Articles
- Donald Meyer & Jack Meyer, 2005.
"Relative Risk Aversion: What Do We Know?,"
Journal of Risk and Uncertainty,
Springer, vol. 31(3), pages 243-262, December.
[Downloadable!] (restricted)
Cited by:
- Peter P. Wakker, 2008.
"Explaining the characteristics of the power (CRRA) utility family,"
Health Economics,
John Wiley & Sons, Ltd., vol. 17(12), pages 1329-1344.
[Downloadable!]
- Richard M. Levich & Valerio Poti, 2008.
"Predictability and 'Good Deals' in Currency Markets,"
NBER Working Papers
14597, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Laura Schechter, 2007.
"Risk aversion and expected-utility theory: A calibration exercise,"
Journal of Risk and Uncertainty,
Springer, vol. 35(1), pages 67-76, August.
[Downloadable!] (restricted)
- Meyer, Donald J. & Meyer, Jack, 2005.
"Risk preferences in multi-period consumption models, the equity premium puzzle, and habit formation utility,"
Journal of Monetary Economics,
Elsevier, vol. 52(8), pages 1497-1515, November.
[Downloadable!] (restricted)
Cited by:
- Denis Conniffe, 2007.
"Generalised Means of Simple Utility Functions with Risk Aversion,"
Economics, Finance and Accounting Department Working Paper Series
n1790907.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
[Downloadable!]
- Meyer, Jack, 2007.
"Representing Risk Preferences in Expected Utility Based Decision Models,"
SCC-76 Meeting, March 15-17, 2007, Gulf Shores, Alabama
9380, SCC-76: Economics and Management of Risk in Agriculture and Natural Resources.
[Downloadable!]
- Denis Conniffe, 2007.
"The Generalised Extreme Value Distribution as Utility Function,"
The Economic and Social Review,
Economic and Social Studies, vol. 38(3), pages 275â288.
[Downloadable!]
- Conniffe, Denis, 2008.
"Generalised Means of Simple Utility Functions with Risk Aversion,"
The Economic and Social Review,
Economic and Social Studies, vol. 39(1), pages 1-12.
[Downloadable!]
- William T. Smith & Qiang Zhang, 2006.
"Asset Pricing With Multiplicative Habit and Power-Expo Preferences,"
CIRJE F-Series
CIRJE-F-429, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!]
Other versions: - Alpanda, Sami & Woglom, Geoffrey, 2007.
"The Case Against Power Utility and a Suggested Alternative: Resurrecting Exponential Utility,"
MPRA Paper
5897, University Library of Munich, Germany.
[Downloadable!]
- Markus Knell, 2008.
"The Optimal Mix Between Funded and Unfunded Pensions Systems When People Care About Relative Consumption,"
Working Papers
146, Oesterreichische Nationalbank (Austrian Central Bank).
[Downloadable!]
- Denis Conniffe, 2007.
"The Generalised Extreme Value Distribution as Utility Function,"
Economics, Finance and Accounting Department Working Paper Series
n1780907, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
[Downloadable!]
- Maurice J. Roche, 2006.
"The equity premium puzzle and decreasing relative risk aversion,"
Applied Financial Economics Letters,
Taylor and Francis Journals, vol. 2(3), pages 179-182, May.
[Downloadable!] (restricted)
Other versions:
- Eeckhoudt, Louis & Meyer, Jack & Ormiston, Michael B, 1997.
"The Interaction between the Demands for Insurance and Insurable Assets,"
Journal of Risk and Uncertainty,
Springer, vol. 14(1), pages 25-39, January.
[Downloadable!] (restricted)
Cited by:
- Helge Braun & Winfried Koeniger, 2007.
"On the role of market insurance in a dynamic model,"
The Geneva Papers on Risk and Insurance Theory,
Springer, vol. 32(1), pages 61-90, June.
[Downloadable!] (restricted)
- R.A. Somerville, 2004.
"Insurance, Consumption, and Saving: A Dynamic Analysis in Continuous Time,"
American Economic Review,
American Economic Association, vol. 94(4), pages 1130-1140, September.
[Downloadable!]
- Koeniger, Winfried, 2002.
"The Dynamics of Market Insurance, Insurable Assets, and Wealth Accumulation,"
IZA Discussion Papers
615, Institute for the Study of Labor (IZA).
[Downloadable!]
- Meyer, Jack & Ormiston, Michael B, 1994.
"The Effect on Optimal Portfolios of Changing the Return to a Risky Asset: The Case of Dependent Risky Returns,"
International Economic Review,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 35(3), pages 603-12, August.
[Downloadable!] (restricted)
Cited by:
- Alexander E. Saak, 2004.
"Spatial Production Concentration under Yield Risk and Risk Aversion,"
Center for Agricultural and Rural Development (CARD) Publications
04-wp362, Center for Agricultural and Rural Development (CARD) at Iowa State University.
[Downloadable!]
- Saak, Alexander, 2004.
"Spatial Production Concentration under Yield Risk and Risk Aversion,"
Staff General Research Papers
11949, Iowa State University, Department of Economics.
[Downloadable!]
- Edward Schlee & Christian Gollier, .
"Increased Risk-Bearing with Background Risk,"
Working Papers
2132848, Department of Economics, W. P. Carey School of Business, Arizona State University.
[Downloadable!]
Other versions: - Jean Fernand Nguema, 2005.
"Stochastic dominance on optimal portfolio with one risk-less and two risky assets,"
Economics Bulletin,
Economics Bulletin, vol. 7(7), pages 1-7.
[Downloadable!]
- Alexander E. Saak, 2004.
"Spatial Production Concentration under Yield Risk and Risk Aversion,"
Food and Agricultural Policy Research Institute (FAPRI) Publications
04-wp362, Food and Agricultural Policy Research Institute (FAPRI) at Iowa State University.
