A Supply-Response Model Under Invariant Risk Preferences
Download full text from publisher
References listed on IDEAS
- Chambers, Robert G. & Grant, Simon & Polak, Ben & Quiggin, John, 2014.
"A two-parameter model of dispersion aversion,"
Journal of Economic Theory, Elsevier, vol. 150(C), pages 611-641.
- Chambers, Robert G. & Grant, Simon & Polak, Ben & Quiggin, John, 2011. "A Two-Parameter Model of Dispersion Aversion," Risk and Sustainable Management Group Working Papers 151196, University of Queensland, School of Economics.
- Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
- Machina, Mark J, 1982.
""Expected Utility" Analysis without the Independence Axiom,"
Econometrica, Econometric Society, vol. 50(2), pages 277-323, March.
- Mark J Machina, 1982. ""Expected Utility" Analysis without the Independence Axiom," Levine's Working Paper Archive 7650, David K. Levine.
- Epstein, Larry G., 1986. "Implicitly additive utility and the nature of optimal economic growth," Journal of Mathematical Economics, Elsevier, vol. 15(2), pages 111-128, April.
- Batra, Raveendra N & Ullah, Aman, 1974. "Competitive Firm and the Theory of Input Demand under Price Uncertainty," Journal of Political Economy, University of Chicago Press, vol. 82(3), pages 537-548, May/June.
- Quiggin, John & Chambers, R.G.Robert G., 2004. "Invariant risk attitudes," Journal of Economic Theory, Elsevier, vol. 117(1), pages 96-118, July.
- Elie Appelbaum & Eliakim Katz, 1986.
"Transfer seeking and avoidance: On the full social costs of rent seeking,"
Public Choice, Springer, vol. 48(2), pages 175-181, January.
- Elie Appelbaum & Eliakim Katz, 1996. "Transfer seeking and avoidance: On the full social costs of rent seeking," Working Papers 1996_11, York University, Department of Economics.
- Kanas, Angelos & Genius, Margarita, 2005. "Regime (non)stationarity in the US/UK real exchange rate," Economics Letters, Elsevier, vol. 87(3), pages 407-413, June.
- William Lin & G. W. Dean & C. V. Moore, 1974. "An Empirical Test of Utility vs. Profit Maximization in Agricultural Production," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 56(3), pages 497-508.
- Guilkey, David K & Lovell, C A Knox & Sickles, Robin C, 1983. "A Comparison of the Performance of Three Flexible Functional Forms," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 24(3), pages 591-616, October.
- Sandmo, Agnar, 1971.
"On the Theory of the Competitive Firm under Price Uncertainty,"
American Economic Review, American Economic Association, vol. 61(1), pages 65-73, March.
- SANDMO, Agnar, 1971. "On the theory of the competitive firm under price uncertainty," CORE Discussion Papers RP 80, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- V.E. Ball & J.C. Bureau & J.P. Butault & H.P. Witzke, 1993. "The stock of capital in European Community agriculture," Post-Print hal-01072680, HAL.
- Ang, Andrew & Bekaert, Geert, 2002. "Regime Switches in Interest Rates," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(2), pages 163-182, April.
- Benoit Bellone, 2005. "Classical Estimation of Multivariate Markov-Switching Models using MSVARlib," Econometrics 0508017, University Library of Munich, Germany.
- Pope, Rulon D, 1980. "The Generalized Envelope Theorem and Price Uncertainty," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 21(1), pages 75-86, February.
- Ball, V Eldon, et al, 1993. "The Stock of Capital in European Community Agriculture," European Review of Agricultural Economics, Foundation for the European Review of Agricultural Economics, vol. 20(4), pages 437-450.
- Chavas, Jean-Paul & Holt, Matthew T, 1996. "Economic Behavior under Uncertainty: A Joint Analysis of Risk Preferences and Technology," The Review of Economics and Statistics, MIT Press, vol. 78(2), pages 329-335, May.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Kota Minegishi, 2016. "Comparison of production risks in the state-contingent framework: application to balanced panel data," Journal of Productivity Analysis, Springer, vol. 46(2), pages 121-138, December.
More about this item
Keywordsprice risk; invariant risk preferences; producer responses; Cretan olive-oil producers;
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- Q11 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Aggregate Supply and Demand Analysis; Prices
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-AGR-2012-12-22 (Agricultural Economics)
- NEP-EFF-2012-12-22 (Efficiency & Productivity)
- NEP-UPT-2012-12-22 (Utility Models & Prospect Theory)
StatisticsAccess and download statistics
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:crt:wpaper:1209. 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: (Kostis Pigounakis). General contact details of provider: http://edirc.repec.org/data/deuchgr.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.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.