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Adaptive optimization of crop production and nitrogen leaching abatement under yield uncertainty
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Adaptive optimization of crop production and nitrogen leaching abatement under yield uncertainty (2011)Adaptive optimization of crop production …Kennedy, John O. S. Dynamic Programming Applications to Agriculture and Natural Resources. London: Elsevier Applied Science Publishers, 1986, xv + 341 pp., $@@‐@@76.00 (1987)Kennedy, John O. S. Dynamic P…Risk Aversion in the Small and in the Large (1976)Risk Aversion in the Small an…Essays in the Theory of Risk-Bearing. (1972)Essays in the Theory of Risk-…Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small an…Supply chain contract design of procurement and risk-sharing under random yield and asymmetric productivity information (2018)Supply chain contract design …Optimal Auction Design (1981)Perspectives in supply chain risk management (2006)Supply chain risk management: a literature review (2015)Competition and coordination for supply chain networks with random yields (2021)A fuzzy decision framework of lean-agile-green (LAG) practices for sustainable vaccine supply chain (2022)Research on investment optimization and coordination of fresh supply chain considering misreporting behavior under blockchain technology (2024)Moral Hazard and Observability (1979)Prospect theory: An analysis of decision under risk (1988)The New Institutional Economics: Taking Stock, Looking Ahead (2000)Adapting to climate change and managing climate risks by using real options (2007)An Overview of Computational Modeling in Agricultural and Resource Economics (2009)Optimal Sequential Plantings of Corn and Soybeans Under Price Uncertainty (2014)Financial Intermediation and Delegated Monitoring (1984)Well-being : the foundations of hedonic psychology (1999)On the measurement of inequality (1970)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)
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References

  • 1964Risk Aversion in the Small and in the Large4,964 cited
  • 1976Risk Aversion in the Small and in the Large4,655 cited
  • 1972Essays in the Theory of Risk-Bearing.3,991 cited
  • 1987Kennedy, John O. S. Dynamic Programming Applications to Agriculture and Natural Resources. London: Elsevier Applied Science Publishers, 1986, xv + 341 pp., $@@‐@@76.00186 cited

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  • 2018Supply chain contract design of procurement and risk-sharing under random yield and asymmetric productivity information27 cited

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