A Definition of 'More Systematic Risk' with Some Welfare Implications
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Cited by:
- Margaret Meyer & Bruno Strulovici, 2013.
"The Supermodular Stochastic Ordering,"
Discussion Papers
1563, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Meyer, Margaret & Strulovici, Bruno, 2013. "The Supermodular Stochastic Ordering," CEPR Discussion Papers 9486, C.E.P.R. Discussion Papers.
- Meyer, Margaret & Strulovici, Bruno, 2012.
"Increasing interdependence of multivariate distributions,"
Journal of Economic Theory, Elsevier, vol. 147(4), pages 1460-1489.
- Margaret Meyer & Bruno Strulovici, 2011. "Increasing Interdependence of Multivariate Distributions," Discussion Papers 1523, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Hennessy, David A. & Lapan, Harvey E., 2006.
"On the nature of certainty equivalent functionals,"
Journal of Mathematical Economics, Elsevier, vol. 43(1), pages 1-10, December.
- Hennessy, David A. & Lapan, Harvey E., 2006. "On the Nature of Certainty Equivalent Functionals," Staff General Research Papers Archive 12552, Iowa State University, Department of Economics.
- Quiggin, John & Chambers, Robert G., 2006.
"Supermodularity and risk aversion,"
Mathematical Social Sciences, Elsevier, vol. 52(1), pages 1-14, July.
- John Quiggin & Robert G. Chambers, 2004. "Supermodularity and Risk Aversion," Risk & Uncertainty Working Papers WPR04_2, Risk and Sustainable Management Group, University of Queensland.
- Quiggin, John & Chambers, Robert G., 2004. "Supermodularity and Risk Aversion," Risk and Sustainable Management Group Working Papers 151161, University of Queensland, School of Economics.
- Decancq, Koen, 2012.
"Elementary multivariate rearrangements and stochastic dominance on a Fréchet class,"
Journal of Economic Theory, Elsevier, vol. 147(4), pages 1450-1459.
- DECANCQ, Koen, 2012. "Elementary multivariate rearrangements and stochastic dominance on a Fréchet class," LIDAM Reprints CORE 2425, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Lapan, Harvey E. & Hennessy, David A., 2006.
"A note on cost arrangement and market performance in a multi-product Cournot oligopoly,"
International Journal of Industrial Organization, Elsevier, vol. 24(3), pages 583-591, May.
- Lapan, Harvey E. & Hennessy, David A., 2006. "Note on Cost Arrangement and Market Performance in a Multi-Product Cournot Oligopoly, A," Staff General Research Papers Archive 12720, Iowa State University, Department of Economics.
- Lapan, Harvey E. & Hennessy, David A., 2004.
"Cost arrangement and welfare in a multi-product Cournot oligopoly,"
ISU General Staff Papers
200410230700001202, Iowa State University, Department of Economics.
- Lapan, Harvey E. & Hennessy, David A., 2004. "Cost Arrangement and Welfare in a Multi-Product Cournot Oligopoly," Staff General Research Papers Archive 12207, Iowa State University, Department of Economics.
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