Some Results on Comparative Statics under Uncertainty

DOI10.2307/2526739zbMath0656.90003OpenAlexW1987174576MaRDI QIDQ3804404

Michael J. P. Magill, Hsueh-Cheng Cheng, Wayne J. Shafer

Publication date: 1987

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

Full work available at URL: https://doi.org/10.2307/2526739

zbMATH Keywords

comparative staticsRamsey saving problemtwo asset portfolio problem

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38)

Related Items (13)

Portfolio characterization of risk aversion ⋮ Demand for risky assets and the monotone probability ratio order ⋮ Deductible insurance and production ⋮ On relative and partial risk attitudes: theory and implications ⋮ Risky targets and effort ⋮ Asset prices and changes in risk within a bivariate model ⋮ Demand for risky financial assets: A portfolio analysis ⋮ The values of relative risk aversion and prudence: a context-free interpretation ⋮ A model of comparative statics for changes in stochastic returns with dependent risky assets ⋮ Comparative statics in an ordinal theory of choice under risk ⋮ Relative risk aversion: what do we know? ⋮ Production decisions in case of monotone likelihood ratio shifts of cumulative distribution functions ⋮ Measures of risk attitude: correspondences between mean-variance and expected-utility approaches

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