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Demand for Risky Assets and the Monotone Probability Ratio Order

Citations

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Cited by:

  1. Nocetti, Diego C., 2013. "The LeChatelier principle for changes in risk," Journal of Mathematical Economics, Elsevier, vol. 49(6), pages 460-466.
  2. Andrew B. Bernard & Yuan Zi, 2022. "Sparse Production Networks," NBER Working Papers 30496, National Bureau of Economic Research, Inc.
  3. Gollier, Christian & Schlesinger, Harris, 2002. "Changes in risk and asset prices," Journal of Monetary Economics, Elsevier, vol. 49(4), pages 747-760, May.
  4. Takashi Nishiwaki, 2020. "Does Ambiguity Generate Demand for Options?," Working Papers 2011, Waseda University, Faculty of Political Science and Economics.
  5. Jean-Paul Chavas, 2012. "On learning and the economics of firm efficiency: a state-contingent approach," Journal of Productivity Analysis, Springer, vol. 38(1), pages 53-62, August.
  6. Hippolyte d’Albis & Emmanuel Thibault, 2018. "Ambiguous life expectancy and the demand for annuities," Theory and Decision, Springer, vol. 85(3), pages 303-319, October.
  7. Suyeol Ryu & Iltae Kim & Soo-Jong Kim, 2010. "Comparative Statics under Uncertainty with the Monotone Probability Ratio Order Revisited," Korean Economic Review, Korean Economic Association, vol. 26, pages 203-222.
  8. Sergi Basco & Martí Mestieri, 2019. "The world income distribution: the effects of international unbundling of production," Journal of Economic Growth, Springer, vol. 24(2), pages 189-221, June.
  9. Louis Eeckhoudt, 2001. "Espérance d’utilité et nouveaux modèles de choix dans le risque : une connivence cachée," L'Actualité Economique, Société Canadienne de Science Economique, vol. 77(4), pages 499-516.
  10. Dachraoui, K. & Dionne, G., 1998. "Portfolio Response to a Shift in a Return Distribution: Comment," Ecole des Hautes Etudes Commerciales de Montreal- 98-08, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques..
  11. Masamitsu Ohnishi & Yusuke Osaki, 2004. "The Comparative Statics of Equilibrium Derivative Prices," Discussion Papers in Economics and Business 04-19, Osaka University, Graduate School of Economics.
  12. Susan Athey, 2002. "Monotone Comparative Statics under Uncertainty," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 117(1), pages 187-223.
  13. Christian Gollier, 2011. "Portfolio Choices and Asset Prices: The Comparative Statics of Ambiguity Aversion," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 78(4), pages 1329-1344.
  14. Hennessy, David A., 1999. "Capacity choice in a two-stage problem under uncertainty," Economics Letters, Elsevier, vol. 65(2), pages 177-182, November.
  15. Christian Gollier, 2005. "Optimal Illusions and Decisions under Risk," CESifo Working Paper Series 1382, CESifo.
  16. Erin Baker, 2009. "Optimal Policy under Uncertainty and Learning about Climate Change: A Stochastic Dominance Approach," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 11(5), pages 721-747, October.
  17. Leandro Arozamena & Estelle Cantillon, 2004. "Investment Incentives in Procurement Auctions," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 71(1), pages 1-18.
  18. Auster, Sarah & Kellner, Christian, 2022. "Robust bidding and revenue in descending price auctions," Journal of Economic Theory, Elsevier, vol. 199(C).
  19. Li, Chen & Li, Xiaohu, 2021. "On stochastic dependence in residual lifetime and inactivity time with some applications," Statistics & Probability Letters, Elsevier, vol. 177(C).
  20. Wagner, Peter A., 2018. "Who goes first? Strategic delay under information asymmetry," Theoretical Economics, Econometric Society, vol. 13(1), January.
  21. Ed Hopkins & Tatiana Kornienko, 2003. "Ratio Orderings and Comparative Statics," Edinburgh School of Economics Discussion Paper Series 91, Edinburgh School of Economics, University of Edinburgh.
  22. Yaffa Machnes, 2003. "Changes in mortality: gender and international comparisons," Applied Economics, Taylor & Francis Journals, vol. 35(3), pages 285-291.
  23. Niousha Shahidi, 2014. "Moral hazard and optimal insurance contract with a continuum effort," Economics Bulletin, AccessEcon, vol. 34(3), pages 1350-1360.
  24. Takao Asano & Yusuke Osaki, 2017. "Portfolio Allocation Problems between Risky Ambiguous Assets," KIER Working Papers 975, Kyoto University, Institute of Economic Research.
  25. Khan, Ruhul Ali & Bhattacharyya, Dhrubasish & Mitra, Murari, 2021. "On some properties of the mean inactivity time function," Statistics & Probability Letters, Elsevier, vol. 170(C).
  26. Wagner, Peter, 2015. "Who goes first? Strategic Delay and Learning by Waiting," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 500, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  27. Gollier, Christian, 2004. "Optimal Positive Thinking and Decisions under Risk," IDEI Working Papers 268, Institut d'Économie Industrielle (IDEI), Toulouse.
  28. Robert Chambers & John Quiggin, 2007. "Information value and efficiency measurement for risk-averse firms," Journal of Productivity Analysis, Springer, vol. 27(3), pages 197-208, June.
  29. Li, Xiaohu & Da, Gaofeng & Zhao, Peng, 2010. "On reversed hazard rate in general mixture models," Statistics & Probability Letters, Elsevier, vol. 80(7-8), pages 654-661, April.
  30. Takao Asano & Yusuke Osaki, 2020. "Portfolio allocation problems between risky and ambiguous assets," Annals of Operations Research, Springer, vol. 284(1), pages 63-79, January.
  31. Kirmani, Syed N. U. A. & Dauxois, Jean-Yves, 2003. "Testing relative risk under random censoring," Statistics & Probability Letters, Elsevier, vol. 62(1), pages 1-7, March.
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