A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets
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Other versions of this item:
- Dionne, G. & Gollier, C., 1996. "A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets," Papers 9609, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
- G. Dionne & C. Gollier, 1996. "A model of comparative statics for changes in stochastic returns with dependent risky assets," THEMA Working Papers 96-09, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Dionne, G. & Gollier, C., 1996. "A Model Of Comparative Statics For Changes in Stochastic Returns With Dependent Risky Assets," Papers 96.420, Toulouse - GREMAQ.
- DIONNE, Georges & GOLLIER, Christian, 1995. "A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets," Cahiers de recherche 9560, Universite de Montreal, Departement de sciences economiques.
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- Gollier Christian & Schlee Edward E, 2006. "Increased Risk-Bearing with Background Risk," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 6(1), pages 1-29, March.
- Anissa Chaibi & Maria-Lenuta Ciupac-Ulici & Mircea-Cristian Gherman, 2014. "Do Recent Stochastic Tools Help to Better Understand Investors Preference and Asset Allocation?," Working Papers 2014-130, Department of Research, Ipag Business School.
- Amigues, Jean-Pierre & Favard, Pascal & Gaudet, Gerard & Moreaux, Michel, 1998.
"On the Optimal Order of Natural Resource Use When the Capacity of the Inexhaustible Substitute Is Limited,"
Journal of Economic Theory,
Elsevier, vol. 80(1), pages 153-170, May.
- Amigues, J-P & Favard, P & Gaudet, G & Moreaux, M, 1996. "On the Optimal Order of Natural Resource Use When the Capacity of the Inexhaustible Substitute is Limited," Cahiers de recherche 9628, Universite de Montreal, Departement de sciences economiques.
- Amigues, J.-P. & Favard, P. & Gaudet, G. & Moreaux, M., 1996. "On The Optimal Order of Natural Resourse Use When the Capacity of the Inexhaustible Substitute is Limited," Papers 96.431, Toulouse - GREMAQ.
- Amigues, J-P & Favard, P. & Gaudet, G. & Moreaux, M, 1996. "On the Optimal Order of Natural Resource Use When the Capacity of the Inexhaustible Substitute is Limited," Cahiers de recherche 9628, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Dachraoui, Kais & Dionne, Georges, 2001.
"Stochastic dominance and optimal portfolio,"
Elsevier, vol. 71(3), pages 347-354, June.
- Dachraoui, K. & Dionne, G., 2001. "Stochastic Dominance and Optimal Portfolio," Ecole des Hautes Etudes Commerciales de Montreal- 01-01, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques..
- K. Dachraoui & G. Dionne, 2001. "Stochastic Dominance and Optimal Portfolio," THEMA Working Papers 2001-01, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Burton Hollifield & Alan Kraus, 2009.
"Defining Bad News: Changes in Return Distributions That Decrease Risky Asset Demand,"
INFORMS, vol. 55(7), pages 1227-1236, July.
- Burton Hollifield & Alan Kraus, "undated". "Defining bad news: Changes in return distribution that decrease risky asset demand," GSIA Working Papers 2007-E32, Carnegie Mellon University, Tepper School of Business.
- Choi, Gyemyung & Kim, Iltae & Snow, Arthur, 2000. "Comparative statics predictions for the cross-effects of central dominance changes in risk with quasilinear payoffs," Economics Letters, Elsevier, vol. 66(1), pages 41-48, January.
More about this item
- D8 - Microeconomics - - Information, Knowledge, and Uncertainty
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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