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Two-moment Decision Models and Expected Utility Maximization

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Cited by:

  1. Demougin, Dominique & Sinn, Hans-Werner, 1994. "Privatization, risk-taking, and the communist firm," Journal of Public Economics, Elsevier, vol. 55(2), pages 203-231, October.
  2. Abler, David G., 1992. "Issues In Pesticide Policy: Discussion," Northeastern Journal of Agricultural and Resource Economics, Northeastern Agricultural and Resource Economics Association, vol. 21(2), pages 1-3, October.
  3. Nolan Miller & Alexander Wagner & Richard Zeckhauser, 2013. "Solomonic separation: Risk decisions as productivity indicators," Journal of Risk and Uncertainty, Springer, vol. 46(3), pages 265-297, June.
  4. Christopher B. Barrett, 1999. "The effects of real exchange rate depreciation on stochastic producer prices in low‐income agriculture," Agricultural Economics, International Association of Agricultural Economists, vol. 20(3), pages 215-230, May.
  5. Al-Khazali, Osamah & Mirzaei, Ali, 2017. "Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 51(C), pages 190-208.
  6. Barry, Peter J. & Escalante, Cesar L. & Moss, Leeann E., 2002. "Rental Premiums For Share Versus Cash Leases," 2002 Annual meeting, July 28-31, Long Beach, CA 19684, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  7. Pablo C. Benítez & Timo Kuosmanen & Roland Olschewski & G. Cornelis van Kooten, 2006. "Conservation Payments under Risk: A Stochastic Dominance Approach," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 88(1), pages 1-15.
  8. Uwe Dulleck & Andreas Löffler, 2021. "μ – σ Games," Games, MDPI, vol. 12(1), pages 1-12, January.
  9. Chu, Mei-chin & Swinton, Scott M. & Batie, Sandra S. & Dobbins, Craig & Doering, Otto, III & Ritchie, Joe T., 1995. "Designing Contracts To Reduce Agricultural Non-Point Source Pollution," 1995 Annual Meeting, August 6-9, Indianapolis, Indiana 271474, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  10. Thomas Eichner & Andreas Wagener, 2002. "Increases in Risk and the Welfare State," CESifo Working Paper Series 685, CESifo.
  11. Fraser, Rob W., 1993. "Welfare Effects of and Supply Responses to Recent Australian Agricultural Policy Changes," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 61(01), pages 1-7, April.
  12. Andreas Wagener, 2005. "Linear risk tolerance and mean-variance preferences," Economics Bulletin, AccessEcon, vol. 4(1), pages 1-8.
  13. Li, Chenguang & Sexton, Richard J., 2009. "Impacts of Retailers’ Pricing Strategies for Produce Commodities on Farmer Welfare," 2009 Conference, August 16-22, 2009, Beijing, China 51720, International Association of Agricultural Economists.
  14. Caporin, Massimiliano & Costola, Michele & Jannin, Gregory & Maillet, Bertrand, 2018. "“On the (Ab)use of Omega?”," Journal of Empirical Finance, Elsevier, vol. 46(C), pages 11-33.
  15. Heike Auerswald & Kai A. Konrad & Marcel Thum, 2018. "Adaptation, mitigation and risk-taking in climate policy," Journal of Economics, Springer, vol. 124(3), pages 269-287, July.
  16. Thomas Eichner & Andreas Wagener, 2005. "Notes and Comments: Measures of risk attitude: correspondences between mean-variance and expected-utility approaches," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 28(1), pages 53-65, June.
  17. Unterschultz, James R., 2000. "New Instruments For Co-Ordination And Risk Sharing Within The Canadian Beef Industry," Project Report Series 24046, University of Alberta, Department of Resource Economics and Environmental Sociology.
  18. Broll, Udo & Roldán-Ponce, Antonio & Wahl, Jack E., 2007. "Barriers to Diversification and Regional Allocation of Capital," Dresden Discussion Paper Series in Economics 14/07, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
  19. Konrad, Kai A., 1989. "Kapitaleinkommensteuern und beschleunigte Abschreibungen bei Unsicherheit," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 47(3), pages 404-427.