[Downloadable!]
- Meyer, Jack & Rasche, Robert H, 1992.
"Sufficient Conditions for Expected Utility to Imply Mean-Standard Deviation Rankings: Empirical Evidence Concerning the Location and Scale Condition,"
Economic Journal,
Royal Economic Society, vol. 102(410), pages 91-106, January.
[Downloadable!] (restricted)
Cited by:
- Dillon, Andrew, 2008.
"Access to irrigation and the escape from poverty: Evidence from Northern Mali,"
IFPRI discussion papers
782, International Food Policy Research Institute (IFPRI).
[Downloadable!]
- Richard D. Farmer, 2006.
"Risk-Smoothing Across Time and the Demand for Inventories: A Mean-Variance Approach,"
Eastern Economic Journal,
Eastern Economic Association, vol. 32(4), pages 699-722, Fall.
[Downloadable!]
- Erwin Bulte & Joost Pennings, 1997.
"A Note on Overfishing, Fishing Rights and Futures Markets,"
European Journal of Law and Economics,
Springer, vol. 4(4), pages 327-335, December.
[Downloadable!] (restricted)
- Nelson, Carl H. & Ndjeunga, Jupiter, 1997.
"Elliptical Symmetry, Expected Utility, And Mean-Variance Analysis,"
ACE Reports
14795, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
[Downloadable!]
- Pennings, Joost M.E. & Isengildina, Olga & Irwin, Scott H. & Good, Darrel L., 2004.
"The Impact Of Marketing Advisory Service Recommendations On Producers' Marketing Decisions,"
2004 Annual meeting, August 1-4, Denver, CO
20389, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
- Joost M.E. Pennings & Raymond M. Leuthold, 1999.
"Futures Exchange Innovations: Reinforcement versus Cannibalism,"
Finance
9905003, EconWPA.
[Downloadable!]
- Gomez-Limon, Jose A. & Riesgo, Laura & Arriaza, Manuel, 2002.
"Agricultural Risk Aversion Revisited: A Multicriteria Decision-Making Approach,"
2002 International Congress, August 28-31, 2002, Zaragoza, Spain
24827, European Association of Agricultural Economists.
[Downloadable!]
- Meyer, Jack & Ormiston, Michael B, 1989.
" Deterministic Transformations of Random Variables and the Comparative Statics of Risk,"
Journal of Risk and Uncertainty,
Springer, vol. 2(2), pages 179-88, June.
Cited by:
- Gene M. Grossman & Giovanni Maggi, 1998.
"Diversity and Trade,"
NBER Working Papers
6741, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:- Gene M. Grossman & Giovanni Maggi, 2000.
"Diversity and Trade,"
American Economic Review,
American Economic Association, vol. 90(5), pages 1255-1275, December.
[Downloadable!] (restricted)
- Grossman, Gene & Maggi, Giovanni, 1998.
"Diversity and Trade,"
CEPR Discussion Papers
2005, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Jean Fernand Nguema, 2005.
"Stochastic dominance on optimal portfolio with one risk-less and two risky assets,"
Economics Bulletin,
Economics Bulletin, vol. 7(7), pages 1-7.
[Downloadable!]
- Satya P. Das & Mausumi Das & Thomas B. Fomby, 2004.
"Decreasing marginal impatience, income distribution and demand for money: Theory and evidence,"
Indian Statistical Institute, Planning Unit, New Delhi Discussion Papers
04-04, Indian Statistical Institute, New Delhi, India.
[Downloadable!]
- Ingmar Schumacher & Eric Strobl, 2008.
"Economic development and losses due to natural disasters: the role of risk,"
Working Papers
hal-00356286_v1, HAL.
[Downloadable!]
- Meyer, Jack, 1989.
"Two-Moment Decision Models and Expected Utility Maximization: Reply,"
American Economic Review,
American Economic Association, vol. 79(3), pages 603, June.
Cited by:
- Richard D. Farmer, 2006.
"Risk-Smoothing Across Time and the Demand for Inventories: A Mean-Variance Approach,"
Eastern Economic Journal,
Eastern Economic Association, vol. 32(4), pages 699-722, Fall.
[Downloadable!]
- Meyer, Jack, 1987.
"Two-moment Decision Models and Expected Utility Maximization,"
American Economic Review,
American Economic Association, vol. 77(3), pages 421-30, June.
[Downloadable!] (restricted)
Cited by:
- Vedenov, Dmitry, 2008.
"Application of Copulas to Estimation of Joint Crop Yield Distributions,"
2008 Annual Meeting, July 27-29, 2008, Orlando, Florida
6264, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
- Marco LiCalzi & Annamaria Sorato, 2003.
"The Pearson system of utility functions,"
Game Theory and Information
0311002, EconWPA.
[Downloadable!]
Other versions: - Eggert, Håkan & Martinsson, Peter, 2003.
"Are Commercial Fishers Risk Lovers?,"
Working Papers in Economics
90, Göteborg University, Department of Economics.
[Downloadable!]
Other versions: - G. Boyle & D. Conniffe, 2005.
"When does ‘All Eggs in One Risky Basket’ Make Sense?,"
Economics, Finance and Accounting Department Working Paper Series
n1550305, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
[Downloadable!]
- Barry, Peter J. & Escalante, Cesar L. & Moss, Leeann E., 2002.
"Rental Premiums For Share Versus Cash Leases,"
2002 Annual meeting, July 28-31, Long Beach, CA
19684, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
- Coffey, Brian K. & Skees, Jerry R. & Dillon, Carl R. & Anderson, John D., 2001.
