Supermodularity and the comparative statics of risk

In this paper, it is shown that a wide range of comparative statics results from expected utility theory can be extended to generalized expected utility models using the tools of supermodularity theory.

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Year of publication:	2004-06
Authors:	Quiggin, John ; Chambers, Robert G.
Institutions:	Risk and Sustainable Management Group (RSMG), School of Economics
Subject:	isk aversion \| Schur concavity \| supermodularity

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Extent:	application/pdf
Series:	Risk & Uncertainty Working Papers.
Type of publication:	Book / Working Paper
Notes:	Number WPR04_5
Classification:	D81 - Criteria for Decision-Making under Risk and Uncertainty
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008599210