Mean-preserving changes in risk with tail-dominance

DOI10.1007/BF00133981zbMath0764.90003MaRDI QIDQ1193770

Pierre Hansen, Louis R. Eeckhoudt

Publication date: 27 September 1992

Published in: Theory and Decision (Search for Journal in Brave)

zbMATH Keywords

mean preserving increases in risktail dominance

Mathematics Subject Classification ID

Decision theory (91B06)

Related Items (3)

Comparative statics tests between decision models under risk ⋮ A multistage risk-averse stochastic programming model for personal savings accrual: the evidence from Lithuania ⋮ Stochastically dominating shifts and the competitive firm

Cites Work

• The comparative statics of cumulative distribution function changes for the class of risk averse agents
• A comparative statics theorem for choice under risk
• A note on a comparative statics theorem for choice under risk
• On an Extension of the Gini Inequality Index

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