"Potential Effects Of Subsidized Livestock Insurance On Livestock Production,"
2001 Annual meeting, August 5-8, Chicago, IL
20606, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
- Thomas Eichner & Rüdiger Pethig, 2009.
"Efficient management of insecure fossil fuel imports through taxing (!) domestic green energy?,"
Volkswirtschaftliche Diskussionsbeitraege
138-09, Universität Siegen, Fachbereich Wirtschaftswissenschaften, Wirtschaftsinformatik und Wirtschaftsrecht.
[Downloadable!]
- Thomas Eichner & Andreas Wagener, 2002.
"Increases in Risk and the Welfare State,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
- Denis Conniffe, 2007.
"Generalised Means of Simple Utility Functions with Risk Aversion,"
Economics, Finance and Accounting Department Working Paper Series
n1790907.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
[Downloadable!]
- Unterschultz, James, 2000.
"New Instruments For Co-Ordination And Risk Sharing Within The Canadian Beef Industry,"
Project Report Series
24046, University of Alberta, Department of Rural Economy.
[Downloadable!]
- Andreas Wagener, 2005.
"Linear risk tolerance and mean-variance preferences,"
Economics Bulletin,
Economics Bulletin, vol. 4(1), pages 1-8.
[Downloadable!]
- Bruce Larson & George Frisvold, 1996.
"Uncertainty over future environmental taxes,"
Environmental & Resource Economics,
European Association of Environmental and Resource Economists, vol. 8(4), pages 461-471, December.
[Downloadable!] (restricted)
- Steven Stillman, 2000.
"Labor Market Uncertainty and Private Sector Labor Supply in Russia,"
Working Papers
00-16, RAND Corporation Publications Department.
[Downloadable!]
Other versions: - Preckel, Paul & Boehlje, Michael & Gray, Allan & Kim, Sounghun, 2004.
"Vertically Aligned Vs. Open Market Coordination: Dominance Or Co-Existence?,"
2004 Annual meeting, August 1-4, Denver, CO
20099, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
- Udo Broll & Jack E. Wahl & Wing-Keung Wong, 2005.
"Elasticity of risk aversion and international trade,"
Departmental Working Papers
wp0510, National University of Singapore, Department of Economics.
[Downloadable!]
Other versions:- Broll, Udo & Wahl, Jack E. & Wong, Wing-Keung, 2006.
"Elasticity of risk aversion and international trade,"
Economics Letters,
Elsevier, vol. 92(1), pages 126-130, July.
[Downloadable!] (restricted)
- Udo Broll & Jack E. Wahl & Wing-Keung Wong, 2005.
"Elasticity of risk aversion and international trade,"
Monash Economics Working Papers
07/05, Monash University, Department of Economics.
[Downloadable!]
- Chu, Mei-Chin & Swinton, Scott M. & Batie, Sandra S., 1997.
"A Risk Programming Approach To Designing Contracts To Reduce Nitrate Leaching,"
Staff Papers
11594, Michigan State University, Department of Agricultural, Food, and Resource Economics.
[Downloadable!]
- J`ck Meyer & Robert H. Rasche, 1989.
"Kolmogorov-Smirnov Tests For Distribution Function Similarity With Applications To Portfolios of Common Stock,"
NBER Technical Working Papers
0076, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Udo Broll & Jack E. Wahl, 2004.
"Optimal hedge ratio and elasticity of risk aversion,"
Economics Bulletin,
Economics Bulletin, vol. 6(5), pages 1-7.
[Downloadable!]
- William E. Encinosa III & Martin Gaynor & James B. Rebitzer, 1997.
"The Sociology of Groups and the Economics of Incentives: Theory and Evidence on Compensation Systems,"
NBER Working Papers
5953, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:- Encinosa III, William E. & Gaynor, Martin & Rebitzer, James B., 2007.
"The sociology of groups and the economics of incentives: Theory and evidence on compensation systems,"
Journal of Economic Behavior & Organization,
Elsevier, vol. 62(2), pages 187-214, February.
[Downloadable!] (restricted)
- William E. Encinosa, III & Martin Gaynor & James B. Rebitzer, .
"The Sociology of Groups and the Economics of Incentives: Theory and Evidence on Compensation Systems,"
GSIA Working Papers
49, Carnegie Mellon University, Tepper School of Business.
[Downloadable!]
- William E. Encinosa III & Martin Gaynor & James B. Rebitzer, 2005.
"The Sociology of Groups and the Economics of Incentives: Theory and Evidence on Compensation Systems,"
IZA Discussion Papers
1851, Institute for the Study of Labor (IZA).
[Downloadable!]
- D. Johnstone, 2007.
"The Value of a Probability Forecast from Portfolio Theory,"
Theory and Decision,
Springer, vol. 63(2), pages 153-203, September.
[Downloadable!] (restricted)
- Bokusheva, Raushan & Breustedt, Gunnar & Heidelbach, Olaf, 2006.
"Measurement and Comparison of Risk Reduction by Means of Farm Yield, Area Yield, and Weather Index Crop Insurance Schemes - The Case of Kazakhstani Wheat Farms,"
2006 Annual Meeting, August 12-18, 2006, Queensland, Australia
25523, International Association of Agricultural Economists.
[Downloadable!]
- Dillon, Andrew, 2008.
"Access to irrigation and the escape from poverty: Evidence from Northern Mali,"
IFPRI discussion papers
782, International Food Policy Research Institute (IFPRI).
[Downloadable!]
- Barrett, Christopher B., 1998.
"The Effects Of Real Exchange Rate Depreciation On Stochastic Producer Prices In Low Income Agriculture,"
Economics Research Institute, ERI Study Papers
28365, Utah State University, Economics Department.
[Downloadable!]
Other versions: - Eggert, Hakan & Tveteras, Ragnar, 2001.
