A note on comparative statics and stochastic dominance

DOI10.1016/0304-4068(86)90013-3zbMath0619.90006OpenAlexW1978125350MaRDI QIDQ1090213

Ian Jewitt

Publication date: 1986

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4068(86)90013-3

zbMATH Keywords

'more risk averse' relationStochastic Dominance 'algebra'

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (2)

Bayesian persuasion by a privately informed sender ⋮ On risk aversion with two risks

Cites Work

• Generalized convex inequalities
• Generalized convexity cones and their duals
• Risk Aversion and the Choice Between Risky Prospects: The Preservation of Comparative Statics Results
• Risk Aversion with Random Initial Wealth
• Some Stronger Measures of Risk Aversion in the Small and the Large with Applications

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