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Volumn 53, Issue 1, 2001, Pages 61-72

Comparative statics predictions for changes in uncertainty in the portfolio and savings problems

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EID: 1142310391     PISSN: 03073378     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-8586.00118     Document Type: Article
Times cited : (30)

References (13)
  • 1
    • 0000713047 scopus 로고
    • Some results on comparative statics under uncertainty
    • Cheng, H., Magill, M. J. P. and Shafer, W. J. (1987). 'Some results on comparative statics under uncertainty', International Economic Review, vol. 28, pp. 493-507.
    • (1987) International Economic Review , vol.28 , pp. 493-507
    • Cheng, H.1    Magill, M.J.P.2    Shafer, W.J.3
  • 2
    • 84936355760 scopus 로고
    • Optimal choices under uncertainty: The case of twoargument utility functions
    • Dardanoni, V. (1988). 'Optimal choices under uncertainty: the case of twoargument utility functions', Economic Journal, vol. 98, pp. 429-50.
    • (1988) Economic Journal , vol.98 , pp. 429-450
    • Dardanoni, V.1
  • 3
    • 0000334271 scopus 로고
    • The effects of shifts in a return on optimal portfolios
    • Hadar, J. and Seo, T. K. (1990). 'The effects of shifts in a return on optimal portfolios', International Economic Review, vol. 31, pp. 721-36.
    • (1990) International Economic Review , vol.31 , pp. 721-736
    • Hadar, J.1    Seo, T.K.2
  • 4
    • 0002541131 scopus 로고
    • Precautionary saving in the small and in the large
    • Kimball, M. S. (1990). 'Precautionary saving in the small and in the large', Econometrica, vol. 58, pp. 53-73.
    • (1990) Econometrica , vol.58 , pp. 53-73
    • Kimball, M.S.1
  • 5
    • 0141462669 scopus 로고
    • The economic theory of individual behavior toward risk: Theory, evidence, and new directions
    • Center for Research on Organizational Efficiency, Stanford University
    • Machina, M. (1983). The economic theory of individual behavior toward risk: theory, evidence, and new directions', technical report 433, Center for Research on Organizational Efficiency, Stanford University.
    • (1983) Technical Report , vol.433
    • Machina, M.1
  • 8
    • 0001202511 scopus 로고
    • The effect on optimal portfolios of changing the return to a risky asset: The case of dependent risky returns
    • Meyer, J. and Ormiston, M. B. (1994). 'The effect on optimal portfolios of changing the return to a risky asset: the case of dependent risky returns', International Economic Review, vol. 35, pp. 603-12.
    • (1994) International Economic Review , vol.35 , pp. 603-612
    • Meyer, J.1    Ormiston, M.B.2
  • 9
    • 0345811245 scopus 로고    scopus 로고
    • Portfolio response to a shift in a return distribution: The case of n-dependent assets
    • Mitchell, D. W. and Douglas, S. M. (1997). 'Portfolio response to a shift in a return distribution: the case of n-dependent assets', International Economic Review, vol. 38, pp. 945-50.
    • (1997) International Economic Review , vol.38 , pp. 945-950
    • Mitchell, D.W.1    Douglas, S.M.2
  • 11
    • 34447280093 scopus 로고
    • Portfolio choice in a theory of saving
    • Sandmo, A. (1968). 'Portfolio choice in a theory of saving', Swedish Journal of Economics, vol. 70, pp. 106-22.
    • (1968) Swedish Journal of Economics , vol.70 , pp. 106-122
    • Sandmo, A.1
  • 12
    • 0000505682 scopus 로고
    • Capital risk, consumption, and portfolio choice
    • Sandmo, A. (1969). 'Capital risk, consumption, and portfolio choice', Econometrica, vol. 37, pp. 586-99.
    • (1969) Econometrica , vol.37 , pp. 586-599
    • Sandmo, A.1
  • 13
    • 0037812631 scopus 로고
    • Another type of risk aversion
    • Zeckhauser, R. E. and Keeler, T. E. (1970). 'Another type of risk aversion', Econometrica, vol. 38, pp. 661-65.
    • (1970) Econometrica , vol.38 , pp. 661-665
    • Zeckhauser, R.E.1    Keeler, T.E.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.