지원사업
학술연구/단체지원/교육 등 연구자 활동을 지속하도록 DBpia가 지원하고 있어요.
커뮤니티
연구자들이 자신의 연구와 전문성을 널리 알리고, 새로운 협력의 기회를 만들 수 있는 네트워킹 공간이에요.
초록· 키워드
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This paper identifies the special type of SSD shift and investigates restrictions in a very strong sense on a R-S decrease in risk which is the subset of SSD. We carry out its comparative static analysis for the decision maker. The risk averse decision maker, maximizing the expected value of utility , increases the optimal level of the (nonnegative) choice variable. We also discuss the properties of decision models and preferences derived from its comparative statics result. For the preferences of the decision makers, decreasing absolute risk aversion (DARA) and increasing relative risk aversion (IRRA) generally accepted as a reasonable attitude toward risk are sufficient.
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참고문헌 (20)
참고문헌 신청
Black,J. M. / 1989 / A ratio criterion for signing the effects of an increase in uncertainty / International Economic Review 30 : 119 ~ 130
Dionne, G. / 1993 / Increases in risk and linear payoffs / International Economic Review 33 : 309 ~ 319
Dionne, G. / 1993 / Relatively weak increases in risk and their comparative statics / Economics Letters 41 : 269 ~ 272
Fishburn, P. C. / 1976 / Optimal Portfolios with One Safe and One Risky Asset: Effects of Changes in Rate of Return Risk / Management Science 22 : 1069 ~ 1073
Hadar, J. / 1969 / Rules for ordering uncertainty prospects / American Economic Review 59 : 25 ~ 34
Dionne, G. / 1993 / Increases in risk and linear payoffs / International Economic Review 33 : 309 ~ 319
Dionne, G. / 1993 / Relatively weak increases in risk and their comparative statics / Economics Letters 41 : 269 ~ 272
Fishburn, P. C. / 1976 / Optimal Portfolios with One Safe and One Risky Asset: Effects of Changes in Rate of Return Risk / Management Science 22 : 1069 ~ 1073
Hadar, J. / 1969 / Rules for ordering uncertainty prospects / American Economic Review 59 : 25 ~ 34
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