Increases in Risk and Optimal Portfolio
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- Dionne, Georges & Gagnon, François & Dachraoui, Kaïs, 1998. "Increases in risk and optimal portfolio," Working Papers 97-11, HEC Montreal, Canada Research Chair in Risk Management.
- G. Dionne & F. Gagnon & K. Dachraoui, 1997. "Increases in risk and optimal portfolio," THEMA Working Papers 97-29, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
References listed on IDEAS
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"Increases in Risk and Linear Payoffs,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 34(2), pages 309-319, May.
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Cited by:
- Dionne, Georges & Harrington, Scott, 2017. "Insurance and Insurance Markets," Working Papers 17-2, HEC Montreal, Canada Research Chair in Risk Management.
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Keywords
ECONOMETRICS ; RISK;JEL classification:
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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