Increases in risk and demand for a risky asset

DOI10.1016/J.MATHSOCSCI.2015.02.005zbMath1331.91159OpenAlexW3030745724MaRDI QIDQ491302

Ghizlane Lakhnati, Alain Chateauneuf

Publication date: 24 August 2015

Published in: Mathematical Social Sciences (Search for Journal in Brave)

Full work available at URL: https://halshs.archives-ouvertes.fr/halshs-00194413/file/B05033.pdf

Mathematics Subject Classification ID

Decision theory (91B06) Portfolio theory (91G10)

Related Items (1)

A model for the optimal selection of lenders

Cites Work

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• The comparative statics of cumulative distribution function changes for the class of risk averse agents
• Comparative statics for rank-dependent expected utility theory
• Increasing risk: Some direct constructions
• The comparative statics of changes in risk revisited
• Portfolio Choices and Asset Prices: The Comparative Statics of Ambiguity Aversion
• Strong Increases in Risk and Their Comparative Statics
• Increases in Risk and Linear Payoffs

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