Slutzky equations and substitution effects of risks in terms of mean-variance preferences
From MaRDI portal
Publication:989918
DOI10.1007/s11238-008-9115-1zbMath1232.91126OpenAlexW2023716298MaRDI QIDQ989918
Publication date: 23 August 2010
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11238-008-9115-1
Related Items (1)
Cites Work
- Proper and standard risk aversion in two-moment decision models
- A characterization of the distributions that imply mean-variance utility functions
- Duality and consumption decisions under income and price risk
- Multiple Risks and Mean-Variance Preferences
- Proper Risk Aversion
- Optimal Portfolios with One Safe and One Risky Asset: Effects of Changes in Rate of Return and Risk
- Outside Risk Aversion and the Comparative Statics of Increasing Risk in Quasi-Linear Decision Models
- Changes in Background Risk and Risk Taking Behavior
- Risk Vulnerability and the Tempering Effect of Background Risk
- Standard Risk Aversion
This page was built for publication: Slutzky equations and substitution effects of risks in terms of mean-variance preferences
