A Note On Optimal Rules For Stochastic Efficiency Analysis
No abstract is available for this item.
Volume (Year): 30 (1986)
Issue (Month): 01 (April)
|Contact details of provider:|| Postal: AARES Central Office Manager, Crawford School of Public Policy, ANU, Canberra ACT 0200|
Phone: 0409 032 338
Web page: http://www.aares.info/
More information through EDIRC
References listed on IDEAS
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.:
- Bawa, Vijay S., 1975. "Optimal rules for ordering uncertain prospects," Journal of Financial Economics, Elsevier, vol. 2(1), pages 95-121, March.
- Rister, M. Edward & Skees, Jerry R. & Black, J. Roy, 1984. "Evaluating Use of Outlook Information in Grain Sorghum Storage Decisions," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 16(01), pages 151-158, July.
- 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.
- 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.
- 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).
- 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.
- Fishburn, Peter C., 1974. "Convex stochastic dominance with continuous distribution functions," Journal of Economic Theory, Elsevier, vol. 7(2), pages 143-158, February.
- 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.
- 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.
When requesting a correction, please mention this item's handle: RePEc:ags:ajaeau:22873. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (AgEcon Search)
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 references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link 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 profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.