Pages that link to "Item:Q1406969"
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The following pages link to Comparative statics under uncertainty: The case of mean-variance preferences. (Q1406969):
Displaying 13 items.
- Comparative statics effects independent of the utility function. When do we act the same way under risk? (Q320041) (← links)
- Understanding dynamic mean variance asset allocation (Q323338) (← links)
- Comparative statics of properness in two-moment decision models (Q813242) (← links)
- Measures of risk attitude: correspondences between mean-variance and expected-utility approaches (Q816442) (← links)
- Slutzky equations and substitution effects of risks in terms of mean-variance preferences (Q989918) (← links)
- Comparative statics under uncertainty for a class of economic agents (Q1317332) (← links)
- Entropic risk measures and their comparative statics in portfolio selection: coherence vs. convexity (Q1681531) (← links)
- The desirability of pay-as-you-go pensions when relative consumption matters and returns are stochastic (Q1925935) (← links)
- On expected utility for financial insurance portfolios with stochastic dependencies (Q2379540) (← links)
- Multiple Risks and Mean-Variance Preferences (Q3100414) (← links)
- Risk Aversion and the Choice Between Risky Prospects: The Preservation of Comparative Statics Results (Q3741340) (← links)
- Input Demand Under Joint Energy and Output Prices Uncertainties (Q5359061) (← links)
- Prudence and risk vulnerability in two-moment decision models (Q5958263) (← links)
