Slutzky equations and substitution effects of risks in terms of mean-variance preferences
From MaRDI portal
Publication:989918
DOI10.1007/S11238-008-9115-1zbMATH Open1232.91126OpenAlexW2023716298MaRDI QIDQ989918FDOQ989918
Authors: Thomas Eichner 
Publication date: 23 August 2010
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11238-008-9115-1
Recommendations
- Duality and consumption decisions under income and price risk
- Portfolio selection and duality under mean variance preferences
- Multiple risks and mean-variance preferences
- Optimal consumption and Slutsky equation with Epstein-Zin type preference
- Comparative statics under uncertainty: The case of mean-variance preferences.
Cites Work
- Changes in Background Risk and Risk Taking Behavior
- Risk Vulnerability and the Tempering Effect of Background Risk
- A characterization of the distributions that imply mean-variance utility functions
- Proper Risk Aversion
- Standard Risk Aversion
- Optimal Portfolios with One Safe and One Risky Asset: Effects of Changes in Rate of Return and Risk
- Multiple risks and mean-variance preferences
- Outside Risk Aversion and the Comparative Statics of Increasing Risk in Quasi-Linear Decision Models
- Proper and standard risk aversion in two-moment decision models
- Duality and consumption decisions under income and price risk
Cited In (2)
This page was built for publication: Slutzky equations and substitution effects of risks in terms of mean-variance preferences
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q989918)
