Theory and Decision 62 (2):97-117 (2007)

Authors
John Quiggin
University of Queensland
Abstract
In this article, it is shown that a wide range of comparative statics results from expected utility theory can be extended to generalized expected utility models using the tools of supermodularity theory. In particular, a range of concepts of decreasing absolute risk aversion may be formulated in terms of the supermodularity properties of certainty equivalent representations of preferences
Keywords C1  Economics   Supermodularity   Comparative statics   Risk  340103 Mathematical Economics  720299 Microeconomic issues not elsewhere classified
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DOI 10.1007/s11238-006-9018-y
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