiums and benefit measures for generalized-expected-utility theories
- Invariant risk attitudes
- Efficient sets with and without the expected utility hypothesis. A generalization
Cited In (8)
- Comparative risk aversion for state-dependent preferences
- Would you prefer your retirement income to depend on your life expectancy?
- Supermodularity and risk aversion
- Stochastic dominance representation of optimistic belief: theory and applications
- Comparative statics for state-contingent technologies
- Notes on supermodularity and increasing differences in expected utility
- The state-contingent approach to risk premiums and comparative statics in generalised expected utility theory
- Eliciting the core of a supermodular capacity
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