"Stochastic Production And Heterogeneous Risk Preferences: Commercial Fishers' Gear Choice,"
2001 Annual meeting, August 5-8, Chicago, IL
20671, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
- Dillon, Carl R. & Oriade, Caleb A. & Parsch, Lucas D., 1998.
"Production Risk Management Under Arkansas Soybean Rental Arrangements From The Tenant'S And Landlord'S Perspective,"
1998 Annual meeting, August 2-5, Salt Lake City, UT
20781, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
- John Mullahy & Jody L. Sindelar, 1994.
"Health, Income, and Risk Aversion: Assessing Some Welfare Costs of Alcoholism and Poor Health,"
NBER Working Papers
4649, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Wing-Keung Wong & Chenghu Ma, 2008.
"Preferences over location-scale family,"
Economic Theory,
Springer, vol. 37(1), pages 119-146, October.
[Downloadable!] (restricted)
- Richard D. Farmer, 2006.
"Risk-Smoothing Across Time and the Demand for Inventories: A Mean-Variance Approach,"
Eastern Economic Journal,
Eastern Economic Association, vol. 32(4), pages 699-722, Fall.
[Downloadable!]
- Rosenzweig, Mark R. & Binswanger, Hans P., 1989.
"Wealth, Weather Risk and the Composition and Profitability of Agricultural Investments,"
Bulletins
7455, University of Minnesota, Economic Development Center.
[Downloadable!]
- Eggert, Hakan & Lokina, Razack B., 2007.
"Small-scale Fishermen and Risk Preferences,"
Marine Resource Economics,
Marine Resources Foundation, vol. 22(1).
[Downloadable!]
- Liu, Xuanli & Miller, Gay & McNamara, Paul, 2003.
"Do Antibiotics Reduce Production Risk For U.S. Pork Producers?,"
2003 Annual meeting, July 27-30, Montreal, Canada
22026, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
- Barrett, Christopher B., 1998.
"Stochastic Food Prices And Slash-And-Burn Agriculture,"
Economics Research Institute, ERI Study Papers
28344, Utah State University, Economics Department.
[Downloadable!]
Other versions: - Escalante, Cesar L. & Rejesus, Roderick M., 2005.
"Farmland Control Decisions under Different Intertemporal Risk Behavioral Constructs,"
2005 Annual meeting, July 24-27, Providence, RI
19113, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
- Salim, Juma & Dillon, Carl R. & McAllister, Jack, 2006.
"Risk management on application of minimum-cost feed ration for nitrogen and phosphorus reduction on dairy farm,"
2006 Annual meeting, July 23-26, Long Beach, CA
21274, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
- Eggert, Håkan & Tveterås, Ragnar, 2001.
"Stochastic Production and Heterogeneous Risk Preferences: Commercial Fishers’ Gear Choices,"
Working Papers in Economics
54, Göteborg University, Department of Economics.
[Downloadable!]
- Thomas Eichner & Andreas Wagener, 2004.
"The Welfare State in a Changing Environment,"
Asia-Pacific Financial Markets,
Springer, vol. 11(3), pages 313-331, May.
[Downloadable!] (restricted)
Other versions: - Rosenzweig, Mark R. & Binswanger, Hans P., 1992.
"Wealth, weather risk, and the composition and profitability of agricultural investments,"
Policy Research Working Paper Series
1055, The World Bank.
[Downloadable!]
- Swinton, Scott M. & Jones, Kezelee Q., 1998.
"From Data To Information: The Value Of Sampling Vs. Sensing Soil Data,"
Staff Papers
11674, Michigan State University, Department of Agricultural, Food, and Resource Economics.
[Downloadable!]
- Wing-Keung Wong & Chenghu Ma, 2005.
"Preferences over Meyer’s Location-Scale Family,"
Departmental Working Papers
wp0506, National University of Singapore, Department of Economics.
[Downloadable!]
- Isik, Murat & Khanna, Madhu, 2002.
"Stochastic Technology, Risk Preferences And Adoption Of Site-Specific Technologies,"
2002 Annual meeting, July 28-31, Long Beach, CA
19858, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
- Gerry Boyle & Denis Conniffe, 2006.
"Compatibility of Expected Utility and µ/s Approaches to Risk for a Class of Non Location-Scale Distributions,"
Economics, Finance and Accounting Department Working Paper Series
n1670406, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
[Downloadable!]
- Xavier Brusset, 2005.
"The impact of coordination and information on transport procurement,"
Microeconomics
0504007, EconWPA.
[Downloadable!]
- Nelson, Carl H. & Ndjeunga, Jupiter, 1997.
"Elliptical Symmetry, Expected Utility, And Mean-Variance Analysis,"
ACE Reports
14795, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
[Downloadable!]
- Dominique Demougin & Hans-Werner Sinn, 1995.
"Privatization, Risk-Taking, and the Communist Firm,"
NBER Working Papers
4205, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:- Dominique Demougin & Hans-Werner Sinn, 1992.
"Privatization, Risk Taking and the Communist Firm,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
- Demougin, Dominique & Sinn, Hans-Werner, 1993.
"Privatization, Risk-Taking, and the Communist Firm,"
CEPR Discussion Papers
743, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Demougin, Dominique & Sinn, Hans-Werner, 1994.
"Privatization, risk-taking, and the communist firm,"
Journal of Public Economics,
Elsevier, vol. 55(2), pages 203-231, October.
[Downloadable!] (restricted)
- Dominique Demougin & Hans-Werner Sinn, 1992.
"Privatization, Risk-Taking and the Communist Firm,"
Cahiers de recherche du Département des sciences économiques, UQAM
9216, Université du Québec à Montréal, Département des sciences économiques.
- Mahul, Olivier & Vermersch, Dominique, 1999.
