Groupe d’études et de recherche en analyse des décisions

G-90-60

Mean-Preserving Changes in Risk with Tail-Dominance

et

We present a new class of change in risk, which includes several previous ones (price squeeze, strong increase in risk of Meyer and Ormiston) and leads to unambiguous comparative statics results.

, 23 pages

Ce cahier a été révisé en août 1991