Portfolio Dominance, Lower Conditional Expectation And The Monotone Likelihood Ratio Order
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References listed on IDEAS
- Meyer, Jack & Ormiston, Michael B, 1985. "Strong Increases in Risk and Their Comparative Statics," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(2), pages 425-437, June.
- Dionne, Georges & Eeckhoudt, Louis & Gollier, Christian, 1993.
"Increases in Risk and Linear Payoffs,"
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Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 34(2), pages 309-319, May.
- Dionne, G. & Eeckhoudt, L., 1990. "Increases in Risk and Linear Payoffs," Cahiers de recherche 9019, Universite de Montreal, Departement de sciences economiques.
- Dionne, G. & Eeckhoudt, L., 1990. "Increases In Risk And Linear Payoffs," Cahiers de recherche 9019, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
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- Rothschild, Michael & Stiglitz, Joseph E., 1971. "Increasing risk II: Its economic consequences," Journal of Economic Theory, Elsevier, vol. 3(1), pages 66-84, March.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Machnes, Yaffa, 1995. "Deductible insurance and production," Insurance: Mathematics and Economics, Elsevier, vol. 17(2), pages 119-123, October.
- C. Henin & N. Pistre, 1996. "Bounding the generalized convex call price," The European Journal of Finance, Taylor & Francis Journals, vol. 2(3), pages 239-259.
More about this item
Keywordsportfolio problem; demand for insurance; central riskiness.;
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