"Hedging Crop Risk With Yield Insurance Futures And Options,"
1999 Annual meeting, August 8-11, Nashville, TN
21672, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
- Salim, Juma & Dillon, Carl, 2007.
"Precision Feeding in Dairy Ration Cost Minimization Under Producer's Risk Management,"
2007 Annual Meeting, February 4-7, 2007, Mobile, Alabama
34925, Southern Agricultural Economics Association.
[Downloadable!]
- Haim Levy & Enrico De Giorgi & Thorsten Hens, .
"Prospect Theory and the CAPM: A contradiction or coexistence?,"
IEW - Working Papers
iewwp157, Institute for Empirical Research in Economics - IEW.
[Downloadable!]
- Marcoul, Philippe & Weninger, Quinn, 2004.
"Search and active learning with correlated information: Empirical evidence from Mid-Atlantic clam fishermen,"
Staff General Research Papers
11601, Iowa State University, Department of Economics.
Other versions: - Bokusheva, Raushan & Breustedt, Gunnar & Heidelbach, Olaf, 2007.
"Ex-ante evaluation of weather-based index insurance and area-yield insurance for reducing crop yield risk,"
101st Seminar, July 5-6, 2007, Berlin Germany
9250, European Association of Agricultural Economists.
[Downloadable!]
- Frechette, Darren L., 2000.
"Hedging With Futures And Options: A Demand Systems Approach,"
2000 Conference, April 17-18 2000, Chicago, Illinois
18941, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
[Downloadable!]
- Zylstra, Michael J. & Kilmer, Richard L. & Uryasev, Stanislav, 2003.
"Risk Balancing Strategies In The Florida Dairy Industry: An Application Of Conditional Value At Risk,"
2003 Annual meeting, July 27-30, Montreal, Canada
22021, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
- Legg, Thomas D., 1989.
"Capital Decisions With Temporal Resolution Of Uncertainty: A Mean-Variance Approach,"
Staff Papers
13597, University of Minnesota, Department of Applied Economics.
[Downloadable!]
- Mattos, Fabio & Garcia, Philip & Nelson, Carl, 2005.
"Relaxing Standard Hedging Assumptions in the Presence of Downside Risk,"
2005 Conference, April 18-19, 2005, St. Louis, Missouri
19040, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
[Downloadable!]
Other versions: - J. Board, C. Sutcliffe, E. Patrinos, 2000.
"The performance of covered calls,"
European Journal of Finance,
Taylor and Francis Journals, vol. 6(1), pages 1-17, March.
[Downloadable!] (restricted)
- Petr Havlik & Geoffroy Enjolras & Jean-Marie Boisson & Florence Jacquet & Michel Lherm & Patrick Veysset, 2008.
"Environmental good production in the optimum activities portfolio of a risk averse-farmer,"
Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement,
INRA Department of Economics, vol. 86(1), pages 9-33.
[Downloadable!]
- Dillon, Carl, 2002.
"A Mathematical Programming Model For Optimal Management Zone Delineation In Precision Agriculture,"
2002 Annual meeting, July 28-31, Long Beach, CA
19672, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
- Ennio Bilancini & Massimo D'Antoni, 2008.
"Pensions and Intergenerational Risk-Sharing When Relative Consumption Matters,"
Department of Economics University of Siena
541, Department of Economics, University of Siena.
[Downloadable!]
- Powers, Laura & Dillon, Carl & Isaacs, Steve & Shearer, Scott, 2003.
"Risk Management Tools In Precision Agriculture,"
2003 Annual Meeting, February 1-5, 2003, Mobile, Alabama
35129, Southern Agricultural Economics Association.
[Downloadable!]
- Gomez-Limon, Jose A. & Riesgo, Laura & Arriaza, Manuel, 2002.
"Agricultural Risk Aversion Revisited: A Multicriteria Decision-Making Approach,"
2002 International Congress, August 28-31, 2002, Zaragoza, Spain
24827, European Association of Agricultural Economists.
[Downloadable!]
- Meyer, Jack & Ormiston, Michael B, 1985.
"Strong Increases in Risk and Their Comparative Statics,"
International Economic Review,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(2), pages 425-37, June.
[Downloadable!] (restricted)
Cited by:
- EECKHOUDT, Louis & Christian GOLLIER, 1994.
"Demand for Risky Assets and Stochastic Dominance: A Note,"
Working Papers
007, Risk and Insurance Archive.
[Downloadable!]
- Edward Schlee & Christian Gollier, .
"Increased Risk-Bearing with Background Risk,"
Working Papers
2132848, Department of Economics, W. P. Carey School of Business, Arizona State University.
[Downloadable!]
Other versions: - EECKHOUDT, Louis & Christian GOLLIER & Harris SCHLESINGER, 1994.
"Changes in Background Risk and Risk Taking Behavior,"
Working Papers
005, Risk and Insurance Archive.
[Downloadable!]
Other versions: - Alain Chateauneuf & Ghizlane Lakhnati, 2005.
"Increases in risk and demand for risky asset,"
Cahiers de la Maison des Sciences Economiques
b05033, Université Panthéon-Sorbonne (Paris 1).
[Downloadable!]
- Gollier, Christian, 2009.
"Does Ambiguity Aversion Reinforce Risk Aversion? Applications to Portfolio Choices and Asset Pricing,"
IDEI Working Papers
357, Institut d'Économie Industrielle (IDEI), Toulouse.
[Downloadable!]
- Harris Schlesinger & Christian Gollier, 2001.
"Changes in Risk and Asset Prices,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: - Gollier, Christian, 1993.
"Portfolio Dominance, Lower Conditional Expectation And The Monotone Likelihood Ratio Order,"
Working Papers
014, Risk and Insurance Archive.
