A mean-standard deviation exposition of the theory of the firm under uncertainty
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- Mirman, Leonard J. & Santugini, Marc, 2013.
"Firms, shareholders, and financial markets,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 53(2), pages 152-164.
- Leonard J. Mirman & Marc Santugini, 2008. "Firms, Shareholders, and Financial Markets," Cahiers de recherche 08-05, HEC Montréal, Institut d'économie appliquée, revised Mar 2013.
- Leonard J. Mirman & Marc Santugini, 2011. "Firms, Shareholders, and Financial Markets," Cahiers de recherche 1124, CIRPEE.
- Thomas Eichner & Andreas Wagener, 2005. "Notes and Comments: Measures of risk attitude: correspondences between mean-variance and expected-utility approaches," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 28(1), pages 53-65, June.
- Nitzan Weiss, 1984. "Capital Markets, Output, and the Demand for Inputs under Uncertainty," Eastern Economic Journal, Eastern Economic Association, vol. 10(1), pages 51-69, Jan-Mar.
- Bardsley, Peter, 1995.
"Optimal leverage for the utility maximizing firm,"
Journal of Economic Behavior & Organization, Elsevier, vol. 26(2), pages 237-251, March.
- Peter Bardsley, 1992. "Optimal Leverage for the Utility Maximizing Firm," Working Papers 1992.08 EDIRC Provider-In, School of Economics, La Trobe University.
- Bardsley, Peter, 1992. "Optimal Leverage for the Utility Maximizing Firm," 1992 Conference (36th), February 10-13, 1992, Canberra, Australia 146421, Australian Agricultural and Resource Economics Society.
- Peter Bardsley, 1992. "Optimal Leverage for the Utility Maximizing Firm," Working Papers 1992.08, School of Economics, La Trobe University.
- Vergara, Marcos & Bonilla, Claudio A., 2021. "Precautionary saving in mean-variance models and different sources of risk," Economic Modelling, Elsevier, vol. 98(C), pages 280-289.
- Paulsson, Thomas & Sproule, Robert, 2002. "Stochastically dominating shifts and the competitive firm," European Journal of Operational Research, Elsevier, vol. 141(1), pages 107-112, August.
- Thomas Eichner & Andreas Wagener, 2009. "Multiple Risks and Mean-Variance Preferences," Operations Research, INFORMS, vol. 57(5), pages 1142-1154, October.
- Fesselmeyer, Eric & Mirman, Leonard J. & Santugini, Marc, 2014.
"Risk sharing in an asymmetric environment,"
International Review of Economics & Finance, Elsevier, vol. 34(C), pages 1-8.
- Eric Fesselmeyer & Leonard J. Mirman & Marc Santugini, 2012. "Risk Sharing in an Asymmetric Environment," Cahiers de recherche 1236, CIRPEE.
- Robison, Lindon J. & Hanson, Steven D., 1995. "Analyzing Firm Response to Risk Using Mean-Variance Models," Staff Paper Series 201207, Michigan State University, Department of Agricultural, Food, and Resource Economics.
- Wagener, Andreas, 2003. "Comparative statics under uncertainty: The case of mean-variance preferences," European Journal of Operational Research, Elsevier, vol. 151(1), pages 224-232, November.
- Fatma Lajeri-Chaherli, 2016. "On The Concavity And Quasiconcavity Properties Of ( Σ , Μ ) Utility Functions," Bulletin of Economic Research, Wiley Blackwell, vol. 68(3), pages 287-296, April.
- Meyer, Jack & Robison, Lindon J., 1986.
"A Consistency Condition For Expected Utility And Mean Variance Analysis,"
1986 Annual Meeting, July 27-30, Reno, Nevada
278153, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Meyer, Jack & Robinson, Lindon J., 1986. "A Consistency Condition For Expected Utilty And Mean Variance Analysis," Staff Paper Series 292725, Michigan State University, Department of Agricultural, Food, and Resource Economics.
- Conniffe, Denis & O'Neill, Donal, 2012. "An Alternative Explanation for the Variation in Reported Estimates of Risk Aversion," IZA Discussion Papers 6877, Institute of Labor Economics (IZA).
- Gonzalo Varela, 2011. "A Framework to Analyze the Impact of Exchange Rate: Uncertainty on Output Decisions," Working Paper Series 2411, Department of Economics, University of Sussex Business School.
- Thomas Eichner & Andreas Wagener, 2004. "Relative risk aversion, relative prudence and comparative statics under uncertainty: The case of (μ, σ)‐preferences," Bulletin of Economic Research, Wiley Blackwell, vol. 56(2), pages 159-170, April.
- Hawawini, Gabriel & Michel, Pierre, 1979. "Theory of the risk averse producer cooperative firm under uncertain demand," MPRA Paper 33973, University Library of Munich, Germany.
- Hawawini, Gabriel & Michel, Pierre, 1979. "Production as behavior toward risk," MPRA Paper 33975, University Library of Munich, Germany.
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JEL classification:
- D2 - Microeconomics - - Production and Organizations
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