Strong Increases in Risk and Their Comparative Statics

DOI10.2307/2526593MaRDI QIDQ3735385zbMATH OpenOpenAlexFDO

Authors Jack Meyer, Michael B. Ormiston

Publication date 1985

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

Full work available at URL https://doi.org/10.2307/2526593

zbMATH Keywords

comparative static analysesportfolio choicestrong increase in risk

Mathematics Subject Classification ID

Decision theory (91B06)

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• Comparative statics of changes in risk on monotonically and partially responsive kinked payoffs
• The comparative statics of cumulative distribution function changes for the class of risk averse agents
• Increases in risk and deductible insurance
• Relatively weak increases in risk and their comparative statics
• Two-parameter decision models and rank-dependent expected utility
• The economics of adding and subdividing independent risks: Some comparative statics results
• Deductible insurance and production: A comment
• Capacity choice in a two-stage problem under uncertainty
• Comparative statics predictions for the cross-effects of central dominance changes in risk with quasilinear payoffs
• Left-side relatively weak increases in risk and their comparative statics
• Left-side strong increases in risk and their comparative statics
• Stochastically dominating shifts and the competitive firm
• The comparative statics of changes in risk revisited
• Does risk sharing increase with risk aversion and risk when commitment is limited?
• Prudence and preference for flexibility gain
• New results on precautionary saving and nonlinear risks
• Changes in risk and strategic interaction
• Restricted increases in risk aversion and their application
• Demand for risky assets and the monotone probability ratio order
• Production under uncertainty with insurance or hedging
• A model of comparative statics for changes in stochastic returns with dependent risky assets
• Lotteries, insurance, and star-shaped utility functions
• On increasing risk in incomplete markets
• Pessimistic portfolio choice with one safe and one risky asset and right monotone probability difference order
• Outside Risk Aversion and the Comparative Statics of Increasing Risk in Quasi-Linear Decision Models
• Increases in risk and demand for a risky asset
• Testing for central dominance: method and application
• The subclasses of first-degree stochastic dominance (FSD) shifts and their comparative statics
• The subclasses of Rothschild and Stiglitz (R-S) increases in risk and their comparative statics
• Some relationships among FSD shifts and R-S increases in risk
• Increases in Risk and Linear Payoffs
• Stochastic dominance and optimal portfolio
• Portfolio choice under noisy asset returns
• Increasing risk with state-dependent preferences
• Increasing risk and equilibrium under uncertainty
• Portfolio choice for increases in risk and prudence revisited
• The comparative statics of a competitive industry facing demand uncertainty

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