A Model Of Comparative Statics For Changes in Stochastic Returns With Dependent Risky Assets
Georges Dionne () and
Christian Gollier ()
Working Papers from Toulouse - GREMAQ
Abstract:
In this paper we show how the order of Linear Stochastic Dominance proposed by Gollier (1995) can be applied to situations with dependent risky assets.
Keywords: INFORMATION; FINANCIAL MARKET (search for similar items in EconPapers)
JEL-codes: D8 G11 (search for similar items in EconPapers)
Pages: 16 pages
Date: 1996
References: Add references at CitEc
Citations: View citations in EconPapers (5)
There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.
Related works:
Journal Article: A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets (1996)
Working Paper: A model of comparative statics for changes in stochastic returns with dependent risky assets (1996)
Working Paper: A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets (1996)
Working Paper: A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets (1995) 
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:fth:gremaq:96.420
Access Statistics for this paper
More papers in Working Papers from Toulouse - GREMAQ GREMAQ, Universite de Toulouse I Place Anatole France 31042 - Toulouse CEDEX France.. Contact information at EDIRC.
Bibliographic data for series maintained by Thomas Krichel ().