EconPapers    
Economics at your fingertips  
 

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)
Date: 1996
References: Add references at CitEc
Citations: View citations in EconPapers (5) Track citations by RSS feed

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) 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:fth:pnegmi:9609

Access Statistics for this paper

More papers in Working Papers from Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. THEMA, Universite de Paris X-Nanterre, U.F.R. de science economiques, gestion, mathematiques et informatique, 200, avenue de la Republique 92001 Nanterre CEDEX..
Bibliographic data for series maintained by Thomas Krichel ().

 
Page updated 2019-11-08
Handle: RePEc:fth:pnegmi:9609