EconPapers    
Economics at your fingertips  
 

Increases in risk and demand for a risky asset

Alain Chateauneuf () and Ghizlane Lakhnati ()
Additional contact information
Ghizlane Lakhnati: National School of Applied Sciences - Université Ibn Zohr [Agadir]

PSE - Labex "OSE-Ouvrir la Science Economique" from HAL

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.

Keywords: dominance (search for similar items in EconPapers)
Date: 2015
Note: View the original document on HAL open archive server: https://hal.archives-ouvertes.fr/hal-01161663
References: Add references at CitEc
Citations: Track citations by RSS feed

Published in Mathematical Social Sciences, Elsevier, 2015, 75, pp.44-48. ⟨10.1016/j.mathsocsci.2015.02.005⟩

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: Increases in risk and demand for a risky asset (2015) Downloads
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:hal:pseose:hal-01161663

DOI: 10.1016/j.mathsocsci.2015.02.005

Access Statistics for this paper

More papers in PSE - Labex "OSE-Ouvrir la Science Economique" from HAL
Bibliographic data for series maintained by CCSD ().

 
Page updated 2020-01-15
Handle: RePEc:hal:pseose:hal-01161663