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Supermodularity and the comparative statics of risk

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Author Info
John Quiggin () (Department of Economics, University of Queensland)
Robert G. Chambers () (Dept of Agricultural and Resource Economics, University of Maryland, College Park)

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Abstract

In this paper, it is shown that a wide range of comparative statics results from expected utility theory can be extended to generalized expected utility models using the tools of supermodularity theory.

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File URL: http://www.uq.edu.au/rsmg/WP/WPR04_5.pdf
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Publisher Info
Paper provided by Risk and Sustainable Management Group, University of Queensland in its series Risk & Uncertainty Working Papers with number WPR04_5.

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Date of creation: Jun 2004
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Handle: RePEc:rsm:riskun:r04_5

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Web page: http://www.uq.edu.au/economics/rsmg/index.htm
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Related research
Keywords: isk aversion Schur concavity supermodularity

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Find related papers by JEL classification:
D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty

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