Portfolio choice for increases in risk and prudence revisited

DOI10.1007/S00712-005-0144-8zbMath1108.91330OpenAlexW2004984660MaRDI QIDQ811991

Suyeol Ryu, Iltae Kim

Publication date: 23 January 2006

Published in: Journal of Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00712-005-0144-8

zbMATH Keywords

prudenceportfolio problemKroll--Leshno--Levy--Spector (K-L-L-S) increases in risk

Mathematics Subject Classification ID

Cites Work

• Relatively weak increases in risk and their comparative statics
• A comment on Rothschild and Stiglitz's ``Increasing risk. I: A definition
• Left-side relatively weak increases in risk and their comparative statics
• Left-side strong increases in risk and their comparative statics
• Increasing risk, decreasing absolute risk aversion and diversification
• 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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