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ArticleComparative statics under uncertainty: The case of mean-variance preferences

Andreas Wagener2003

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Articlegreen2003

Comparative statics under uncertainty: The case of mean-variance preferences

Andreas Wagener

22 citations·0/0 files stored·European Journal of Operational Research

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Decision-Making and Behavioral Economics Capital Investment and Risk Analysis Risk and Portfolio Optimization

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References

1959Portfolio Selection: Efficient Diversification of Investments 1958Liquidity Preference as Behavior Towards Risk 1990Precautionary Saving in the Small and in the Large 1989Precautionary Saving in the Small and in the Large 2001The Economics of Risk and Time 1971Increasing risk II: Its economic consequences 1991Standard Risk Aversion 1996Risk Vulnerability and the Tempering Effect of Background Risk

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2003Pensions as a portfolio problem: fixed contribution rates vs. fixed replacement rates reconsidered 2020Precautionary saving in mean-variance models and different sources of risk 2005Notes and Comments: Measures of risk attitude: correspondences between mean-variance and expected-utility approaches 2004Relative Risk Aversion, Relative Prudence and Comparative Statics under Uncertainty: The Case of (mu,sigma)-Preferences 2015ON THE CONCAVITY AND QUASICONCAVITY PROPERTIES OF UTILITY FUNCTIONS 2004

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2015ON THE CONCAVITY AND QUASICONCAVITY PROPERTIES OF UTILITY FUNCTIONSarticle · 13 shared references 2008Mean Variance Vulnerabilityarticle · 11 shared references 2005Notes and Comments: Measures of risk attitude: correspondences between mean-variance and expected-utility approacheschapter · 11 shared references 2014The Theory of Risk and Risk Aversionchapter · 10 shared references 2009Multiple Risks and Mean-Variance Preferencesarticle · 9 shared references 2003Variance Vulnerability, Background Risks, and Mean-Variance Preferencesarticle · 8 shared references

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Year2003

Typearticle

Published2003-01-30

VenueEuropean Journal of Operational Research

ISSN-L0377-2217

Languageen

Citations22

Files0 public / 0

ShelfDecision-Making and Behavioral Economics

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doi10.1016/s0377-2217(02)00599-4

openalex_workW3122513629

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Comparative statics of properness in two-moment decision models