Some Results on Comparative Statics under Uncertainty

DOI10.2307/2526739MaRDI QIDQ3804404zbMATH OpenOpenAlexFDO

Authors Hsueh-Cheng Cheng, Michael J. P. Magill, Wayne J. Shafer

Publication date 1987

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

Full work available at URL https://doi.org/10.2307/2526739

zbMATH Keywords

comparative staticsRamsey saving problemtwo asset portfolio problem

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38)

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Cited in

(29)

• The values of relative risk aversion and prudence: a context-free interpretation
• A note on comparative statics and stochastic dominance
• Comparative statics under uncertainty for a class of economic agents
• Production decisions in case of monotone likelihood ratio shifts of cumulative distribution functions
• Portfolio characterization of risk aversion
• The short- and long-run comparative statics of uncertainty
• Asset prices and changes in risk within a bivariate model
• Comparative statics derivatives with nonlinear preferences
• Deductible insurance and production
• On dynamic adjustment and comparative statics via the implicit function theorem
• Demand for risky financial assets: A portfolio analysis
• Comparative statics in an ordinal theory of choice under risk
• Demand for risky assets and the monotone probability ratio order
• Risky targets and effort
• A model of comparative statics for changes in stochastic returns with dependent risky assets
• The comparative statics on asset prices based on bull and bear market measure
• The preservation of comparative statics under uncertainty
• A methodological contribution in the theory of the firm under uncertainty
• Lattice-based monotone comparative statics on saving with Selden/Kreps-Porteus preferences
• AN OBTRUSIVE REMARK ON CAPITAL AND COMPARATIVE STATICS
• First and Second Degree Transformations and Comparative Statics Under Uncertainty
• On relative and partial risk attitudes: theory and implications
• Monotone Comparative Statics under Uncertainty
• Distributional comparative statics
• Portfolio choices: comparative statics under both expected return and volatility uncertainty
• Relative risk aversion: what do we know?
• Measures of risk attitude: correspondences between mean-variance and expected-utility approaches
• Comparative statics in dynamic stochastic models. Differential analysis of a stochastic modified golden rule state in a Banach space
• Comparative statics for state-contingent technologies

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