EconPapers    
Economics at your fingertips  
 

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
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1) Track citations by RSS feed

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0165489615000177
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Increases in risk and demand for a risky asset (2015)
Working Paper: Increases In Risk and Demand for Risky Asset (2014) Downloads
Working Paper: Increases in risk and demand for risky asset (2005) Downloads
Working Paper: Increases in risk and demand for risky asset (2005) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:matsoc:v:75:y:2015:i:c:p:44-48

Access Statistics for this article

Mathematical Social Sciences is currently edited by J.-F. Laslier

More articles in Mathematical Social Sciences from Elsevier
Bibliographic data for series maintained by Dana Niculescu ().

 
Page updated 2020-01-15
Handle: RePEc:eee:matsoc:v:75:y:2015:i:c:p:44-48