淡江大學機構典藏:Item 987654321/95500
English  |  正體中文  |  简体中文  |  全文筆數/總筆數 : 62805/95882 (66%)
造訪人次 : 3929969      線上人數 : 821
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
搜尋範圍 查詢小技巧：
  • 您可在西文檢索詞彙前後加上"雙引號"，以獲取較精準的檢索結果
  • 若欲以作者姓名搜尋，建議至進階搜尋限定作者欄位，可獲得較完整資料
    •  進階搜尋


    請使用永久網址來引用或連結此文件: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/95500


    題名: A General Theorem on the Comparative Statics of Changes in Risk
    作者: Hau, Arthur
    貢獻者: 淡江大學產業經濟學系
    關鍵詞: 比較靜態分析;風險趨避者;絕對風險;報酬函數;Comparative Static Analysis;Risk Averter;Absolute Risk;Payoff Function
    日期: 2000-06
    上傳時間: 2014-02-12 12:29:55 (UTC+8)
    摘要: The concept of "absolutely riskier than" is introduced to generalize Gollier's [1995] necessary and sufficient conditions for the comparative statics of a change in risk given risk aversion. The restrictive assumption that the payoff function is monotonic in the risk is relaxed. A simple but realistic example is given to illustrate how easily the monotonicity assumption is violated. Finally, to show how the concept of "absolutely riskier than" operates, it is used to explain why the concept of second-order stochastic dominance is neither necessary nor sufficient for the comparative statics of shifts in distributions under a general payoff function.
    關聯: 淡江大學 創校五十週年商學院國際學術研討會論文集=Marching into the New Millennium: Economic Globalization=Proceedings，頁383-408
    顯示於類別:[產業經濟學系暨研究所] 會議論文

    文件中的檔案:

    檔案 大小格式瀏覽次數
    A General Theorem on the Comparative Statics of Changes in Risk_英文摘要.docx16KbMicrosoft Word134檢視/開啟

    在機構典藏中所有的資料項目都受到原著作權保護.

    TAIR相關文章

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - 回饋