[Downloadable!]
- Meyer, Jack & Ormiston, Michael B., 1983.
"The comparative statics of cumulative distribution function changes for the class of risk averse agents,"
Journal of Economic Theory,
Elsevier, vol. 31(1), pages 153-169, October.
[Downloadable!] (restricted)
Cited by:
- Fraser, R.W., 1988.
"A Method For Evaluating Supply Response To Price Underwriting,"
Australian Journal of Agricultural Economics,
Australian Agricultural and Resource Economics Society, vol. 32(01), April.
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- Alain Chateauneuf & Ghizlane Lakhnati, 2005.
"Increases in risk and demand for risky asset,"
Cahiers de la Maison des Sciences Economiques
b05033, Université Panthéon-Sorbonne (Paris 1).
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- E. Wolfstetter, .
"Stochastic Dominance: Theorie and Applications,"
Sonderforschungsbereich 373
1996-40, Humboldt Universitaet Berlin.
- Gollier, Christian, 1993.
"Portfolio Dominance, Lower Conditional Expectation And The Monotone Likelihood Ratio Order,"
Working Papers
014, Risk and Insurance Archive.
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- Gronberg, Timothy J & Meyer, Jack, 1982.
"Spatial Pricing, Spatial Rents, and Spatial Welfare,"
The Quarterly Journal of Economics,
MIT Press, vol. 97(4), pages 633-44, November.
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Cited by:
- Hemanta Shrestha & Dennis Heffley, 2003.
"Regional Integration and Industrial Location in a Landlocked Spatial Economy,"
Working papers
2003-07, University of Connecticut, Department of Economics.
[Downloadable!]
- Masaki Nakagome, 1986.
"The spatial labour market and spatial competition,"
Regional Studies,
Taylor and Francis Journals, vol. 20(4), pages 307-312, August.
[Downloadable!] (restricted)
- Gronberg, Timothy & Meyer, Jack, 1981.
"Competitive Equilibria in Uniform Delivered Pricing Models,"
American Economic Review,
American Economic Association, vol. 71(4), pages 758-63, September.
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Cited by:
- Iozzi Alberto, 2000.
"Spatial Duopoly Under Uniform Delivered Pricing When Firms Avoid Turning Customers Away,"
Departmental Working Papers
129, Tor Vergata University, CEIS.
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Other versions:- Alberto Iozzi, 2004.
"Spatial duopoly under uniform delivered pricing when firms avoid turning customers away,"
The Annals of Regional Science,
Springer, vol. 38(3), pages 513-529, 09.
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- Alberto Iozzi, 2003.
"Spatial Duopoly under Uniform Delivered Pricing when Firms Avoid Turning Customers Away,"
CEIS Research Paper
11, Tor Vergata University, CEIS.
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- Markus Ksoll, 2001.
"Two stages of uniform delivered pricing and a monopolistic network in competitive electricity markets,"
ERSA conference papers
ersa01p280, European Regional Science Association.
[Downloadable!]
- Alberto Iozzi, 2000.
"Prices And Locations In A Spatial Duopoly Under Uniform Delivered Pricing,"
Departmental Working Papers
128, Tor Vergata University, CEIS.
[Downloadable!]
- Meyer, Jack, 1979.
"Mean-Variance Efficient Sets and Expected Utility,"
Journal of Finance,
American Finance Association, vol. 34(5), pages 1221-29, December.
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Cited by:
- Post, G.T., 2001.
"LP Tests for MV Efficiency,"
Research Paper
ERS-2001-66-F&A Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
[Downloadable!]
- Meyer, Jack, 1977.
"Second Degree Stochastic Dominance with Respect to a Function,"
International Economic Review,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 18(2), pages 477-87, June.
[Downloadable!] (restricted)
Cited by:
- Nicolas CARAYOL (GREThA UMR CNRS 5113) & Agenor LAHATTE (OST), 2009.
"Relations de dominance et classement des universités,"
Cahiers du GREThA
2009-02, Groupe de Recherche en Economie Théorique et Appliquée.
[Downloadable!]
- Wing-Keung Wong & Raymond H. Chan, 2005.
"Prospect and Markowitz Stochastic Dominance,"
Monash Economics Working Papers
08/05, Monash University, Department of Economics.
[Downloadable!]
Other versions:- Wing-Keung Wong & Raymond H. Chan, 2005.
"Prospect and Markowitz Stochastic Dominance,"
Departmental Working Papers
wp0505, National University of Singapore, Department of Economics.
[Downloadable!]
- W. Wong & R. Chan, 2008.
"Prospect and Markowitz stochastic dominance,"
Annals of Finance,
Springer, vol. 4(1), pages 105-129, January.
[Downloadable!] (restricted)
- Jordi Caballe & Joan Ma. Esteban, 2002.
"Stochastic Dominance and Absolute Risk Aversion,"
UFAE and IAE Working Papers
506.02, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
[Downloadable!]
Other versions: - Maxwell, Brett J. & Wilson, William W. & Dahl, Bruce L., 2004.
"Marketing Mechanisms In Gm Grains And Oilseeds,"
Agribusiness & Applied Economics Report
23639, North Dakota State University, Department of Agribusiness and Applied Economics.
[Downloadable!]
- Drynan, Ross G., 1987.
"Sufficient Conditions for Dominance of Simply Related Prospects,"
Review of Marketing and Agricultural Economics,
Australian Agricultural and Resource Economics Society, vol. 55(01), April.
[Downloadable!]
- Bosch, Darrell J. & Eidman, Vernon R., 1988.
"The Effects Of Better Information And Pumping Restrictions On Irrigation Efficiency In Minnesota,"
Economic Reports
13021, University of Minnesota, Department of Applied Economics.
