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Portfolio Choice for Increases in Risk and Prudence Revisited

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  • Suyeol Ryu

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  • Iltae Kim

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Abstract

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Suggested Citation

  • Suyeol Ryu & Iltae Kim, 2005. "Portfolio Choice for Increases in Risk and Prudence Revisited," Journal of Economics, Springer, vol. 86(3), pages 293-300, December.
  • Handle: RePEc:kap:jeczfn:v:86:y:2005:i:3:p:293-300
    DOI: 10.1007/s00712-005-0144-8
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    File URL: http://hdl.handle.net/10.1007/s00712-005-0144-8
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    References listed on IDEAS

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    1. Dionne, G. & Gollier, C., 1992. "Simple Increases in Risk and Their Comparative Statics for Portfolio Management," Cahiers de recherche 9203, Centre interuniversitaire de recherche en ├ęconomie quantitative, CIREQ.
    2. Georges Dionne & Christian Gollier, 1992. "Comparative Statics Under Multiple Sources of Risk with Applications to Insurance Demand," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 17(1), pages 21-33, June.
    3. Suyeol Ryu & Iltae Kim, 2004. "Left-Side strong increases in risk and their comparative statics," Theory and Decision, Springer, vol. 57(1), pages 59-68, September.
    4. Dionne, Georges & Eeckhoudt, Louis & Gollier, Christian, 1993. "Increases in Risk and Linear Payoffs," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 34(2), pages 309-319, May.
    5. Suyeol Ryu & Iltae Kim, 2004. "Left-side Relatively Weak Increases in Risk and Their Comparative Statics," Journal of Economics, Springer, vol. 83(1), pages 85-94, September.
    6. Dionne, Georges & Eeckhoudt, Louis & Gollier, Christian, 1993. "Relatively weak increases in risk and their comparative statics," Economics Letters, Elsevier, vol. 41(3), pages 269-272.
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    Cited by:

    1. Iltae Kim & Suyeol Ryu, 2006. "The Comparative Statics for Linear Payoffs and Increases in Risk," Korean Economic Review, Korean Economic Association, vol. 22, pages 437-459.

    More about this item

    Keywords

    Kroll; Leshno; Levy; Spector (K-L-L-S) increases in risk; simple increases in risk across r in the K-L-L-S sense; portfolio problem; prudence; D81;

    JEL classification:

    • D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty

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