Philip H. Dybvig, Yajun Wang. Increases in risk aversion and the distribution of portfolio payoffs. J. Economic Theory, 147(3):1222-1246, 2012. [doi]
@article{DybvigW12,
title = {Increases in risk aversion and the distribution of portfolio payoffs},
author = {Philip H. Dybvig and Yajun Wang},
year = {2012},
doi = {10.1016/j.jet.2011.11.009},
url = {http://dx.doi.org/10.1016/j.jet.2011.11.009},
researchr = {https://researchr.org/publication/DybvigW12},
cites = {0},
citedby = {0},
journal = {J. Economic Theory},
volume = {147},
number = {3},
pages = {1222-1246},
}