  20. Steven Stillman, 2000. "Labor Market Uncertainty and Private Sector Labor Supply in Russia," William Davidson Institute Working Papers Series 359, William Davidson Institute at the University of Michigan.
  21. Barrett, Christopher B., 1999. "Stochastic food prices and slash-and-burn agriculture," Environment and Development Economics, Cambridge University Press, vol. 4(2), pages 161-176, May.
  22. Chu, Mei-Chin & Swinton, Scott M. & Batie, Sandra S., 1997. "A Risk Programming Approach To Designing Contracts To Reduce Nitrate Leaching," Staff Paper Series 11594, Michigan State University, Department of Agricultural, Food, and Resource Economics.
  23. Phillips Peter J, 2011. "Lone Wolf Terrorism," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 17(1), pages 1-31, March.
  24. Holt, Matthew T., 1989. "Risk, Rational Expectations, and Price Stabilization in the U.S. Corn Market," Staff Papers 200480, University of Wisconsin-Madison, Department of Agricultural and Applied Economics.
  25. Bobojonov, Ihtiyor & Berg, Ernst & Franz-Vasdeki, Jennifer & Martius, Christopher & Lamers, John P.A., 2016. "Income and irrigation water use efficiency under climate change: An application of spatial stochastic crop and water allocation model to Western Uzbekistan," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 13, pages 19-30.
  26. Liu, Xuanli & Miller, Gay Y. & McNamara, Paul E., 2005. "Do Antibiotics Reduce Production Risk for U.S. Pork Producers?," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 37(3), pages 1-11, December.
  27. Freeman, Mark C. & Wagner, Gernot & Zeckhauser, Richard J., 2015. "Climate Sensitivity Uncertainty: When Is Good News Bad?," Working Paper Series rwp15-002, Harvard University, John F. Kennedy School of Government.
  28. Gelo, Dambala, 2020. "Forest commons, vertical integration and smallholder’s saving and investment responses: Evidence from a quasi-experiment," World Development, Elsevier, vol. 132(C).
  29. Auer, Benjamin R., 2015. "Does the choice of performance measure influence the evaluation of commodity investments?," International Review of Financial Analysis, Elsevier, vol. 38(C), pages 142-150.
  30. Encinosa III, William E. & Gaynor, Martin & Rebitzer, James B., 2007. "The sociology of groups and the economics of incentives: Theory and evidence on compensation systems," Journal of Economic Behavior & Organization, Elsevier, vol. 62(2), pages 187-214, February.
  31. Bardsley, Peter, 1995. "Optimal leverage for the utility maximizing firm," Journal of Economic Behavior & Organization, Elsevier, vol. 26(2), pages 237-251, March.
  32. Duncan, Steven Scott, 1988. "The relevant forecast of variance of income for marketing decisions under uncertainty," ISU General Staff Papers 198801010800009839, Iowa State University, Department of Economics.
  33. Gan, Quan, 2014. "Location-scale portfolio selection with factor-recentered skew normal asset returns," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 176-187.
  34. Egozcue, Martin & Wong, Wing-Keung, 2010. "Gains from diversification on convex combinations: A majorization and stochastic dominance approach," European Journal of Operational Research, Elsevier, vol. 200(3), pages 893-900, February.
  35. Castejon, Mario & Moss, Charles B. & Ford, Stephen A., 1989. "Effect Of Debt Position On The Choice Of Marketing Strategies For Florida Orange Growers," 1989 Annual Meeting, July 30-August 2, Baton Rouge, Louisiana 270465, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  36. Wong, Wing-Keung & Phoon, Kok Fai & Lean, Hooi Hooi, 2008. "Stochastic dominance analysis of Asian hedge funds," Pacific-Basin Finance Journal, Elsevier, vol. 16(3), pages 204-223, June.
  37. Schuhmacher, Frank & Auer, Benjamin R., 2014. "Sufficient conditions under which SSD- and MR-efficient sets are identical," European Journal of Operational Research, Elsevier, vol. 239(3), pages 756-763.
  38. Bosch, Darrell J. & Fuglie, Keith O. & Keim, Russ W., 1994. "Economic and Environmental Effects of Nitrogen Testing for Fertilizer Management," Staff Reports 278741, United States Department of Agriculture, Economic Research Service.
