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Comparative statics derivatives with nonlinear preferences

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Publication:1804348
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DOI10.1016/0304-4068(94)00673-XzbMath0834.90023MaRDI QIDQ1804348

William S. Neilson

Publication date: 14 May 1995

Published in: Journal of Mathematical Economics (Search for Journal in Brave)


zbMATH Keywords

smooth preferencesshape effectmutual fund portfolio problem


Mathematics Subject Classification ID

Utility theory (91B16) Individual preferences (91B08)


Related Items

Comparative statics tests between decision models under risk



Cites Work

  • Unnamed Item
  • Axiomatic utility theories with the betweenness property
  • An axiomatic characterization of preferences under uncertainty: Weakening the independence axiom
  • A comparative statics theorem for choice under risk
  • A note on a comparative statics theorem for choice under risk
  • Comparative statics for rank-dependent expected utility theory
  • Differentiability, comparative statics, and non-expected utility preference
  • Comparative statics and non-expected utility preferences
  • "Expected Utility" Analysis without the Independence Axiom
  • A Stronger Characterization of Declining Risk Aversion
  • Risk Aversion in the Small and in the Large
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