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Left-side Relatively Strong Increases in Risk and Their Comparative Statics
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Kim, Soojong | - |
dc.contributor.author | Kim, Iltae | - |
dc.contributor.author | Ryu, Suyeol | - |
dc.date.accessioned | 2009-01-29T06:38:31Z | - |
dc.date.available | 2009-01-29T06:38:31Z | - |
dc.date.issued | 2005-01 | - |
dc.identifier.citation | Seoul Journal of Economics, Vol.18 No.1, pp. 45-58 | - |
dc.identifier.issn | 1225-0279 | - |
dc.identifier.uri | https://hdl.handle.net/10371/1331 | - |
dc.description.abstract | This paper proposes a new concept. a left-side relatively strong increase in risk (L-RSIR) order that extends the definition of a relatively strong increase in risk (RSIR) order. We show that for the class of linear payoffs, one can obtain an appealing comparative statics result for L-RSIR shifts by imposing additional restrictions on the risk preferences of a risk-averse decision maker. | - |
dc.language.iso | en | - |
dc.publisher | Institute of Economic Research, Seoul National University | - |
dc.subject | Left-side Relatively strong increases in risk | - |
dc.subject | Prudence | - |
dc.subject | Relatively strong increases in risk | - |
dc.title | Left-side Relatively Strong Increases in Risk and Their Comparative Statics | - |
dc.type | SNU Journal | - |
dc.contributor.AlternativeAuthor | 김수종 | - |
dc.contributor.AlternativeAuthor | 김일태 | - |
dc.contributor.AlternativeAuthor | 류수열 | - |
dc.citation.journaltitle | Seoul Journal of Economics | - |
dc.citation.endpage | 58 | - |
dc.citation.number | 1 | - |
dc.citation.pages | 45-58 | - |
dc.citation.startpage | 45 | - |
dc.citation.volume | 18 | - |
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