Comparative statics under uncertainty for a class of economic agents
From MaRDI portal
Publication:1317332
DOI10.1006/jeth.1993.1075zbMath0790.90005OpenAlexW2087763806MaRDI QIDQ1317332
Michael B. Ormiston, Edward E. Schlee
Publication date: 24 March 1994
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jeth.1993.1075
Related Items (13)
Demand for risky assets and the monotone probability ratio order ⋮ The preservation of multivariate comparative statics in nonexpected utility theory ⋮ Deductible insurance and production ⋮ On Abel's concept of doubt and pessimism ⋮ Best replies and adaptive learning ⋮ Stochastic dominance representation of optimistic belief: theory and applications ⋮ Comparative statics tests between decision models under risk ⋮ The Subclasses of First-Degree Stochastic Dominance (FSD) Shifts and Their Comparative Statics ⋮ Portfolio choice under noisy asset returns ⋮ Left-side strong increases in risk and their comparative statics ⋮ Comparative statics of changes in risk on monotonically and partially responsive kinked payoffs ⋮ Stochastic Dominance of Pension Plans ⋮ Production decisions in case of monotone likelihood ratio shifts of cumulative distribution functions
This page was built for publication: Comparative statics under uncertainty for a class of economic agents
