First and Second Degree Transformations and Comparative Statics Under Uncertainty
研究随机变量经确定性变换后最优选择变量的变化方向，考虑一阶和二阶随机占优变换，给出经济模型和决策者风险特征的条件，以得到明确的比较静态结果。
The purpose of this paper is to investigate the direction of change in the optimal value of the choice variable following a deterministic transformation of the underlying random variable. Here, the author considers transformations representing either first or second degree stochastically dominant shifts. Several theorems are presented giving conditions on the economic model and risk-taking characteristics of the decisionmaker that are sufficient to obtain unambiguous comparative statics results for arbitrary first degree stochastically dominant and second degree stochastically dominant transformations as well as for simple first degree stochastically dominant and second degree stochastically dominant transformations. Copyright 1992 by Economics Department of the University of Pennsylvania and the Osaka University Institute of Social and Economic Research Association.