IDEAS home Printed from https://ideas.repec.org/a/eee/jetheo/v77y1997i1p223-228.html
   My bibliography  Save this article

A Comment on Rothschild and Stiglitz's "Increasing Risk: I. A Definition"

Author

Listed:
  • Leshno, Moshe
  • Levy, Haim
  • Spector, Yishay

Abstract

No abstract is available for this item.

Suggested Citation

  • Leshno, Moshe & Levy, Haim & Spector, Yishay, 1997. "A Comment on Rothschild and Stiglitz's "Increasing Risk: I. A Definition"," Journal of Economic Theory, Elsevier, vol. 77(1), pages 223-228, November.
    • Handle: RePEc:eee:jetheo:v:77:y:1997:i:1:p:223-228
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0022-0531(97)92302-4
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Rothschild, Michael & Stiglitz, Joseph E., 1972. "Addendum to "increasing risk: I. A definition"," Journal of Economic Theory, Elsevier, vol. 5(2), pages 306-306, October.
    2. Rothschild, Michael & Stiglitz, Joseph E., 1970. "Increasing risk: I. A definition," Journal of Economic Theory, Elsevier, vol. 2(3), pages 225-243, September.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Shlomo Yitzhaki, 2016. "A Potential Contradiction Between Economic Theory and Applied Finance," Review of Economics & Finance, Better Advances Press, Canada, vol. 6, pages 13-27, May.
    2. Jean-Michel Courtault & Bertrand Crettez & Naïla Hayek, 2006. "Characterization of Stochastic Dominance for Discrete Random Variable," Post-Print halshs-00446413, HAL.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Eleonora Perversi & Eugenio Regazzini, 2015. "Inequality and risk aversion in economies open to altruistic attitudes," Papers 1507.00894, arXiv.org, revised May 2016.
    2. Dybvig, Philip H. & Wang, Yajun, 2012. "Increases in risk aversion and the distribution of portfolio payoffs," Journal of Economic Theory, Elsevier, vol. 147(3), pages 1222-1246.
    3. Matthew Gentzkow & Emir Kamenica, 2016. "A Rothschild-Stiglitz Approach to Bayesian Persuasion," American Economic Review, American Economic Association, vol. 106(5), pages 597-601, May.
    4. Arcand, Jean-Louis & Hongler, Max-Olivier & Rinaldo, Daniele, 2020. "Increasing risk: Dynamic mean-preserving spreads," Journal of Mathematical Economics, Elsevier, vol. 86(C), pages 69-82.
    5. Izhakian, Yehuda, 2020. "A theoretical foundation of ambiguity measurement," Journal of Economic Theory, Elsevier, vol. 187(C).
    6. Tracy Mott, 2012. "Risk," Chapters, in: Jan Toporowski & Jo Michell (ed.), Handbook of Critical Issues in Finance, chapter 39, pages i-ii, Edward Elgar Publishing.
    7. Alfred Müller & Marco Scarsini, 2002. "Even Risk-Averters may Love Risk," Theory and Decision, Springer, vol. 52(1), pages 81-99, February.
    8. Hurlimann, Werner, 2002. "On immunization, stop-loss order and the maximum Shiu measure," Insurance: Mathematics and Economics, Elsevier, vol. 31(3), pages 315-325, December.
    9. Marta_Cardin & Paola_Ferretti, 2004. "Some theory of bivariate risk attitude," Game Theory and Information 0411009, University Library of Munich, Germany.
    10. Elizabeth M. Caucutt & Lance Lochner & Youngmin Park, 2017. "Correlation, Consumption, Confusion, or Constraints: Why Do Poor Children Perform so Poorly?," Scandinavian Journal of Economics, Wiley Blackwell, vol. 119(1), pages 102-147, January.
    11. Thomas Eichner & Andreas Wagener, 2002. "Increases in Risk and the Welfare State," CESifo Working Paper Series 685, CESifo.
    12. Kwame Addae‐Dapaah & Wilfred Tan Yong Hwee, 2009. "The unsung impact of currency risk on the performance of international real property investment," Review of Financial Economics, John Wiley & Sons, vol. 18(1), pages 56-65, January.
    13. Neus, Werner, 2014. "Eigenkapitalnormen, Boni und Risikoanreize in Banken," Die Unternehmung - Swiss Journal of Business Research and Practice, Nomos Verlagsgesellschaft mbH & Co. KG, vol. 68(2), pages 92-107.
    14. Jie Ning & Matthew J. Sobel, 2018. "Production and Capacity Management with Internal Financing," Manufacturing & Service Operations Management, INFORMS, vol. 20(1), pages 147-160, February.
    15. LaDue, Eddy L. & Allen, Sandra, 1993. "Regulatory, Efficiency, and Management Issues Affecting Rural Financial Markets," Staff Papers 121348, Cornell University, Department of Applied Economics and Management.
    16. Alessandro Spiganti, 2022. "Wealth Inequality and the Exploration of Novel Alternatives," Working Papers 2022:02, Department of Economics, University of Venice "Ca' Foscari".
    17. Durmaz, Tunç, 2016. "Precautionary Storage in Electricity Markets," Discussion Papers 2016/5, Norwegian School of Economics, Department of Business and Management Science.
    18. Freeman, Mark C. & Wagner, Gernot & Zeckhauser, Richard J., 2015. "Climate Sensitivity Uncertainty: When Is Good News Bad?," Working Paper Series rwp15-002, Harvard University, John F. Kennedy School of Government.
    19. Kiyohiko G. Nishimura & Hiroyuki Ozaki, 2001. "Search under the Knightian Uncertainty," CIRJE F-Series CIRJE-F-112, CIRJE, Faculty of Economics, University of Tokyo.
    20. Wojtek Michalowski & Włodzimierz Ogryczak, 2001. "Extending the MAD portfolio optimization model to incorporate downside risk aversion," Naval Research Logistics (NRL), John Wiley & Sons, vol. 48(3), pages 185-200, April.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jetheo:v:77:y:1997:i:1:p:223-228. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/inca/622869 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.