A Critical Examination of the Theory and Practice of Quadratic Risk Programming
Download full text from publisher
References listed on IDEAS
- P. B. R. Hazell, 1971. "A Linear Alternative to Quadratic and Semivariance Programming for Farm Planning under Uncertainty," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 53(1), pages 53-62.
- K. Borch, 1969. "A Note on Uncertainty and Indifference Curves," Review of Economic Studies, Oxford University Press, vol. 36(1), pages 1-4.
- Donald Johnson & Michael Boehlje, 1982. "Minimizing Mean Absolute Deviations to Exactly Solve Expected Utility Problems: Reply," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 64(4), pages 792-793.
- Steven T. Buccola, 1982. "Minimizing Mean Absolute Deviations to Exactly Solve Expected Utility Problems: Comment," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 64(4), pages 789-791.
- James Tobin, 1969. "Comment on Borch and Feldstein," Review of Economic Studies, Oxford University Press, vol. 36(1), pages 13-14.
Most related itemsThese are the items that most often cite the same works as this one and are cited by the same works as this one.
- Yalcin Tuncer, 1975. "Portfolio Analysis with Indirect Utility," The American Economist, Sage Publications, vol. 19(1), pages 32-37, March.
- Ford, Stephen A. & Ford, Beth Pride & Spreen, Thomas H., 1995.
"Evaluation Of Alternative Risk Specifications In Farm Programming Models,"
Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 24(1), pages 1-11, April.
- Ford, Stephen A. & Ford, Beth Pride & Spreen, Thomas H., 1995. "Evaluation of Alternative Risk Specifications in Farm Programming Models," Agricultural and Resource Economics Review, Cambridge University Press, vol. 24(1), pages 25-35, April.
- David S. Jones & V. Vance Roley, 1981. "Bliss Points in Mean-Variance Portfolio Models," NBER Technical Working Papers 0019, National Bureau of Economic Research, Inc.
- Aase, Knut K., 2004. "Jump Dynamics: The Equity Premium and the Risk-Free Rate Puzzles," Discussion Papers 2004/12, Norwegian School of Economics, Department of Business and Management Science.
- V. Vance Roley, 1980. "Symmetry Restrictions in a System of Financial Asset Demands: A Theoretical and Empirical Analysis," NBER Working Papers 0593, National Bureau of Economic Research, Inc.
- Peter Phillips, 2011. "Terrorists’ Equilibrium Choices When No Attack Method is Riskless," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 39(2), pages 129-141, June.
- Merton, Robert, 1990.
"Capital market theory and the pricing of financial securities,"
Handbook of Monetary Economics, in: B. M. Friedman & F. H. Hahn (ed.), Handbook of Monetary Economics, edition 1, volume 1, chapter 11, pages 497-581,
- Merton, Robert C., 1986. "Capital market theory and the pricing of financial securities," Working papers 1818-86., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Valeri Zakamouline & Steen Koekebakker, 2009. "A Generalisation of the Meanâ€ Variance Analysis," European Financial Management, European Financial Management Association, vol. 15(5), pages 934-970, November.
- Anderson, Kim B. & Mapp, Harry P., Jr., 1996. "Risk Management Programs In Extension," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 21(1), pages 1-8, July.
- Doppler, Werner & Salman, Amer Z. & Al-Karablieh, Emad K. & Wolff, Heinz-Peter, 2002. "The impact of water price strategies on the allocation of irrigation water: the case of the Jordan Valley," Agricultural Water Management, Elsevier, vol. 55(3), pages 171-182, June.
- Malavasi, Matteo & Ortobelli Lozza, Sergio & Trück, Stefan, 2021. "Second order of stochastic dominance efficiency vs mean variance efficiency," European Journal of Operational Research, Elsevier, vol. 290(3), pages 1192-1206.
- Colson, Gérard, 1993. "Prenons-nous assez de risque dans les théories du risque?," L'Actualité Economique, Société Canadienne de Science Economique, vol. 69(1), pages 111-141, mars.
- Timothy J. Lowe & Paul V. Preckel, 2004. "Decision Technologies for Agribusiness Problems: A Brief Review of Selected Literature and a Call for Research," Manufacturing & Service Operations Management, INFORMS, vol. 6(3), pages 201-208.
- Young, Douglas & Lin, William & Pope, Rulon & Robison, Lindon & Selley, Roger, 1979. "Risk Preferences Of Agricultual Producers:Their Measurement And Use," Risk Management in Agriculture: Behavioral, Managerial, and Policy Issues, January 25-26, 1979, San Francisco, California 271459, Regional Research Projects > W-149: An Economic Evaluation of Managing Market Risks in Agriculture.
- L.D. Tamini & M. Doyon & M.M. Zan, 2014.
"Investment behavior of Canadian Egg Producers: Analyzing the Impacts of Risk Aversion and Variability of Prices and Costs of Production,"
Cahiers de recherche CREATE
- Tamini, L.D. & Doyon, M. & Zan, M.M., 2014. "Investment Behavior of Canadian Egg Producers: Analyzing the Impacts of Risk Aversion and Variability of Prices and Costs of Production," Working Papers 163032, University of Laval, Center for Research on the Economics of the Environment, Agri-food, Transports and Energy (CREATE).
- King, Robert P. & Robison, Lindon J., 1980. "Implementing Stochastic Dominance With Respect To A Function," Risk Analysis in Agriculture: Research and Educational Developments, January 16-18, 1980, Tucson, Arizona 271563, Regional Research Projects > W-149: An Economic Evaluation of Managing Market Risks in Agriculture.
- Gregor Dorfleitner & Mai Nguyen, 2017. "A new approach for optimizing responsible investments dependently on the initial wealth," Journal of Asset Management, Palgrave Macmillan, vol. 18(2), pages 81-98, March.
- Heller, Yuval & Schreiber, Amnon, 2020. "Short-term investments and indices of risk," Theoretical Economics, Econometric Society, vol. 15(3), July.
- Musshoff, Oliver & Hirschauer, Norbert, 2004. "Optimierung unter Unsicherheit mit Hilfe stochastischer Simulation und Genetischer Algorithmen – dargestellt anhand der Optimierung des Produktionsprogramms eines Brandenburger Marktfruchtbetriebes," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 53(07), pages 1-16.
- Annou, Mamane Malam & Wailes, Eric J. & Thomsen, Michael R., 2005. "A Dynamic Decision Model of Technology Adoption under Uncertainty: Case of Herbicide-Resistant Rice," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 37(1), pages 1-12, April.
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ags:nbaesp:237385. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: . General contact details of provider: https://edirc.repec.org/data/daunlus.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: AgEcon Search (email available below). General contact details of provider: https://edirc.repec.org/data/daunlus.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.