Comparative statics predictions for the cross-effects of central dominance changes in risk with quasilinear payoffs

DOI10.1016/S0165-1765(99)00175-5zbMath1013.91062OpenAlexW1979565413MaRDI QIDQ1606400

Iltae Kim, Gyemyung Choi, Arthur Snow

Publication date: 1 September 2002

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(99)00175-5

zbMATH Keywords

dominancecross-effectsrisk averter

Mathematics Subject Classification ID

Cites Work

• Relatively weak increases in risk and their comparative statics
• The comparative statics of changes in risk revisited
• A model of comparative statics for changes in stochastic returns with dependent risky assets
• The Effects of Shifts in a Return Distribution on Optimal Portfolios
• Strong Increases in Risk and Their Comparative Statics
• A Ratio Criterion for Signing the Effects of an Increase in Uncertainty
• Increases in Risk and Linear Payoffs

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