Pages that link to "Item:Q1906456"
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The following pages link to The comparative statics of changes in risk revisited (Q1906456):
Displaying 50 items.
- Increasing risk and consumption-saving decisions. Some comparative statics results (Q374993) (← links)
- On relative and partial risk attitudes: theory and implications (Q420994) (← links)
- Aggregation of preferences for skewed asset returns (Q472212) (← links)
- Pessimistic portfolio choice with one safe and one risky asset and right monotone probability difference order (Q474635) (← links)
- Increases in risk and demand for a risky asset (Q491302) (← links)
- Testing for central dominance: method and application (Q503582) (← links)
- Effects of insurance premium and deductible on production (Q533020) (← links)
- Portfolio choice under noisy asset returns (Q673303) (← links)
- Changes in multiplicative risks and optimal portfolio choice: new interpretations and results (Q777930) (← links)
- The logic of partial-risk aversion: Paradox lost (Q808981) (← links)
- Portfolio choice for increases in risk and prudence revisited (Q811991) (← links)
- Comparative statics of properness in two-moment decision models (Q813242) (← links)
- Decreasing aversion under ambiguity (Q894043) (← links)
- Understanding saving and portfolio choices with predictable changes in assets returns (Q949649) (← links)
- Beneficial changes in dependence structures and two-moment decision models (Q974999) (← links)
- Comparative statics of changes in risk on monotonically and partially responsive kinked payoffs (Q1044165) (← links)
- Instrument effects and stochastic dominance (Q1118313) (← links)
- Mean-preserving changes in risk with tail-dominance (Q1193770) (← links)
- Deductible insurance and production: A comment (Q1381142) (← links)
- Comparative statics under uncertainty: The case of mean-variance preferences. (Q1406969) (← links)
- Comparative statics predictions for the cross-effects of central dominance changes in risk with quasilinear payoffs (Q1606400) (← links)
- Stochastic volatility implies fourth-degree risk dominance: applications to asset pricing (Q1624115) (← links)
- Asset prices and changes in risk within a bivariate model (Q1732972) (← links)
- Variance stochastic orders (Q1736951) (← links)
- Left-side relatively weak increases in risk and their comparative statics (Q1766939) (← links)
- Left-side strong increases in risk and their comparative statics (Q1774545) (← links)
- Comparative statics derivatives with nonlinear preferences (Q1804348) (← links)
- Comparative statics tests between decision models under risk (Q1961269) (← links)
- A general theory of risk apportionment (Q1995325) (← links)
- A model for the optimal selection of lenders (Q2151674) (← links)
- Changes in risk and strategic interaction (Q2258850) (← links)
- Risk apportionment: the dual story (Q2288531) (← links)
- Restricted increases in risk aversion and their application (Q2363427) (← links)
- How risky is a random process? (Q2402816) (← links)
- Monotonicity of asset price toward higher changes in risk (Q2444191) (← links)
- Whom should we believe? aggregation of heterogeneous beliefs (Q2475284) (← links)
- Production under uncertainty with insurance or hedging (Q2492179) (← links)
- A model of comparative statics for changes in stochastic returns with dependent risky assets (Q2564617) (← links)
- On Abel's concept of doubt and pessimism (Q2654420) (← links)
- Broadly Decreasing Risk Aversion (Q3116704) (← links)
- The German and Italian contributions to exposed to risk: A historical review (Q3334839) (← links)
- Risk Aversion and the Choice Between Risky Prospects: The Preservation of Comparative Statics Results (Q3741340) (← links)
- Choosing Between Risky Prospects: The Characterization of Comparative Statics Results, and Location Independent Risk (Q3827753) (← links)
- A Note on Portfolio Dominance (Q4368673) (← links)
- THE COMPARATIVE STATICS OF SHIFTS IN RISK (Q4399707) (← links)
- Dual Moments and Risk Attitudes (Q5095143) (← links)
- Well-behaved cash flows (Q5941478) (← links)
- ``Third down with a yard to go'': Recursive expected utility and the Dixit--Skeath conundrum (Q5958404) (← links)
- Rejoinder to “Causal mediation of semicompeting risks” (Q6079247) (← links)
- Nonlinear risks: a unified framework (Q6175964) (← links)
