A comparative statics theorem for choice under risk
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Economic Theory.
Volume (Year): 21 (1979)
Issue (Month): 3 (December)
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Web page: http://www.elsevier.com/locate/inca/622869
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- Hennessy, David A., 1998.
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- Ormiston, Michael B. & E. Schlee, Edward, 1999. "Comparative statics tests between decision models under risk," Journal of Mathematical Economics, Elsevier, vol. 32(2), pages 145-166, October.
- Tzeng, Larry Y. & Wang, Jen-Hung, 2004. "Increase in risk and saving behavior," Journal of Economics and Business, Elsevier, vol. 56(5), pages 405-414.
- Broll, Udo & Wong, Kit Pong, 2002. "Optimal full-hedging under state-dependent preferences," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(5), pages 937-943.
- Thilo Pausch, 2003. "Bank's Assets and Liabilities Management with Multiple Sources of Risk," Discussion Paper Series 245, Universitaet Augsburg, Institute for Economics.
- Neilson, William S., 1995. "Comparative statics derivatives with nonlinear preferences," Journal of Mathematical Economics, Elsevier, vol. 24(1), pages 45-57.
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