Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
The Effects of Shifts in a Return Distribution on Optimal Portfolios - MaRDI portal

The Effects of Shifts in a Return Distribution on Optimal Portfolios

From MaRDI portal
Publication:3199162

DOI10.2307/2527171zbMath0713.90008OpenAlexW1987234536MaRDI QIDQ3199162

Tae Kun Seo, Josef Hadar

Publication date: 1990

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2527171



Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (26)

Intellectual property rights and R\&D subsidies: are they complementary policies?Loss-averse preferences and portfolio choices: an extensionSourcing decision under interconnected risks: an application of mean-variance preferences approachA new interpretation of the condition for precautionary saving in the presence of an interest-rate riskOn Abel's concept of doubt and pessimismGames with second-order expected utilityThe short- and long-run comparative statics of uncertaintyPortfolio allocation and asset demand with mean-variance preferencesOn relative and partial risk attitudes: theory and implicationsUncertain indemnity and the demand for insuranceGeneral Stochastic Dominance RulesThe Subclasses of First-Degree Stochastic Dominance (FSD) Shifts and Their Comparative StaticsPessimistic portfolio choice with one safe and one risky asset and right monotone probability difference orderPortfolio choice under noisy asset returnsPortfolio selection and duality under mean variance preferencesSometimes more, sometimes less: prudence and the diversification of risky insurance coveragePortfolio allocation problems between risky and ambiguous assetsChanges in multiplicative risks and optimal portfolio choice: new interpretations and resultsAn interpretation of the condition for precautionary saving: the case of greater higher-order interest rate riskThe values of relative risk aversion and prudence: a context-free interpretationA model of comparative statics for changes in stochastic returns with dependent risky assetsComparative statics of changes in risk on monotonically and partially responsive kinked payoffsComparative statics in an ordinal theory of choice under riskPORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONSThe economics of adding and subdividing independent risks: Some comparative statics resultsComparative statics predictions for the cross-effects of central dominance changes in risk with quasilinear payoffs




This page was built for publication: The Effects of Shifts in a Return Distribution on Optimal Portfolios