Supermodularity and the comparative statics of risk
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Cites work
- Comparative statics for rank-dependent expected utility theory
- Efficient sets with and without the expected utility hypothesis. A generalization
- Inequalities: theory of majorization and its applications
- Invariant risk attitudes
- More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model
- Risk Aversion in the Small and in the Large
- Risk premiums and benefit measures for generalized-expected-utility theories
- Risk seeking with diminishing marginal utility in a non-expected utility model
- The Efficiency Analysis of Choices Involving Risk
- The impact of uncertainty in a class of objective functions
Cited in
(8)- Would you prefer your retirement income to depend on your life expectancy?
- Comparative risk aversion for state-dependent preferences
- Eliciting the core of a supermodular capacity
- Supermodularity and risk aversion
- The state-contingent approach to risk premiums and comparative statics in generalised expected utility theory
- Stochastic dominance representation of optimistic belief: theory and applications
- Notes on supermodularity and increasing differences in expected utility
- Comparative statics for state-contingent technologies
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