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Some Negative Results on the Existence of Comparative Statics (Properties) in Portfolio Theory

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  • Oliver D. Hart

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  • Oliver D. Hart, 1975. "Some Negative Results on the Existence of Comparative Statics (Properties) in Portfolio Theory," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 42(4), pages 615-621.
    • Handle: RePEc:oup:restud:v:42:y:1975:i:4:p:615-621.
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    File URL: http://hdl.handle.net/10.2307/2296798
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    Cited by:

    1. Gollier, Christian & Schlesinger, Harris, 2002. "Changes in risk and asset prices," Journal of Monetary Economics, Elsevier, vol. 49(4), pages 747-760, May.
    2. Elmendorf, Douglas W & Kimball, Miles S, 2000. "Taxation of Labor Income and the Demand for Risky Assets," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 41(3), pages 801-833, August.
    3. 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.
    4. Gelles, Gregory M. & Mitchell, Douglas W., 2002. "Increasingly mean-seeking utility functions and n-asset portfolios," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(5), pages 911-919.
    5. Dong, Xueqi & Liu, Shuo Li, 2021. "Proportional Tax under Ambiguity," MPRA Paper 107668, University Library of Munich, Germany.
    6. Jean Fernand Nguema, 2005. "Stochastic dominance on optimal portfolio with one risk-less and two risky assets," Economics Bulletin, AccessEcon, vol. 7(7), pages 1-7.

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