  39. Petr Havlik & Geoffroy Enjolras & Jean-Marie Boisson & Florence Jacquet & Michel Lherm & Patrick Veysset, 2008. "Environmental good production in the optimum activities portfolio of a risk averse-farmer," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement, INRA Department of Economics, vol. 86(1), pages 9-33.
  40. Thomas Eichner, 2008. "Mean Variance Vulnerability," Management Science, INFORMS, vol. 54(3), pages 586-593, March.
  41. Broll, Udo & Wong, Wing-Keung & Wu, Mojia, 2013. "Banking Firm and Two-Moment Decision Making," MPRA Paper 51687, University Library of Munich, Germany.
  42. Ursula Aldana & Jeremy D. Foltz & Bradford L. Barham & Pilar Useche, 2010. "Sequential Adoption of Package Technologies: The Dynamics of Stacked Trait Corn Adoption," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 93(1), pages 130-143.
  43. Marra, Michele C. & Schurle, Bryan W., 1994. "Kansas Wheat Yield Risk Measures And Aggregation: A Meta- Analysis Approach," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 19(1), pages 1-9, July.
  44. Udo Broll & Soumyatanu Mukherjee, 2018. "The attitude of multinationals towards risks," Discussion Papers 2018-02, University of Nottingham, GEP.
  45. Wing-Keung Wong & Chenghu Ma, 2008. "Preferences over location-scale family," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 37(1), pages 119-146, October.
  46. Dillon, Andrew, 2008. "Access to irrigation and the escape from poverty: Evidence from Northern Mali," IFPRI discussion papers 782, International Food Policy Research Institute (IFPRI).
  47. Pan, Ming-Shiun & Chan, Kam C. & Fok, Chi-Wing, 1995. "The distribution of currency futures price changes: A two-piece mixture of normals approach," International Review of Economics & Finance, Elsevier, vol. 4(1), pages 69-78.
  48. Thomas C. Chiang & Hooi Hooi Lean & Wing-Keung Wong, 2008. "Do REITs Outperform Stocks and Fixed-Income Assets? New Evidence from Mean-Variance and Stochastic Dominance Approaches," JRFM, MDPI, vol. 1(1), pages 1-40, December.
  49. De Pinto, Alessandro & Robertson, Richard D. & Obiri, Beatrice Darko, 2013. "Adoption of climate change mitigation practices by risk-averse farmers in the Ashanti Region, Ghana," Ecological Economics, Elsevier, vol. 86(C), pages 47-54.
  50. Eichner, Thomas, 2004. "A further remark on two-moment decision models and utility-representable preferences," Journal of Economic Behavior & Organization, Elsevier, vol. 55(3), pages 435-436, November.
  51. Bettina Klose & Paul Schweinzer, 2022. "Auctioning risk: the all-pay auction under mean-variance preferences," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(4), pages 881-916, June.
  52. Berk, Jonathan B., 1997. "Necessary Conditions for the CAPM," Journal of Economic Theory, Elsevier, vol. 73(1), pages 245-257, March.
  53. Fatma Lajeri-Chaherli, 2016. "On The Concavity And Quasiconcavity Properties Of ( Σ , Μ ) Utility Functions," Bulletin of Economic Research, Wiley Blackwell, vol. 68(3), pages 287-296, April.
  54. Kai-Yin Woo & Chulin Mai & Michael McAleer & Wing-Keung Wong, 2020. "Review on Efficiency and Anomalies in Stock Markets," Economies, MDPI, vol. 8(1), pages 1-51, March.
  55. Thomas Eichner, 2013. "Increases in skewness and insurance," Economics Bulletin, AccessEcon, vol. 33(4), pages 2672-2681.
  56. Escalante, Cesar L. & Rejesus, Roderick M., 2005. "Farmland Control Decisions under Different Intertemporal Risk Behavioral Constructs," 2005 Annual meeting, July 24-27, Providence, RI 19113, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  57. Geiger, Gebhard, 2002. "On the statistical foundations of non-linear utility theory: The case of status quo-dependent preferences," European Journal of Operational Research, Elsevier, vol. 136(2), pages 449-465, January.
