A note on a comparative statics theorem for choice under risk
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Publication:1158332
DOI10.1016/0022-0531(81)90011-9zbMath0472.90006OpenAlexW1986604165MaRDI QIDQ1158332
Publication date: 1981
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-0531(81)90011-9
Related Items (9)
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 ⋮ 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 ⋮ Relatively weak increases in risk and their comparative statics
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