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An economic analysis of the optimal information security investment in the case of a risk-averse firm

  • Derrick Huang, C.
  • Hu, Qing
  • Behara, Ravi S.
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    File URL: http://www.sciencedirect.com/science/article/B6VF8-4S98TWG-1/2/eef287240dcb9a1df7586d333781c21f
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    Article provided by Elsevier in its journal International Journal of Production Economics.

    Volume (Year): 114 (2008)
    Issue (Month): 2 (August)
    Pages: 793-804

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    Handle: RePEc:eee:proeco:v:114:y:2008:i:2:p:793-804
    Contact details of provider: Web page: http://www.elsevier.com/locate/ijpe

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    1. Fishburn, Peter C, 1989. " Retrospective on the Utility Theory of von Neumann and Morgenstern," Journal of Risk and Uncertainty, Springer, vol. 2(2), pages 127-57, June.
    2. Henderson, Vicky & Hobson, David G., 2002. "Real options with constant relative risk aversion," Journal of Economic Dynamics and Control, Elsevier, vol. 27(2), pages 329-355, December.
    3. Stapleton, R C & Subrahmanyam, M G, 1990. "Risk Aversion and the Intertemporal Behavior of Asset Prices," Review of Financial Studies, Society for Financial Studies, vol. 3(4), pages 677-93.
    4. Browne, S., 1995. "Optimal Investment Policies for a Firm with a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin," Papers 95-08, Columbia - Graduate School of Business.
    5. Milton Friedman & L. J. Savage, 1952. "The Expected-Utility Hypothesis and the Measurability of Utility," Journal of Political Economy, University of Chicago Press, vol. 60, pages 463.
    6. Menoncin, Francesco, 2002. "Optimal portfolio and background risk: an exact and an approximated solution," Insurance: Mathematics and Economics, Elsevier, vol. 31(2), pages 249-265, October.
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