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Risk-aversion and the investment-uncertainty relationship: a comment

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  • Saltari, Enrico
  • Ticchi, Davide

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  • Saltari, Enrico & Ticchi, Davide, 2005. "Risk-aversion and the investment-uncertainty relationship: a comment," Journal of Economic Behavior & Organization, Elsevier, vol. 56(1), pages 121-125, January.
  • Handle: RePEc:eee:jeborg:v:56:y:2005:i:1:p:121-125
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    References listed on IDEAS

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    1. Merton, Robert C., 1971. "Optimum consumption and portfolio rules in a continuous-time model," Journal of Economic Theory, Elsevier, vol. 3(4), pages 373-413, December.
    2. Nakamura, Tamotsu, 1999. "Risk-aversion and the uncertainty-investment relationship: a note," Journal of Economic Behavior & Organization, Elsevier, vol. 38(3), pages 357-363, March.
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    Cited by:

    1. Riedl, Arno & van Winden, Frans, 2007. "An experimental investigation of wage taxation and unemployment in closed and open economies," European Economic Review, Elsevier, vol. 51(4), pages 871-900, May.
    2. Femminis, Gianluca, 2008. "Risk-aversion and the investment-uncertainty relationship: The role of capital depreciation," Journal of Economic Behavior & Organization, Elsevier, vol. 65(3-4), pages 585-591, March.
    3. Mark J. Koetse & Henri L.F. de Groot & Raymond J.G.M. Florax, 2011. "A Meta-Regression Analysis of the Investment–Uncertainty Relationship," Chapters, in: Raymond J.G.M. Florax & Henri L.F. de Groot & Peter Mulder (ed.), Improving Energy Efficiency through Technology, chapter 7, Edward Elgar Publishing.
    4. Ekaterina E. Kuzmicheva, 2014. "The Influence Of Financial Constraints And Attitude Towards Risk In Corporate Investment Decisions," HSE Working papers WP BRP 36/FE/2014, National Research University Higher School of Economics.
    5. Magda Bianco & Maria Bontempi & Roberto Golinelli & Giuseppe Parigi, 2013. "Family firms’ investments, uncertainty and opacity," Small Business Economics, Springer, vol. 40(4), pages 1035-1058, May.
    6. Huberts, Nick F.D. & Rossi Silveira, Rafael, 2023. "How economic depreciation shapes the relationship of uncertainty with investments’ size & timing," International Journal of Production Economics, Elsevier, vol. 260(C).
    7. Mark J. Koetse & Henri L.F. de Groot & Raymond J.G.M. Florax, 2006. "The Impact of Uncertainty on Investment: A Meta-Analysis," Tinbergen Institute Discussion Papers 06-060/3, Tinbergen Institute.
    8. Tamotsu Nakamura, 2007. "Capital depreciation and the investment-uncertainty relationship: The role of symmetric adjustment costs," Economics Bulletin, AccessEcon, vol. 4(30), pages 1-8.
    9. Nakamura, Tamotsu, 2005. "Risk-aversion and the investment-uncertainty relationship: a reply," Journal of Economic Behavior & Organization, Elsevier, vol. 56(1), pages 127-127, January.
    10. Addessi, William & Saltari, Enrico, 2011. "The effect of debt tax benefits on firm investment decisions," MPRA Paper 35436, University Library of Munich, Germany.
    11. Saltari, E. & Travaglini, G., 2012. "A note on optimal capital stock and financing constraints," Economic Modelling, Elsevier, vol. 29(4), pages 1177-1180.
    12. repec:ebl:ecbull:v:4:y:2007:i:30:p:1-8 is not listed on IDEAS

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