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Risk vs. profit potential: A model for corporate strategy

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Listed author(s):
  • Radner, Roy
  • Shepp, Larry
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    File URL: http://www.sciencedirect.com/science/article/pii/0165-1889(95)00904-3
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    Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

    Volume (Year): 20 (1996)
    Issue (Month): 8 (August)
    Pages: 1373-1393

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    Handle: RePEc:eee:dyncon:v:20:y:1996:i:8:p:1373-1393
    Contact details of provider: Web page: http://www.elsevier.com/locate/jedc

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    1. Black, Fischer & Scholes, Myron S, 1972. "The Valuation of Option Contracts and a Test of Market Efficiency," Journal of Finance, American Finance Association, vol. 27(2), pages 399-417, May.
    2. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
    3. Dutta, P.K. & Radner, R., 1994. "Profit Maximization and the Market Selection Hypothesis," Working papers 9425, Wisconsin Madison - Social Systems.
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