IDEAS home Printed from https://ideas.repec.org/p/ags/ucbecw/198486.html
   My bibliography  Save this paper

On the Behavior of the Competitive Producer Under Multivariate Risks

Author

Listed:
  • Finkelshtain, Israel
  • Chalfant, James

Abstract

No abstract is available for this item.

Suggested Citation

  • Finkelshtain, Israel & Chalfant, James, 1989. "On the Behavior of the Competitive Producer Under Multivariate Risks," CUDARE Working Papers 198486, University of California, Berkeley, Department of Agricultural and Resource Economics.
    • Handle: RePEc:ags:ucbecw:198486
    DOI: 10.22004/ag.econ.198486
    as

    Download full text from publisher

    File URL: https://ageconsearch.umn.edu/record/198486/files/agecon-cal-484.pdf
    Download Restriction: no
    File URL: https://libkey.io/10.22004/ag.econ.198486?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Sandmo, Agnar, 1971. "On the Theory of the Competitive Firm under Price Uncertainty," American Economic Review, American Economic Association, vol. 61(1), pages 65-73, March.
    2. Kihlstrom, Richard E. & Mirman, Leonard J., 1974. "Risk aversion with many commodities," Journal of Economic Theory, Elsevier, vol. 8(3), pages 361-388, July.
    3. Stiglitz, Joseph E, 1969. "Behavior Towards Risk with Many Commodities," Econometrica, Econometric Society, vol. 37(4), pages 660-667, October.
    4. Deschamps, Robert, 1973. "Risk Aversion and Demand Functions," Econometrica, Econometric Society, vol. 41(3), pages 455-465, May.
    5. DESCHAMPS, Robert, 1973. "Risk aversion and demand functions," LIDAM Reprints CORE 163, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    6. Deaton,Angus & Muellbauer,John, 1980. "Economics and Consumer Behavior," Cambridge Books, Cambridge University Press, number 9780521296762, September.
    7. Joseph E. Stiglitz, 1969. "A Note on Behavior towards Risk with Many Commodities," Cowles Foundation Discussion Papers 262, Cowles Foundation for Research in Economics, Yale University.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Finkelshtain, Israel & Chalfant, James, 1989. "Portfolio Choices in the Presence of Other Risks," CUDARE Working Papers 198492, University of California, Berkeley, Department of Agricultural and Resource Economics.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Finkelshtain, Israel & Chalfant, James A., 1989. "On The Behavior Of The Competitive Producer Under Multivariate Risks," 1989 Quantifying Long Run Agricultural Risks and Evaluating Farmer Responses to Risk Meeting, April 9-12, 1989, Sanibel Island, Florida 271528, Regional Research Projects > S-232: Quantifying Long Run Agricultural Risks and Evaluating Farmer Responses to Risk.
    2. DREZE , Jacques H. & RUSTICHINI, Aldo, 2000. "State-dependent utility and decision theory," LIDAM Discussion Papers CORE 2000007, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    3. Eric T. Swanson, 2020. "Implications of Labor Market Frictions for Risk Aversion and Risk Premia," American Economic Journal: Macroeconomics, American Economic Association, vol. 12(2), pages 194-240, April.
    4. repec:hal:spmain:info:hdl:2441/63913pp1o99dr9nneabam7071k is not listed on IDEAS
    5. Arthur Charpentier & Alfred Galichon & Marc Henry, 2012. "Local Utility and Multivariate Risk Aversion," CIRJE F-Series CIRJE-F-836, CIRJE, Faculty of Economics, University of Tokyo.
    6. Alfred Galichon & Arthur Charpentier & Marc Henry, 2012. "Local Utility and Risk Aversion," Post-Print hal-03569250, HAL.
    7. Jouini, Elyès & Napp, Clotilde & Nocetti, Diego, 2013. "On multivariate prudence," Journal of Economic Theory, Elsevier, vol. 148(3), pages 1255-1267.
    8. Christoph Heinzel, 2014. "Term structure of discount rates under multivariate s-ordered consumption growth," Working Papers SMART 14-01, INRAE UMR SMART.
    9. repec:spo:wpmain:info:hdl:2441/63913pp1o99dr9nneabam7071k is not listed on IDEAS
    10. Huh, Sungjun & Kim, Insu, 2021. "Real estate and relative risk aversion with generalized recursive preferences," Journal of Macroeconomics, Elsevier, vol. 68(C).
    11. Hellwig, Martin, 2004. "Risk aversion in the small and in the large when outcomes are multidimensional," Papers 04-22, Sonderforschungsbreich 504.
    12. Arthur Charpentier & Alfred Galichon & Marc Henry, 2016. "Local Utility and Multivariate Risk Aversion," Mathematics of Operations Research, INFORMS, vol. 41(2), pages 466-476, May.
    13. Crainich, David & Eeckhoudt, Louis & Le Courtois, Olivier, 2017. "Health and portfolio choices: A diffidence approach," European Journal of Operational Research, Elsevier, vol. 259(1), pages 273-279.
    14. Sudhir A. Shah, 2007. "Duality mappings for the theory of risk aversion with vector outcomes," Working papers 160, Centre for Development Economics, Delhi School of Economics.
    15. Jessica A. Wachter & Motohiro Yogo, 2010. "Why Do Household Portfolio Shares Rise in Wealth?," The Review of Financial Studies, Society for Financial Studies, vol. 23(11), pages 3929-3965, November.
    16. Yonatan Aumann, 2015. "A conceptual foundation for the theory of risk aversion," Discussion Paper Series dp686, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
    17. Eric T. Swanson, 2009. "Risk aversion, the labor margin, and asset pricing in DSGE models," Working Paper Series 2009-26, Federal Reserve Bank of San Francisco.
    18. Cowan, Simon, 2004. "Optimal risk allocation for regulated monopolies and consumers," Journal of Public Economics, Elsevier, vol. 88(1-2), pages 285-303, January.
    19. Sudhir A. Shah, 2009. "Duality Mappings For The Theory of Risk Aversion with Vector Outcomes," Working Papers id:2085, eSocialSciences.
    20. Finkelshtain, Israel & Chalfant, James, 1989. "Portfolio Choices in the Presence of Other Risks," CUDARE Working Papers 198492, University of California, Berkeley, Department of Agricultural and Resource Economics.
    21. Dionne, Georges, 1981. "Le risque moral et la sélection adverse : une revue critique de la littérature," L'Actualité Economique, Société Canadienne de Science Economique, vol. 57(2), pages 193-224, avril-jui.
    22. Bellemare, Marc F. & Barrett, Christopher B. & Just, David R., 2010. "The Welfare Impacts of Commodity Price Fluctuations: Evidence from Rural Ethiopia," MPRA Paper 24457, University Library of Munich, Germany.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ags:ucbecw:198486. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: AgEcon Search (email available below). General contact details of provider: https://edirc.repec.org/data/dabrkus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.