Some Negative Results on the Existence of Comparative Statics Results in Portfolio Theory

DOI10.2307/2296798zbMath0324.90004OpenAlexW1973580973MaRDI QIDQ4088523

Oliver D. Hart

Publication date: 1975

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2296798

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Decision theory (91B06) Utility theory (91B16)

Related Items (3)

On the theory of risk aversion and the theory of risk ⋮ Increases in risk aversion and the distribution of portfolio payoffs ⋮ A new parametric test for the structure of risk preferences

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