Portfolio Selection Under Exponential And Quadratic Utility
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References listed on IDEAS
- Kallberg, J. G. & Ziemba, W. T., 1979. "On the robustness of the Arrow-Pratt risk aversion measure," Economics Letters, Elsevier, vol. 2(1), pages 21-26.
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- Zuhair, Sugu M.M. & Taylor, Daniel B. & Kramer, Randall A., 1992.
"Choice of utility function form: its effect on classification of risk preferences and the prediction of farmer decisions,"
Agricultural Economics of Agricultural Economists,
International Association of Agricultural Economists, vol. 6(4), April.
- Zuhair, Sugu M. M. & Taylor, Daniel B. & Kramer, Randall A., 1992. "Choice of utility function form: its effect on classification of risk preferences and the prediction of farmer decisions," Agricultural Economics, Blackwell, vol. 6(4), pages 333-344, April.
- Babcock, Bruce A. & Choi, E. Kwan & Feinerman, Eli, 1993.
"Risk And Probability Premiums For Cara Utility Functions,"
Journal of Agricultural and Resource Economics,
Western Agricultural Economics Association, vol. 18(01), July.
- Babcock, Bruce A. & Choi, E. Kwan & Feinerman, Eli, 1993. "Risk and Probability Premiums for Cara Utility Function," Staff General Research Papers Archive 596, Iowa State University, Department of Economics.
- Babcock, Bruce A. & Choi, E. Kwan & Feinerman, Eli, 1993. "Risk and Probability Premiums for CARA Utility Functions," ISU General Staff Papers 199307010700001539, Iowa State University, Department of Economics.
- repec:spr:annopr:v:237:y:2016:i:1:d:10.1007_s10479-014-1702-7 is not listed on IDEAS
- Feinerman, Eli & Shani, Y. & Bresler, E., 1989. "Economic Optimisation Of Sprinkler Irrigation Considering Uncertainty Of Spatial Water Distribution," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 33(02), August.
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