SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Optimal Two‐Part Pricing under Demand Uncertainty
16 references·0 citing·31 second hop
Optimal Two‐Part Pricing under Demand Uncertainty (2013)Optimal Two‐Part Pricing under Demand Unc…A Good Sign for Multivariate Risk Taking (2007)A Good Sign for Multivariate …The Economics of Risk and Time (2001)The Economics of Risk and TimeOn the determinants of bank interest margins under credit and interest rate risks (1997)On the determinants of bank i…Advances in Economics and Econometrics: Theory and Applications (1997)Advances in Economics and Eco…Monotone Comparative Statics (1994)Monotone Comparative StaticsStandard Risk Aversion (1991)Standard Risk AversionPrecautionary Saving in the Small and in the Large (1989)Precautionary Saving in the S…Constant, Increasing and Decreasing Risk Aversion with Many Commodities (1981)Constant, Increasing and Decr…Risk Aversion in the Small and in the Large (1976)Risk Aversion in the Small an…Risk aversion with many commodities (1974)Risk aversion with many commo…Increases in risk and in risk aversion (1974)Increases in risk and in risk…Increasing risk II: Its economic consequences (1971)Increasing risk II: Its econo…A Disneyland Dilemma: Two-Part Tariffs for a Mickey Mouse Monopoly (1971)A Disneyland Dilemma: Two-Par…Behavior Towards Risk with Many Commodities (1969)Behavior Towards Risk with Ma…Aspects of the Theory of Risk-Bearing. (1966)Aspects of the Theory of Risk…Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small an…Essays in the Theory of Risk-Bearing. (1972)Strategic Asset Allocation (2002)Idiosyncratic Risk Matters! (2003)Eliciting Risk and Time Preferences (2008)Theory of games and economic behavior (2019)Saving and Uncertainty: The Precautionary Demand for Saving (1968)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)The analysis of household surveys (1997)Conditional Skewness in Asset Pricing Tests (2000)The design of tax structure: Direct versus indirect taxation (1976)Credit Rationing in Markets with Imperfect Information (1981)Theory of Financial Decision Making. (1988)An Economic Theory of Vertical Restraints (1984)Chapter 10 Price discrimination (1989)The theory of peak-load pricing: A survey (1995)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)On the measurement of inequality (1970)Risk Aversion and Incentive Effects (2002)Optimal rules for ordering uncertain prospects (1975)Net Health Benefits (1998)Stochastic Volatility for Lévy Processes (2003)Information Technology, Workplace Organization and the Demand for Skilled Labor: Firm-Level Evidence (1999)Incentives versus Transaction Costs: A Theory of Procurement Contracts (2001)The Origins of State Capacity: Property Rights, Taxation, and Politics (2009)Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk (2000)The Role of Social Capital in Financial Development (2004)Financial Intermediation and Delegated Monitoring (1984)Prospect theory: An analysis of decision under risk (1988)Well-being : the foundations of hedonic psychology (1999)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)The arbitrage theory of capital asset pricing (1976)
this work references cited by second hop

References

  • 1964Risk Aversion in the Small and in the Large4,964 cited
  • 1976Risk Aversion in the Small and in the Large4,655 cited
  • 1966Aspects of the Theory of Risk-Bearing.1,888 cited
  • 1994Monotone Comparative Statics1,571 cited
  • 1989Precautionary Saving in the Small and in the Large1,498 cited
  • 2001The Economics of Risk and Time1,361 cited
  • 1971Increasing risk II: Its economic consequences1,082 cited
  • 1991Standard Risk Aversion851 cited
  • 1971A Disneyland Dilemma: Two-Part Tariffs for a Mickey Mouse Monopoly590 cited
  • 1974Increases in risk and in risk aversion556 cited
  • 1974Risk aversion with many commodities394 cited
  • 1997On the determinants of bank interest margins under credit and interest rate risks318 cited
  • 2007A Good Sign for Multivariate Risk Taking242 cited
  • 1969Behavior Towards Risk with Many Commodities130 cited
  • 1981Constant, Increasing and Decreasing Risk Aversion with Many Commodities97 cited
  • 1997Advances in Economics and Econometrics: Theory and Applications86 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Cited by

No citing works inside the corpus for this window.