Comparative statics effects independent of the utility function. When do we act the same way under risk?

To date, comparative statics effects analyzed in the context of expected utility depend on the decision-maker's utility function. This paper presents a methodology that allows comparative statics effects to be obtained independent of the utility function for a general family of problems. In other words, we provide a set of conditions under which all decision-makers act the same way. Such a methodology can be applied to relevant problems in the related literature, such as the portfolio choice and the competitive firm under price uncertainty (with or without the existence of a forward/futures market). With regards to such specific cases, we show and analyze the most relevant effects produced by the variation of two or more parameters, regardless of the decision-maker's preferences and attitude towards risk. Some of these effects are illustrated numerically.