[Downloadable!]
- Zentner, R.P. & Greene, D.D. & Hickenbotham, T.L. & Eidman, Vernon R., 1981.
"Ordinary And Generalized Stochastic Dominance: A Primer,"
Staff Papers
14184, University of Minnesota, Department of Applied Economics.
[Downloadable!]
- Wilson, Paul & Hwang, Henry, 1982.
"User'S Guide To Ordinary And Generalized Stochastic Dominance Computer Programs,"
Staff Papers
13277, University of Minnesota, Department of Applied Economics.
[Downloadable!]
- Farquharson, R.J., 1991.
"A Farm Level Evaluation of a New Twinning Technology in Beef Cattle,"
Review of Marketing and Agricultural Economics,
Australian Agricultural and Resource Economics Society, vol. 59(01), April.
[Downloadable!]
- Anderson, Jock R. & Griffiths, William E., 1982.
"Production Risk And Efficient Allocation Of Resources,"
Australian Journal of Agricultural Economics,
Australian Agricultural and Resource Economics Society, vol. 26(03), December.
[Downloadable!]
- Marc Fleurbaey, 2003.
"Social Welfare, Priority to the Worst-Off And the Dimensions of Individual Well-Being,"
IDEP Working Papers
0312, Institut d'economie publique (IDEP), Marseille, France.
[Downloadable!]
- Meyer, Jack, 1977.
"Choice among distributions,"
Journal of Economic Theory,
Elsevier, vol. 14(2), pages 326-336, April.
[Downloadable!] (restricted)
Cited by:
- Bailey, Elizabeth & Boisvert, Richard N., 1989.
"A Comparison Of Risk Efficiency Criteria In Evaluating Groundnut Performance In Drought-Prone Areas,"
Australian Journal of Agricultural Economics,
Australian Agricultural and Resource Economics Society, vol. 33(03), December.
[Downloadable!]
- Hardaker, J. Brian & Lien, Gudbrand, 2003.
"Stochastic Efficiency Analysis With Risk Aversion Bounds: A Simplified Approach,"
Working Papers
12954, University of New England, School of Economics.
[Downloadable!]
- Coffey, Brian K. & Skees, Jerry R. & Dillon, Carl R. & Anderson, John D., 2001.
"Potential Effects Of Subsidized Livestock Insurance On Livestock Production,"
2001 Annual meeting, August 5-8, Chicago, IL
20606, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
- Elamin H. Elbasha, 2005.
"Risk aversion and uncertainty in cost-effectiveness analysis: the expected-utility, moment-generating function approach,"
Health Economics,
John Wiley & Sons, Ltd., vol. 14(5), pages 457-470.
[Downloadable!]
- Maynard, Leigh J. & Harper, Jayson K. & Hoffman, Lynn D., 1997.
"Impact Of Risk Preferences On Crop Rotation Choice,"
Agricultural and Resource Economics Review,
Northeastern Agricultural and Resource Economics Association, vol. 26(1), April.
[Downloadable!]
- Tzouramani, Irene & Karanikolas, Pavlos & Alexopoulos, George & Sintori, Alexandra & Liontakis, Angelos, 2008.
"Modelling Economic Alternatives For Tobacco Producers: The Case Of Sheep Farming,"
107th Seminar, January 30-February 1, 2008, Sevilla, Spain
6695, European Association of Agricultural Economists.
[Downloadable!]
- Lukin, Vladimir & Epplin, Francis M., 1999.
"Value Of Soil Test Information For Crop Production,"
1999 Annual meeting, August 8-11, Nashville, TN
21586, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
- Maxwell, Brett J. & Wilson, William W. & Dahl, Bruce L., 2004.
"Marketing Mechanisms In Gm Grains And Oilseeds,"
Agribusiness & Applied Economics Report
23639, North Dakota State University, Department of Agribusiness and Applied Economics.
[Downloadable!]
- Ramirez, Octavio A. & Somarriba, Eduardo, 1999.
"Joint Modeling And Simulation Of Autocorrelated Non-Normal Time Series: An Application To Risk And Return Analysis,"
1999 Annual meeting, August 8-11, Nashville, TN
21564, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
- Carter, Joy & Maynard, Leigh J. & Dillon, Carl R., 2000.
"Perfect Cross-Hedging Opportunities Via Formula Pricing: The Case Of The Broiler Industry,"
2000 Annual meeting, July 30-August 2, Tampa, FL
21765, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
- Drynan, Ross G., 1987.
"Sufficient Conditions for Dominance of Simply Related Prospects,"
Review of Marketing and Agricultural Economics,
Australian Agricultural and Resource Economics Society, vol. 55(01), April.
[Downloadable!]
- Dias, Weeratilake & Helmers, Glenn A. & Eghball, Bahman, 1999.
"Economic And Environmental Risk Efficiency Analysis Of Land Application Of Cattle Feedlot Manure: Generalized Stochastic Dominance Analysis,"
1999 Annual Meeting, July 11-14, 1999, Fargo, ND
35715, Western Agricultural Economics Association.
[Downloadable!]
- Lien, Gudbrand, 2002.
"Assisting Whole-Farm Decision-Making through Stochastic Budgeting,"
13th Congress, Wageningen, The Netherlands, July 7-12, 2002
6950, International Farm Management Association.
[Downloadable!]
- Lau, Michael H. & Richardson, James W. & Outlaw, Joe L. & Fuller, Stephen W. & Nixon, Clair J. & Herbst, Brian K., 2004.
"Location Of A Mixalco Production Facility With Respect To Economic Viability,"
2004 Annual meeting, August 1-4, Denver, CO
20025, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
- Jourdain, Damien & Scopel, Eric & Affholder, Francois, 2001.
