Some Relationships Among FSD Shifts and R-S Increases in Risk

DOI10.1007/978-981-15-3300-6_11zbMath1452.91091OpenAlexW3013342841MaRDI QIDQ5132574

Soojong Kim, Iltae Kim, Suyeol Ryu

Publication date: 12 November 2020

Published in: Applied Economic Analysis of Information and Risk (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-981-15-3300-6_11

zbMATH Keywords

first-degree stochastic dominance shiftrisk preference of decision makersRothschild-Stiglitz increase

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Decision theory (91B06)

Cites Work

• Relatively weak increases in risk and their comparative statics
• Left-side relatively weak increases in risk and their comparative statics
• Left-side strong increases in risk and their comparative statics
• Demand for risky financial assets: A portfolio analysis
• Demand for risky assets and the monotone probability ratio order
• Strong Increases in Risk and Their Comparative Statics
• A Ratio Criterion for Signing the Effects of an Increase in Uncertainty
• Increases in Risk and Linear Payoffs

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