Supermodularity and the Comparative Statics of Risk
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- Quiggin, John & Chambers, Robert G., 2004. "Supermodularity and the comparative statics of risk," Risk and Sustainable Management Group Working Papers 151164, University of Queensland, School of Economics.
- John Quiggin & Robert G. Chambers, 2004. "Supermodularity and the comparative statics of risk," Risk & Uncertainty Working Papers WPR04_5, Risk and Sustainable Management Group, University of Queensland.
References listed on IDEAS
- Chateauneuf, Alain & Cohen, Michele, 1994. "Risk Seeking with Diminishing Marginal Utility in a Non-expected Utility Model," Journal of Risk and Uncertainty, Springer, vol. 9(1), pages 77-91, July.
- Milgrom, Paul, 1994. "Comparing Optima: Do Simplifying Assumptions Affect Conclusions?," Journal of Political Economy, University of Chicago Press, vol. 102(3), pages 607-615, June.
- G. Hanoch & H. Levy, 1969. "The Efficiency Analysis of Choices Involving Risk," Review of Economic Studies, Oxford University Press, vol. 36(3), pages 335-346.
- Hadar, Josef & Russell, William R, 1969. "Rules for Ordering Uncertain Prospects," American Economic Review, American Economic Association, vol. 59(1), pages 25-34, March.
- Quiggin, John, 1991. "Comparative Statics for Rank-Dependent Expected Utility Theory," Journal of Risk and Uncertainty, Springer, vol. 4(4), pages 339-350, December.
- Quiggin, John, 1992. "Efficient sets with and without the expected utility hypothesis : A generalization," Journal of Mathematical Economics, Elsevier, vol. 21(4), pages 395-399.
- Alain Chateauneuf & Michéle Cohen & Isaac Meilijson, 2005.
"More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model,"
Springer;Society for the Advancement of Economic Theory (SAET), vol. 25(3), pages 649-667, April.
- Chateauneuf, A. & Cohen, M. & Meilijson, I., 1997. "More Pessimism than Greediness: A Characterization of Monotone Risk Aversion in the Rank-Dependant Expected Utility Model," Papiers d'Economie MathÃ©matique et Applications 97.53, UniversitÃ© PanthÃ©on-Sorbonne (Paris 1).
- Alain Chateauneuf & Michèle Cohen & Isaac Meilijson, 2005. "More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00211906, HAL.
- Quiggin, John & Chambers, R.G.Robert G., 2004. "Invariant risk attitudes," Journal of Economic Theory, Elsevier, vol. 117(1), pages 96-118, July.
- Quiggin, John & Chambers, Robert G, 1998. "Risk Premiums and Benefit Measures for Generalized-Expected-Utility Theories," Journal of Risk and Uncertainty, Springer, vol. 17(2), pages 121-137, November.
- Feder, Gershon, 1977. "The impact of uncertainty in a class of objective functions," Journal of Economic Theory, Elsevier, vol. 16(2), pages 504-512, December.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Osaki, Yusuke & Quiggin, John, 2008. "Stochastic dominance representation of optimistic belief: Theory and applications," Economics Letters, Elsevier, vol. 101(3), pages 275-278, December.
More about this item
Keywordssupermodularity; comparative statics; risk;
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
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