Relative risk aversion, relative prudence and comparative statics under uncertainty: The case of (μ, σ)-preferences
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- Udo Broll & Antonio Roldán-Ponce & Jack Wahl, 2013. "Regional investment under uncertain costs of location," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 51(3), pages 645-657, December.
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- Broll, Udo & Egozcue, Martín & Wong, Wing-Keung, 2009. "Prospect theory and two moment model: the firm under price uncertainty," Dresden Discussion Paper Series in Economics 01/09, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
- Guo, Xu & Wagener, Andreas & Wong, Wing-Keung & Zhu, Lixing, 2017. "The Two-Moment Decision Model with Additive Risks," MPRA Paper 77625, University Library of Munich, Germany.
More about this item
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- D21 - Microeconomics - - Production and Organizations - - - Firm Behavior: Theory
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