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Portfolio Choices in the Presence of Other Risks

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  • Finkelshtain, Israel
  • Chalfant, James

Abstract

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Suggested Citation

  • 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.
  • Handle: RePEc:ags:ucbecw:198492
    DOI: 10.22004/ag.econ.198492
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    File URL: https://ageconsearch.umn.edu/record/198492/files/agecon-cal-505.pdf
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    References listed on IDEAS

    as
    1. Karni, Edi, 1979. "On Multivariate Risk Aversion," Econometrica, Econometric Society, vol. 47(6), pages 1391-1401, November.
    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. Rubinstein, Mark E, 1973. "A Comparative Statics Analysis of Risk Premiums," The Journal of Business, University of Chicago Press, vol. 46(4), pages 605-615, October.
    5. 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.
    6. 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.
    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.
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    Cited by:

    1. Zilberman, David & Buschena, David E., 1990. "What We Know About Decision Making Under Uncertainty And Why We Do Not Use What We Know," 1990 Quantifying Long Run Agricultural Risks and Evaluating Farmer Responses to Risk Meeting, January 28-31, 1990, Sanibel Island, Florida 271535, Regional Research Projects > S-232: Quantifying Long Run Agricultural Risks and Evaluating Farmer Responses to Risk.

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    Keywords

    Risk and Uncertainty;

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