An economic analysis of the optimal information security investment in the case of a risk-averse firm
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- Fishburn, Peter C, 1989. "Retrospective on the Utility Theory of von Neumann and Morgenstern," Journal of Risk and Uncertainty, Springer, vol. 2(2), pages 127-157, June.
- 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.
- 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.
- 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 463-463.
- 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 677-693.
- 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.
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- repec:spr:elcore:v:17:y:2017:i:4:d:10.1007_s10660-016-9238-3 is not listed on IDEAS
- Huang, C. Derrick & Behara, Ravi S., 2013. "Economics of information security investment in the case of concurrent heterogeneous attacks with budget constraints," International Journal of Production Economics, Elsevier, vol. 141(1), pages 255-268.
- repec:spr:infosf:v:17:y:2015:i:2:d:10.1007_s10796-013-9411-3 is not listed on IDEAS
- Xing Gao & Weijun Zhong, 2016. "Economic incentives in security information sharing: the effects of market structures," Information Technology and Management, Springer, vol. 17(4), pages 361-377, December.
- Mayadunne, Sanjaya & Park, Sungjune, 2016. "An economic model to evaluate information security investment of risk-taking small and medium enterprises," International Journal of Production Economics, Elsevier, vol. 182(C), pages 519-530.
- Yosra Miaoui & Noureddine Boudriga, 0. "Enterprise security investment through time when facing different types of vulnerabilities," Information Systems Frontiers, Springer, vol. 0, pages 1-40.
- Liao, Chun-Hsiung & Chen, Chun-Wei, 2014. "Network externality and incentive to invest in network security," Economic Modelling, Elsevier, vol. 36(C), pages 398-404.
- repec:spr:jglopt:v:70:y:2018:i:2:d:10.1007_s10898-017-0585-y is not listed on IDEAS
- repec:pal:jorsoc:v:68:y:2017:i:10:d:10.1057_s41274-016-0134-y is not listed on IDEAS
- Jhih-Hua Jhang-Li & Cheng-Wei Chang, 0. "Analyzing the operation of cloud supply chain: adoption barriers and business model," Electronic Commerce Research, Springer, vol. 0, pages 1-34.
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