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Demand Uncertainty in Imperfect Competition
3 references·16 citing·43 second hop
Demand Uncertainty in Imperfect Competition (1971)Demand Uncertainty in Imperfect Competiti…Risk Aversion in the Small and in the Large (1976)Risk Aversion in the Small an…Aspects of the Theory of Risk-Bearing. (1966)Aspects of the Theory of Risk…Uncertainty and Price Theory (1959)Uncertainty and Price TheoryOn sales effort and pricing decisions under alternative risk criteria (2020)On sales effort and pricing d…On pricing and quality decisions with risk aversion (2019)On pricing and quality decisi…A note on pricing with risk aversion (2011)A note on pricing with risk a…Adapting Prices or Quantities in the Presence of Adjustment Costs? (2004)Adapting Prices or Quantities…Risk-averse firms in oligopoly (2002)Risk-averse firms in oligopolyMonopoly Price Dispersion Under Demand Uncertainty (2001)Monopoly Price Dispersion Und…Networks versus Vertical Integration (2000)Networks versus Vertical Inte…Capital Budgeting for Volume Flexible Equipment (1996)Capital Budgeting for Volume …Output Decision Under Demand Uncertainty with Stochastic Production Function: A Contingent Claims Approach (1990)Output Decision Under Demand …Inventory Decision under Demand Uncertainty: A Contingent Claims Approach (1990)Inventory Decision under Dema…Inventory management under uncertainty: A financial theory for the transactions motive (1989)Inventory management under un…An Analysis of Optimal Advertising Under Uncertainty (1985)An Analysis of Optimal Advert…Risk, risk aversion and many control variables (1983)Risk, risk aversion and many …STOCHASTIC COST‐VOLUME‐PROFIT ANALYSIS WITH A LINEAR DEMAND FUNCTION (1981)STOCHASTIC COST‐VOLUME‐PROFIT…The Ranking of Behavioral Modes of the Firm Facing Uncertain Demand (1980)The Ranking of Behavioral Mod…A controlled birth and death process model of optimal product pricing under stochastically changing demand (1977)A controlled birth and death …Risk Pooling and Intermediate Trading Agents (1981)The Value of Flexibility in Make-to-Order Systems: The Effect of Demand Correlation (2010)Uncertainty and the Evaluation of Public Investment Decisions (2013)Why Does Stock Market Volatility Change Over Time? 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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. 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this work references cited by second hop

References

  • 1976Risk Aversion in the Small and in the Large4,655 cited
  • 1966Aspects of the Theory of Risk-Bearing.1,888 cited
  • 1959Uncertainty and Price Theory458 cited

Cited by

  • 2000Networks versus Vertical Integration125 cited
  • 2001Monopoly Price Dispersion Under Demand Uncertainty103 cited
  • 2002Risk-averse firms in oligopoly81 cited
  • 1996Capital Budgeting for Volume Flexible Equipment53 cited
  • 1980The Ranking of Behavioral Modes of the Firm Facing Uncertain Demand37 cited
  • 2019On pricing and quality decisions with risk aversion29 cited
  • 1990Output Decision Under Demand Uncertainty with Stochastic Production Function: A Contingent Claims Approach28 cited
  • 1985An Analysis of Optimal Advertising Under Uncertainty27 cited
  • 2020On sales effort and pricing decisions under alternative risk criteria25 cited
  • 1981STOCHASTIC COST‐VOLUME‐PROFIT ANALYSIS WITH A LINEAR DEMAND FUNCTION25 cited
  • 1989Inventory management under uncertainty: A financial theory for the transactions motive21 cited
  • 2011A note on pricing with risk aversion18 cited

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1990
Inventory Decision under Demand Uncertainty: A Contingent Claims Approach
15 cited
  • 2004Adapting Prices or Quantities in the Presence of Adjustment Costs?13 cited
  • 1977A controlled birth and death process model of optimal product pricing under stochastically changing demand13 cited
  • 1983Risk, risk aversion and many control variables1 cited