A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets

Georges Dionne () and Christian Gollier ()

Working Papers from Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor.

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: MATHEMATICS; STATISTICS; MODELS; RISK; FINANCIAL MARKET (search for similar items in EconPapers)
JEL-codes: D80 D81 G10 G11 (search for similar items in EconPapers)
Pages: 22 pages
Date: 1996
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Citations: View citations in EconPapers (5)

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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)
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