  58. Mitchell, Paul D., 2004. "Nutrient Best Management Practice Insurance and Farmer Perceptions of Adoption Risk," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 36(3), pages 657-673, December.
  59. Meyer, Jack, 1988. "Two Moment Decision Models And Expected Utility Maximization: Some Implications For Applied Research," Regional Research Projects > 1988: S-180 Annual Meeting, March 20-23, 1988, Savannah, Georgia 272846, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.
  60. Salim, Juma K. & Dillon, Carl R. & McAllister, Jack, 2006. "Risk management on application of minimum-cost feed ration for nitrogen and phosphorus reduction on dairy farm," 2006 Annual meeting, July 23-26, Long Beach, CA 21274, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  61. Devendra Kumar & Anju Goyal, 2019. "Order Statistics from the Power Lindley Distribution and Associated Inference with Application," Annals of Data Science, Springer, vol. 6(1), pages 153-177, March.
  62. Gerry Boyle & Denis Conniffe, 2006. "Compatibility of Expected Utility and µ/s Approaches to Risk for a Class of Non Location-Scale Distributions," Economics Department Working Paper Series n1670406, Department of Economics, National University of Ireland - Maynooth.
  63. Michael Finus & Pedro Pintassilgo & Alistair Ulph, 2014. "International Environmental Agreements with Uncertainty, Learning and Risk Aversion," Department of Economics Working Papers 19/14, University of Bath, Department of Economics.
  64. Zhang, Duo, 2008. "Non-convex optimal portfolio sets and constant relative risk aversion," Journal of Economics and Business, Elsevier, vol. 60(6), pages 551-555.
  65. Nelson, Carl H. & Ndjeunga, Jupiter, 1997. "Elliptical Symmetry, Expected Utility, And Mean-Variance Analysis," ACE Reports 14795, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
  66. Scott M Gilpatric, 2009. "Risk Taking In Contests And The Role Of Carrots And Sticks," Economic Inquiry, Western Economic Association International, vol. 47(2), pages 266-277, April.
  67. Xiaoxia Huang & Guowei Jiang, 2021. "Portfolio management with background risk under uncertain mean-variance utility," Fuzzy Optimization and Decision Making, Springer, vol. 20(3), pages 315-330, September.
  68. Barrett, Christopher B., 1998. "Immiserized growth in liberalized agriculture," World Development, Elsevier, vol. 26(5), pages 743-753, May.
  69. Gesche, Tobias, 2021. "De-biasing strategic communication," Games and Economic Behavior, Elsevier, vol. 130(C), pages 452-464.
  70. Hennessy, David A., 1998. "Industry equilibrium under price distribution and cost shifts," Journal of Economics and Business, Elsevier, vol. 50(6), pages 509-523, November.
  71. Soumyatanu Mukherjee & Sidhartha S Padhi, 2018. "Risk connectivity and risk mitigation: An analytical framework," Discussion Papers 2018-11, University of Nottingham, CREDIT.
  72. Paris, Quirino, 2015. "Positive Mathematical Programming with Generalized Risk: A Revision," Working Papers 202865, University of California, Davis, Department of Agricultural and Resource Economics.
  73. Chen, Hsiao-Chi & Liu, Shi-Miin, 2016. "Should ports expand their facilities under congestion and uncertainty?," Transportation Research Part B: Methodological, Elsevier, vol. 85(C), pages 109-131.
  74. Fatma Lajeri-Chaherli, 2004. "Proper and Standard Risk Aversion in Two-Moment Decision Models," Theory and Decision, Springer, vol. 57(3), pages 213-225, November.
  75. Frank Schuhmacher & Hendrik Kohrs & Benjamin R. Auer, 2021. "Justifying Mean-Variance Portfolio Selection when Asset Returns Are Skewed," Management Science, INFORMS, vol. 67(12), pages 7812-7824, December.
  76. Bill Woodland & Linda Woodland, 1999. "Expected utility, skewness, and the baseball betting market," Applied Economics, Taylor & Francis Journals, vol. 31(3), pages 337-345.
