Necessary conditions for comparative statics under uncertainty
From MaRDI portal
Publication:1802090
DOI10.1016/0165-1765(92)90139-PzbMath0775.90099OpenAlexW1971326321MaRDI QIDQ1802090
Edward E. Schlee, Michael B. Ormiston
Publication date: 8 August 1993
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(92)90139-p
Related Items
Economic choice in generalized expected utility theory ⋮ Risk-aversion, prudence and temperance ⋮ Portfolio choice under noisy asset returns ⋮ THE DEMAND FOR A RISKY ASSET: SIGNING, JOINTLY AND SEPARATELY, THE EFFECTS OF THREE DISTRIBUTIONAL SHIFTS
Cites Work
- Unnamed Item
- The comparative statics of cumulative distribution function changes for the class of risk averse agents
- Differentiability, comparative statics, and non-expected utility preference
- Comparative statics and non-expected utility preferences
- Proper Risk Aversion
- Risk Aversion in the Small and in the Large