Increases in risk and demand for a risky asset

Alain Chateauneuf and Ghizlane Lakhnati

Mathematical Social Sciences, 2015, vol. 75, issue C, 44-48

Abstract: We first prove the noteworthy fact that Central Dominance with m=1 (CD1), introduced by Gollier (1995), is a particular case of Second order Stochastic Dominance. We then introduce a new tractable class of dominance that we name Relative order and we prove that this class is a strict subclass of CD1. Finally, we show that some known classes of dominance are particular cases of our new class of dominance.

Date: 2015
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Related works:
Working Paper: Increases in risk and demand for a risky asset (2015)
Working Paper: Increases in risk and demand for a risky asset (2015)
Working Paper: Increases in risk and demand for a risky asset (2015)
Working Paper: Increases In Risk and Demand for Risky Asset (2014)
Working Paper: Increases in risk and demand for risky asset (2005)
Working Paper: Increases in risk and demand for risky asset (2005)
Working Paper: Increases in risk and demand for risky asset (2005)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matsoc:v:75:y:2015:i:c:p:44-48

DOI: 10.1016/j.mathsocsci.2015.02.005

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