  77. Kang, Taehoon & Wade Brorsen, B. & Adam, Brian D., 1996. "A new efficiency criterion: The mean-separated target deviations risk model," Journal of Economics and Business, Elsevier, vol. 48(1), pages 47-66, February.
  78. Gouzaye, Amadou & Vitale, Jeffrey D. & Epplin, Francis M. & Adam, Brian D. & Stoecker, Arthur L., 2013. "The Value of Price Stabilization Policy for Cotton Producers in Burkina Faso," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 142882, Southern Agricultural Economics Association.
  79. Blank, Steven C., 2001. "Globalization, Cropping Choices, and Profitability in American Agriculture," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 33(2), pages 315-326, August.
  80. Dillon, Carl R., 2002. "A Mathematical Programming Model For Optimal Management Zone Delineation In Precision Agriculture," 2002 Annual meeting, July 28-31, Long Beach, CA 19672, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  81. Bonilla, Claudio A. & Ruiz, Jose L., 2014. "Insurance demand and first order risk increases under (μ,σ)-preferences," Finance Research Letters, Elsevier, vol. 11(3), pages 219-223.
  82. Eichner, Thomas & Wagener, Andreas, 2011. "Increases in skewness and three-moment preferences," Mathematical Social Sciences, Elsevier, vol. 61(2), pages 109-113, March.
  83. Broll, Udo & Roldán-Ponce, Antonio & Wahl, Jack E., 2010. "Spatial allocation of capital: The role of risk preferences," Dresden Discussion Paper Series in Economics 03/10, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
  84. H. Holly Wang & Yanping Zhang & Laping Wu, 2011. "Is contract farming a risk management instrument for Chinese farmers?," China Agricultural Economic Review, Emerald Group Publishing Limited, vol. 3(4), pages 489-505, November.
  85. Linden McBride & Leah Bevis, 2019. "Working Paper 311 - Risk, Returns, and Welfare," Working Paper Series 2437, African Development Bank.
  86. Vedenov, Dmitry V., 2008. "Application of Copulas to Estimation of Joint Crop Yield Distributions," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6264, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  87. Gilles Boevi Koumou & Georges Dionne, 2022. "Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation," Risks, MDPI, vol. 10(11), pages 1-19, October.
  88. Just, Richard E., 2003. "Risk research in agricultural economics: opportunities and challenges for the next twenty-five years," Agricultural Systems, Elsevier, vol. 75(2-3), pages 123-159.
  89. Vergara, Marcos & Bonilla, Claudio A., 2021. "Precautionary saving in mean-variance models and different sources of risk," Economic Modelling, Elsevier, vol. 98(C), pages 280-289.
  90. Thomas Eichner & Andreas Wagener, 2011. "Portfolio allocation and asset demand with mean-variance preferences," Theory and Decision, Springer, vol. 70(2), pages 179-193, February.
  91. Bokusheva, Raushan & Breustedt, Gunnar, 2012. "The Effectiveness of Weather-Based Index Insurance and Area-Yield Crop Insurance: How Reliable are ex post Predictions for Yield Risk Reduction?," Quarterly Journal of International Agriculture, Humboldt-Universitaat zu Berlin, vol. 51(2), pages 1-22, May.
  92. Gandonou, Jean-Marc & Dillon, Carl R. & Harman, Wyatte L. & Williams, Jimmy R., 2004. "Precision Farming As A Tool In Reducing Environmental Damages In Developing Countries: A Case Study Of Cotton Production In Benin," 2004 Annual meeting, August 1-4, Denver, CO 20086, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  93. Coffey, Brian K. & Skees, Jerry R. & Dillon, Carl R. & Anderson, John D., 2001. "Potential Effects Of Subsidized Livestock Insurance On Livestock Production," 2001 Annual meeting, August 5-8, Chicago, IL 20606, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  94. Thomas Eichner & Rüdiger Pethig, 2015. "Efficient Management of Insecure Fossil Fuel Imports through Taxing Domestic Green Energy?," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 17(5), pages 724-751, October.
  95. Conniffe, Denis, 2008. "Generalised Means of Simple Utility Functions with Risk Aversion," The Economic and Social Review, Economic and Social Studies, vol. 39(1), pages 1-12.
