The Monotonicity of Asset Prices with Changes in Risk
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References listed on IDEAS
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More about this item
KeywordsAsset Price; Comparative Statics; First-order Stochastic Dominance; Second-order Stochastic Dominance.;
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-06-05 (All new papers)
- NEP-CFN-2005-06-05 (Corporate Finance)
- NEP-FIN-2005-06-05 (Finance)
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