A Note On Optimal Rules For Stochastic Efficiency Analysis
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Bibliographic InfoArticle provided by Australian Agricultural and Resource Economics Society in its journal Australian Journal of Agricultural Economics.
Volume (Year): 30 (1986)
Issue (Month): 01 (April)
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Research Methods/ Statistical Methods;
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Buccola, Steven T. & Subaei, Abdelbagi, 1984. "Mean-Gini Analysis, Stochastic Efficiency And Weak Risk Aversion," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 28(02-03).
- Anderson, Jock R., 1974. "Risk Efficiency in the Interpretation of Agricultural Production Research," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 42(03), September.
- Porter, R. Burr, 1973. "An Empirical Comparison of Stochastic Dominance and Mean-Variance Portfolio Choice Criteria," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 8(04), pages 587-608, September.
- Rister, M. Edward & Skees, Jerry R. & Black, J. Roy, 1984. "Evaluating Use Of Outlook Information In Grain Sorghum Storage Decisions," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 16(01), July.
- Bawa, Vijay S., 1975. "Optimal rules for ordering uncertain prospects," Journal of Financial Economics, Elsevier, vol. 2(1), pages 95-121, March.
- Lemieux, Catharine M. & Richardson, James W. & Nixon, Clair J., 1982. "Federal Crop Insurance Vs. Ascs Disaster Assistance For Texas High Plains Cotton Producers: An Application Of Whole-Farm Simulation," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 7(02), December.
- Fishburn, Peter C., 1974. "Convex stochastic dominance with continuous distribution functions," Journal of Economic Theory, Elsevier, vol. 7(2), pages 143-158, February.
- Hanoch, Giora & Levy, Haim, 1970. "Efficient Portfolio Selection with Quadratic and Cubic Utility," The Journal of Business, University of Chicago Press, vol. 43(2), pages 181-89, April.
- Batterham, Robert L. & Drynan, Ross G. & Oarke, D.K. & Carter, P.H., 1993. "A Note Comparing Single-Index Models and Quadratic Programming Models for Farm Planning Under Risk," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 61(03), December.
- 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.
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