A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets
In this paper we show how the order of Linear Stochastic Dominance proposed by Gollier (1995) can be applied to situations with dependent risky assets.
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|Date of creation:||1996|
|Date of revision:|
|Contact details of provider:|| Postal: THEMA, Universite de Paris X-Nanterre, U.F.R. de science economiques, gestion, mathematiques et informatique, 200, avenue de la Republique 92001 Nanterre CEDEX.|
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