A Model Of Comparative Statics For Changes in Stochastic Returns With Dependent Risky Assets.

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.

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Year of publication:	1996
Authors:	Dionne, G. ; Gollier, C.
Institutions:	Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE)
Subject:	INFORMATION \| FINANCIAL MARKET

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Series:	Toulouse - GREMAQ.
Type of publication:	Book / Working Paper
Notes:	16 pages
Classification:	D8 - Information and Uncertainty ; G11 - Portfolio Choice
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005780410