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Innovations In Programming Techniques For Risk Analysis

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  • McCarl, Bruce A.

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  • McCarl, Bruce A., 1986. "Innovations In Programming Techniques For Risk Analysis," Regional Research Projects > 1986: S-180 Annual Meeting, March 23-26, 1986, Tampa, Florida 271825, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.
    • Handle: RePEc:ags:rrsr86:271825
    DOI: 10.22004/ag.econ.271825
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    1. Quirino Paris & Christopher D. Easter, 1985. "A Programming Model with Stochastic Technology and Prices: The Case of Australian Agriculture," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 67(1), pages 120-129.
    2. John M. Antle, 1983. "Incorporating Risk in Production Analysis," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 65(5), pages 1099-1106.
    3. Talaat El-Nazer & Bruce A. McCarl, 1986. "The Choice of Crop Rotation: A Modeling Approach and Case Study," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 68(1), pages 127-136.
    4. Jean-Marc Boussard & Michel Petit, 1967. "Representation of Farmers' Behavior under Uncertainty with a Focus-Loss Constraint," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 49(4), pages 869-880.
    5. Wilfred Candler & Jose Fortuny-Amat & Bruce McCarl, 1981. "The Potential Role of Multilevel Programming in Agricultural Economics," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 63(3), pages 521-531.
    6. Aharon Ben-Tal, 1985. "The Entropic Penalty Approach to Stochastic Programming," Mathematics of Operations Research, INFORMS, vol. 10(2), pages 263-279, May.
    7. R. S. Gray & W. H. Furtan, 1983. "Risk Analysis in the Theory of the Firm: An Old Problem Revisited," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 31(1), pages 27-44, March.
    8. Musser, Wesley N. & Alexander, Vickie J. & Tew, Bernard V. & Smittle, Doyle A., 1985. "A Mathematical Programming Model For Vegetable Rotations," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 17(1), pages 1-8, July.
    9. Antle, John M., 1983. "Incorporating Risk In Production Analysis," 1983 Annual Meeting, July 31-August 3, West Lafayette, Indiana 279106, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    10. McCarl, Bruce A., 1984. "Model Validation: An Overview with some Emphasis on Risk Models," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 52(03), pages 1-21, December.
    11. Boisvert, Richard N., 1985. "The Role Of Alternative Risk Programming Models In Empirical Research," Regional Research Projects > 1985: S-180 Annual Meeting, March 24-27, 1985, Charleston, South Carolina 271793, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.
    12. Bruce A. McCarl & Thomas Tice, 1982. "Should Quadratic Programming Problems Be Approximated?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 64(3), pages 585-589.
    13. Jeffrey Apland & Bruce A. McCarl & William L. Miller, 1980. "Risk and the Demand for Supplemental Irrigation: A Case Study in the Corn Belt," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 62(1), pages 142-145.
    14. J. G. Kallberg & R. W. White & W. T. Ziemba, 1982. "Short Term Financial Planning under Uncertainty," Management Science, INFORMS, vol. 28(6), pages 670-682, June.
    15. David K. Lambert & Bruce A. McCarl, 1985. "Risk Modeling Using Direct Solution of Nonlinear Approximations of the Utility Function," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 67(4), pages 846-852.
    16. Andrew J. Hogan & James G. Morris & Howard E. Thompson, 1981. "Decision Problems Under Risk and Chance Constrained Programming: Dilemmas in the Transition," Management Science, INFORMS, vol. 27(6), pages 698-716, June.
    17. Milton Friedman & L. J. Savage, 1948. "The Utility Analysis of Choices Involving Risk," Journal of Political Economy, University of Chicago Press, vol. 56(4), pages 279-279.
    18. Ramesh Sharda, 1984. "Linear Programming on Microcomputers: A Survey," Interfaces, INFORMS, vol. 14(6), pages 27-38, December.
    19. Boisvert, Richard, 1985. "Risk Analysis For Agricultural Production Firms: Concepts, Information Requirements And Policy Issues: The Role Of Alternative Risk Programming Models In Empirical Research," Staff Paper Series 302390, Michigan State University, Department of Agricultural, Food, and Resource Economics.
    20. K. D. Cocks, 1968. "Discrete Stochastic Programming," Management Science, INFORMS, vol. 15(1), pages 72-79, September.
    21. William C. Merrill, 1965. "Alternative Programming Models Involving Uncertainty," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 47(3), pages 595-610.
    22. Kroll, Yoram & Levy, Haim & Markowitz, Harry M, 1984. "Mean-Variance versus Direct Utility Maximization," Journal of Finance, American Finance Association, vol. 39(1), pages 47-61, March.
    23. George B. Dantzig, 1955. "Linear Programming under Uncertainty," Management Science, INFORMS, vol. 1(3-4), pages 197-206, 04-07.
    24. Porter, R Burr & Gaumnitz, Jabk E, 1972. "Stochastic Dominance vs. Mean-Variance Portfolio Analysis: An Empirical Evaluation," American Economic Review, American Economic Association, vol. 62(3), pages 438-446, June.
    25. Wilson, Paul N. & Eidman, Vernon R., 1983. "An Empirical Test Of The Interval Approach For Estimating Risk Preferences," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 8(2), pages 1-13, December.
    26. Quirino Paris, 1979. "Revenue and Cost Uncertainty, Generalized Mean-Variance, and the Linear Complementarity Problem," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 61(2), pages 268-275.
    27. Boisvert, Richard N., 1985. "The Role of Alternative Risk Programming Models in Empirical Research," Staff Papers 186025, Cornell University, Department of Applied Economics and Management.
    28. Apland, Jeffrey & Kaiser, Harry M., 1984. "Discrete Stochastic Sequential Programming: A Primer," Staff Papers 13545, University of Minnesota, Department of Applied Economics.
    29. Terry P. Harrison, 1985. "Micro Versus Mainframe Performance for a Selected Class of Mathematical Programming Problems," Interfaces, INFORMS, vol. 15(4), pages 14-19, August.
    30. Randall A. Kramer & William T. McSweeny & Robert W. Stavros, 1983. "Soil Conservation with Uncertain Revenues and Input Supplies," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 65(4), pages 694-702.
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    Cited by:

    1. Taylor, R. Garth & Young, Robert A., 1995. "Rural-To-Urban Water Transfers: Measuring Direct Foregone Benefits Of Irrigation Water Under Uncertain Water Supplies," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 20(2), pages 1-16, December.
    2. Miller, Thomas A., 1986. "Enterprise Budgets For Analyzing Beef Cattle Risks," Regional Research Projects > 1986: S-180 Annual Meeting, March 23-26, 1986, Tampa, Florida 271998, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.
    3. Betubiza, Eustacius N. & Leatham, David J., 1994. "The Effects of Holding Nonfarm Related Financial Assets On Risk-Adjusted Farm Income," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 26(2), pages 565-579, December.
    4. Booker, James F. & Briand, Genevieve & Michelsen, Ari M., 1992. "Sequential Irrigation Decisions with Stochastic Water Supply," WAEA/ WFEA Conference Archive (1929-1995) 321344, Western Agricultural Economics Association.
    5. Featherstone, Allen M., 1990. "Optimal Capital Structure as Business Risk Changes," 1990 Quantifying Long Run Agricultural Risks and Evaluating Farmer Responses to Risk Meeting, January 28-31, 1990, Sanibel Island, Florida 271544, Regional Research Projects > S-232: Quantifying Long Run Agricultural Risks and Evaluating Farmer Responses to Risk.
    6. Mapp, Harry P., 1986. "Innovations And Programming Techniques For Risk Analysis: Discussion," Regional Research Projects > 1986: S-180 Annual Meeting, March 23-26, 1986, Tampa, Florida 271994, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.

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