"The Impact Of Conservation Tillage On The Productivity And Stability Of Maize Cropping Systems: A Case Study In Western Mexico,"
Economics Working Papers
46549, CIMMYT: International Maize and Wheat Improvement Center.
[Downloadable!]
- Schumann, Keith D. & Richardson, James W. & Lien, Gudbrand & Hardaker, J. Brian, 2004.
"Stochastic Efficiency Analysis Using Multiple Utility Functions,"
2004 Annual meeting, August 1-4, Denver, CO
19957, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
- Upadhyay, Bharat Mani & Smith, Elwin & Clayton, George & Harker, Neil, 2004.
"Risk Efficiency Of Alternate Canola Management Decisions,"
NAREA-CAES Conference, June 20-23, 2004, Halifax, Nova Scotia
34193, Canadian Agricultural Economics Society & Northeastern Agricultural and Resource Economics Association.
[Downloadable!]
- Tzouramani, Irene & Karanikolas, Pavlos & Alexopoulos, George, 2008.
"Risk and Income Risk Management Issues for Organic Crops in Greece,"
108th Seminar, February 8-9, 2008, Warsaw, Poland
48116, European Association of Agricultural Economists.
[Downloadable!]
- Jeffrey, Scott R., 1987.
"The Application Of Stochastic Dominance Techniques To Multi-Period Problems: Issues And Implications,"
Staff Papers
13547, University of Minnesota, Department of Applied Economics.
[Downloadable!]
- McCarl, Bruce A. & Bessler, David A., 1989.
"Estimating An Upper Bound On The Pratt Risk A Version Coefficient When The Utility Function Is Unknown,"
Australian Journal of Agricultural Economics,
Australian Agricultural and Resource Economics Society, vol. 33(01), April.
[Downloadable!]
- Lien, Gudbrand & Flaten, Ola & Schumann, Keith D. & Richardson, James W. & Korsaeth, Audun & Eltun, Ragnar, 2005.
"Comparison of Risk Between Cropping Systems in Eastern Norway,"
2005 International Congress, August 23-27, 2005, Copenhagen, Denmark
24663, European Association of Agricultural Economists.
[Downloadable!]
- Peterson, Jeffrey M. & Boisvert, Richard N., 2001.
"Designing Nonpoint Source Pollution Policies With Limited Information About Both Risk Attitudes And Production Technology,"
2001 Annual meeting, August 5-8, Chicago, IL
20720, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
- Wilson, Paul & Hwang, Henry, 1982.
"User'S Guide To Ordinary And Generalized Stochastic Dominance Computer Programs,"
Staff Papers
13277, University of Minnesota, Department of Applied Economics.
[Downloadable!]
- Ruttan, Vernon W., 1989.
"Quantifying And Managing Risk In Agriculture,"
Staff Papers
13646, University of Minnesota, Department of Applied Economics.
[Downloadable!]
- Lien, Gudbrand, 2002.
"Assisting Whole-Farm Decision-Making Through Stochastic Budgeting,"
2002 International Congress, August 28-31, 2002, Zaragoza, Spain
24903, European Association of Agricultural Economists.
[Downloadable!]
- Ramirez, Octavio A. & Sosa, Romeo, 2000.
"Risk Analysis Under Correlated, Non-Normal Price And Yield Probability Distributions,"
2000 Annual meeting, July 30-August 2, Tampa, FL
21888, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
- Brummett, Robert G. & Richardson, James W., 2008.
"Risk, Research, and Returns: Valuation of the Potential of Improved Citrus Cultivars,"
2008 Annual Meeting, February 2-6, 2008, Dallas, Texas
6759, Southern Agricultural Economics Association.
[Downloadable!]
- Anderson, Jock R. & Griffiths, William E., 1982.
"Production Risk And Efficient Allocation Of Resources,"
Australian Journal of Agricultural Economics,
Australian Agricultural and Resource Economics Society, vol. 26(03), December.
[Downloadable!]
- Flaten, Ola & Lien, Gudbrand, 2005.
"Stochastic Utility-Efficient Programming of Organic Dairy Farms,"
2005 International Congress, August 23-27, 2005, Copenhagen, Denmark
24743, European Association of Agricultural Economists.
[Downloadable!]
- Harrison, R. Wes, 1998.
"Stochastic Dominance Analysis Of Futures And Option Strategies For Hedging Feeder Cattle,"
Agricultural and Resource Economics Review,
Northeastern Agricultural and Resource Economics Association, vol. 27(2), October.
[Downloadable!]
- Tara Viswanath, 1991.
"Parallel Search: An Application to R & D,"
Discussion Papers
957, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!]
- Meyer, Jack, 1975.
"Increasing risk,"
Journal of Economic Theory,
Elsevier, vol. 11(1), pages 119-132, August.
[Downloadable!] (restricted)
Cited by:
- Kristof Bosmans, 2007.
"Extreme inequality aversion without separability,"
Economic Theory,
Springer, vol. 32(3), pages 589-594, September.
[Downloadable!] (restricted)
Other versions: - Jordi Caballe & Joan Ma. Esteban, 2002.
"Stochastic Dominance and Absolute Risk Aversion,"
UFAE and IAE Working Papers
506.02, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
[Downloadable!]
Other versions: - Zentner, R.P. & Greene, D.D. & Hickenbotham, T.L. & Eidman, Vernon R., 1981.
"Ordinary And Generalized Stochastic Dominance: A Primer,"
Staff Papers
14184, University of Minnesota, Department of Applied Economics.
[Downloadable!]
- Wilson, Paul & Hwang, Henry, 1982.
"User'S Guide To Ordinary And Generalized Stochastic Dominance Computer Programs,"
Staff Papers
13277, University of Minnesota, Department of Applied Economics.
[Downloadable!]
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