Stochastic dominance representation of optimistic belief: theory and applications

DOI10.1016/j.econlet.2008.09.005zbMath1255.91108OpenAlexW1972815745MaRDI QIDQ1934943

John Quiggin, Yusuke Osaki

Publication date: 29 January 2013

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2008.09.005

zbMATH Keywords

stochastic dominancecomparative staticsrank dependent expected utilityoptimistic belief

Mathematics Subject Classification ID

Utility theory (91B16)

Cites Work

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• Risk aversion in RDEU
• Supermodularity and the comparative statics of risk
• Risk aversion in the theory of expected utility with rank dependent probabilities
• Preservation of More risk averse under expectations
• Comparative statics for rank-dependent expected utility theory
• Comparative statics under uncertainty for a class of economic agents
• The preservation of multivariate comparative statics in nonexpected utility theory
• Saving under rank-dependent utility
• Economic choice in generalized expected utility theory
• The comparative statics on asset prices based on bull and bear market measure
• Asset Prices in an Exchange Economy
• Monotone Comparative Statics under Uncertainty
• Risk Aversion in the Small and in the Large

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