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Variance stochastic orders. (2017). Gollier, Christian.
In: TSE Working Papers.
RePEc:tse:wpaper:31818.

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Cited: 1

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Cites: 20

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Cocites: 50

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  1. Stochastic volatility implies fourth-degree risk dominance: Applications to asset pricing. (2018). Gollier, Christian.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:95:y:2018:i:c:p:155-171.

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References

References cited by this document

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  13. Gollier, C. (2017): “Stochastic volatility implies fourth-degree risk dominance: Applications to asset pricing,” TSE working paper.
    Paper not yet in RePEc: Add citation now

  14. Gollier, C. and J. Pratt (1996): “Risk vulnerability and the tempering effect of background risk,” Econometrica, 64, 1109–1124.

  15. Kimball, M. (1993): “Standard risk aversion,” Econometrica, 61, 589–611.

  16. Packwood, D. M. (2012): “Moments of sums of independent and identically distributed random variables,” Dpt of Chemistry, Kyoto University.
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  17. Tauchen, G. (2011): “Stochastic volatility in general equilibrium,” Quarterly Journal of Finance, 1, 707–731.

  18. Tchen, A. (1980): “Inequalities for distributions with given marginals,” Annals of Probability, 8, 814–827.
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  19. Tinang, J. (2017): “Macro Uncertainty and the Term Structure of Risk Premium,” TSE working paper.
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  20. Weitzman, M. (2007): “Subjective expectations and asset-return puzzle,” American Economic Review, 97, 1102–1130.
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  2. Ordinal Welfare Comparisons with Multiple Discrete Indicators: A First Order Dominance Approach and Application to Child Poverty. (2011). Østerdal, Lars Peter ; Hussain, M. Azhar ; Distante, Roberta ; Arndt, Channing ; Huong, Pham Lan ; Ibraimo, Maimuna .
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