  96. Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018. "Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections," Tinbergen Institute Discussion Papers 18-024/III, Tinbergen Institute.
  97. Rigby, Dan & Burton, Michael & Balcombe, Kelvin & Bateman, Ian & Mulatu, Abay, 2015. "Contract cheating & the market in essays," Journal of Economic Behavior & Organization, Elsevier, vol. 111(C), pages 23-37.
  98. Blank, Steven C., 2005. "Hedging with off-farm income: implications for production and investment decisions across farm sizes," 2005 Annual Meeting, July 6-8, 2005, San Francisco, California 291741, Western Agricultural Economics Association.
  99. Bruce Larson & George Frisvold, 1996. "Uncertainty over future environmental taxes," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 8(4), pages 461-471, December.
  100. Coyle, Barry T., 1994. "Duality Models Of Production Under Risk: A Summary Of Results For Several Nonlinear Mean-Variance Models," 1994 Quantifying Long Run Agricultural Risks and Evaluating Farmer Responses Risk, Technical Committee Meeting, March 24-26, 1994, Gulf Shores State Park, Alabama 271556, Regional Research Projects > S-232: Quantifying Long Run Agricultural Risks and Evaluating Farmer Responses to Risk.
  101. Elisson Andrade & Fabio Mattos & Roberto Arruda de Souza Lima, 2018. "New Insights on Hedge Ratios in the Presence of Stochastic Transaction Costs," Risks, MDPI, vol. 6(4), pages 1-15, October.
  102. Wagener, Andreas, 2002. "Prudence and risk vulnerability in two-moment decision models," Economics Letters, Elsevier, vol. 74(2), pages 229-235, January.
  103. John Mullahy & Jody L. Sindelar, 1995. "Health, Income, and Risk Aversion: Assessing Some Welfare Costs of Alcoholism and Poor Health," Journal of Human Resources, University of Wisconsin Press, vol. 30(3), pages 439-459.
  104. Lefebvre, Marianne & Midler, Estelle & Bontems, Philippe, 2020. "Adoption of environmentally-friendly agricultural practices with background risk: experimental evidence," TSE Working Papers 20-1079, Toulouse School of Economics (TSE).
  105. Broll, Udo & Egozcue, Martín & Wong, Wing-Keung & Zitikis, Ričardas, 2010. "Prospect theory and hedging risks," Dresden Discussion Paper Series in Economics 05/10, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
  106. Bao, Xing & Mirchandani, Prakash & Shang, Jennifer & Narayan, Ramasubbu, 2023. "Playing politics or playing right: Impacts of reputation-seeking on short-term disruptions management," Omega, Elsevier, vol. 116(C).
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  108. D. Johnstone, 2007. "The Value of a Probability Forecast from Portfolio Theory," Theory and Decision, Springer, vol. 63(2), pages 153-203, September.
  109. Meyer, Jack & Robison, Lindon J., 1989. "Equilibrium Land Prices Under Risk," 1989 Quantifying Long Run Agricultural Risks and Evaluating Farmer Responses to Risk Meeting, April 9-12, 1989, Sanibel Island, Florida 271530, Regional Research Projects > S-232: Quantifying Long Run Agricultural Risks and Evaluating Farmer Responses to Risk.
  110. Chavas, Jean-Paul & Kim, Kwansoo & Lauer, Joseph G. & Klemme, Richard M. & Bland, William L., 2001. "An Economic Analysis Of Corn Yield, Corn Profitability, And Risk At The Edge Of The Corn Belt," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 26(1), pages 1-18, July.
  111. Jeitschko, Thomas D. & Jeung, Shin Dong, 2005. "Incentives for risk-taking in banking - A unified approach," Journal of Banking & Finance, Elsevier, vol. 29(3), pages 759-777, March.
  112. Oyarzun, Carlos & Sarin, Rajiv, 2012. "Mean and variance responsive learning," Games and Economic Behavior, Elsevier, vol. 75(2), pages 855-866.
  113. Thomas Eichner & Daniel Weinreich, 2015. "Welfare stigma and risk taking in the welfare state," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 44(2), pages 319-348, February.
