Open AccessA model of comparative statics for changes in stochastic returns with dependent risky assets
Author(s) -
Georges Dionne,
Christian Gollier
Publication year - 1996
Publication title -
journal of risk and uncertainty
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.165
H-Index - 73
eISSN - 1573-0476
pISSN - 0895-5646
DOI - 10.1007/bf00057865
Subject(s) - comparative statics , stochastic dominance , portfolio , econometrics , economics , asset allocation , asset (computer security) , monotone polygon , expected utility hypothesis , order (exchange) , position (finance) , risk seeking , mathematical economics , mathematical optimization , microeconomics , computer science , mathematics , financial economics , finance , geometry , computer security
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