A comparative statics theorem for choice under risk
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Publication:1144479
DOI10.1016/0022-0531(79)90056-5zbMath0443.90020OpenAlexW1997068378MaRDI QIDQ1144479
Publication date: 1979
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-0531(79)90056-5
Related Items (12)
Instrument effects and stochastic dominance ⋮ A note on a comparative statics theorem for choice under risk ⋮ Comparative statics tests between decision models under risk ⋮ General Stochastic Dominance Rules ⋮ The Subclasses of First-Degree Stochastic Dominance (FSD) Shifts and Their Comparative Statics ⋮ Increases in risk and deductible insurance ⋮ Mean-preserving changes in risk with tail-dominance ⋮ Risk, risk aversion and many control variables ⋮ Comparative statics derivatives with nonlinear preferences ⋮ Comparative statics and non-expected utility preferences ⋮ 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
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