  114. Lean, Hooi Hooi & Smyth, Russell & Wong, Wing-Keung, 2007. "Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach," Journal of Multinational Financial Management, Elsevier, vol. 17(2), pages 125-141, April.
  115. Xu Guo & Andreas Wagener & Wing-Keung Wong & Lixing Zhu, 2018. "The two-moment decision model with additive risks," Risk Management, Palgrave Macmillan, vol. 20(1), pages 77-94, February.
  116. Kruschwitz, Lutz & Löffler, Andreas, 2009. "Do taxes matter in the CAPM?," arqus Discussion Papers in Quantitative Tax Research 73, arqus - Arbeitskreis Quantitative Steuerlehre.
  117. Trino-Manuel Niguez & Ivan Paya & David Peel & Javier Perote, 2013. "Higher-order moments in the theory of diversification and portfolio composition," Working Papers 18297128, Lancaster University Management School, Economics Department.
  118. Richard D. Farmer, 2006. "Risk-Smoothing Across Time and the Demand for Inventories: A Mean-Variance Approach," Eastern Economic Journal, Eastern Economic Association, vol. 32(4), pages 699-722, Fall.
  119. Rosenzweig, Mark R & Binswanger, Hans P, 1993. "Wealth, Weather Risk and the Composition and Profitability of Agricultural Investments," Economic Journal, Royal Economic Society, vol. 103(416), pages 56-78, January.
  120. Thomas Eichner & Andreas Wagener, 2009. "Multiple Risks and Mean-Variance Preferences," Operations Research, INFORMS, vol. 57(5), pages 1142-1154, October.
  121. Udo Broll & Jack E. Wahl, 2004. "Optimal hedge ratio and elasticity of risk aversion," Economics Bulletin, AccessEcon, vol. 6(5), pages 1-7.
  122. Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018. "Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections," JRFM, MDPI, vol. 11(1), pages 1-29, March.
  123. Broll, Udo & Gilroy, Bernard Michael & Wahl, Jack E., 2003. "Information, unternehmensinterne Kommunikation und Risikopolitik [Information, intra-firm communication and risk policy]," MPRA Paper 21731, University Library of Munich, Germany.
  124. van Ewijk, Bernadette J. & Gijsbrechts, Els & Steenkamp, Jan-Benedict E.M., 2022. "The dark side of innovation: How new SKUs affect brand choice in the presence of consumer uncertainty and learning," International Journal of Research in Marketing, Elsevier, vol. 39(4), pages 967-987.
  125. Paris, Quirino, 2014. "Positive Mathematical Programming with Generalized Risk," Working Papers 181605, University of California, Davis, Department of Agricultural and Resource Economics.
  126. D. Johnstone & D. Lindley, 2011. "Elementary proof that mean–variance implies quadratic utility," Theory and Decision, Springer, vol. 70(2), pages 149-155, February.
  127. Moss, Charles B. & Ford, Stephen A. & Castejon, Mario, 1991. "Effect of Debt Position on the Choice of Marketing Strategies for Florida Orange Growers: A Risk Efficiency Approach," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 23(2), pages 103-112, December.
  128. Bigman, David, 1995. "Approximation methods for ranking risky investment alternatives," Agricultural Economics, Blackwell, vol. 12(1), pages 1-9, April.
  129. Aggarwal, Rimjhim M., 2007. "Role of risk sharing and transaction costs in contract choice: Theory and evidence from groundwater contracts," Journal of Economic Behavior & Organization, Elsevier, vol. 63(3), pages 475-496, July.
  130. Conniffe, Denis & O'Neill, Donal, 2012. "An Alternative Explanation for the Variation in Reported Estimates of Risk Aversion," IZA Discussion Papers 6877, Institute of Labor Economics (IZA).
  131. Loehman, E. & Yu, Z. & Ngambeki, D. S. & Deuson, R., 1995. "Measuring yield risk effects of new technologies with on-farm trials: A case study in north Cameroon," Agricultural Systems, Elsevier, vol. 48(2), pages 223-240.
  132. Tobias Gesche, 2016. "De-biasing strategic communication," ECON - Working Papers 216, Department of Economics - University of Zurich, revised Sep 2021.
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