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RISK ANALYSIS FOR PROPRIETORS WITH LIMITED LIABILITY: A MEAN- VARIANCE, SAFETY- FIRST SYNTHESIS
7 references·1 citing·29 second hop
RISK ANALYSIS FOR PROPRIETORS WITH LIMITED LIABILITY: A MEAN- VARIANCE, SAFETY- FIRST SYNTHESIS (1991)RISK ANALYSIS FOR PROPRIETORS WITH LIMITE…The competitive firm's response to risk (1987)The competitive firm's respon…An Alternative Approach to Decisions under Uncertainty Using the Empirical Moment‐Generating Function (1986)An Alternative Approach to De…Distinguishing Between Initial and Final Outcome Variables to Predict Choices Under Risk or Why Woody Chip Went to the Air (1983)Distinguishing Between Initia…Optimal Choices among Alternative Technologies with Stochastic Yield (1981)Optimal Choices among Alterna…UTILITY FUNCTIONS WITH JUMP DISCONTINUITIES: SOME EVIDENCE AND IMPLICATIONS FROM PEASANT AGRICULTURE (1974)UTILITY FUNCTIONS WITH JUMP D…The Introduction of Risk into a Programming Model (1956)The Introduction of Risk into…Safety First and the Holding of Assets (1952)Safety First and the Holding …Risk Analysis through the Half-Normal Distribution (2020)Risk Analysis through the Hal…The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)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 Moral or the Rational Peasant? Competing Hypotheses of Collective Action (1983)The Output Decision of a Risk‐Neutral Producer under Risk of Liquidation (2000)Risky Curves: From Unobservable Utility to Observable Opportunity Sets (2011)SIMULTANEOUS INPUT DEMANDS AND LAND ALLOCATION IN AGRICULTURAL PRODUCTION UNDER CERTAINTY (1987)A Small‐Sample Comparison of Estimators in the EU‐MGF Approach to Decision Making (1989)The Rationale of the Mean-Standard Deviation Analysis, Skewness Preference, and the Demand for Money (1989)The Socioeconomic Basis of Farm Enterprise Diversification Decisions1 (1990)Rules for Ordering Uncertain Prospects (1969)Essays in the Theory of Risk-Bearing. (1972)Risk Aversion in the Small and in the Large (1976)Demonstration of the Use of Lower Partial Moments to Improve Safety‐First Probability Limits (1985)Quadratic Utility and Linear Mean-Variance: A Pedagogic Note (1991)The Utility Analysis of Choices Involving Risk (1948)Alternative Approaches to the Theory of Choice in Risk-Taking Situations (1951)Comparison of Alternative Utility Functions in Portfolio Selection Problems (1983)Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming (1986)Operations Research Models and the Management of Agricultural and Forestry Resources: A Review and Comparison (2006)Option pricing: A simplified approach (1979)Coherent Measures of Risk (1999)What's Wrong with Risk Matrices? (2008)Attitudes Toward Risk: Experimental Measurement in Rural India (1980)On the Measurement of Poverty (1987)An Engine, Not a Camera (2006)Bank activity and funding strategies: The impact on risk and returns☆ (2010)Risk Aversion and Yield Uncertainty in Duality Models of Production: A Mean‐Variance Approach (1999)Supply Chain Management: Models, Applications, and Research Directions (2005)Production Economics and Farm Management: a Century of Contributions (2010)
this work references cited by second hop

References

  • 1952Safety First and the Holding of Assets2,537 cited
  • 1956The Introduction of Risk into a Programming Model614 cited
  • 1987The competitive firm's response to risk396 cited
  • 1981Optimal Choices among Alternative Technologies with Stochastic Yield50 cited
  • 1974UTILITY FUNCTIONS WITH JUMP DISCONTINUITIES: SOME EVIDENCE AND IMPLICATIONS FROM PEASANT AGRICULTURE28 cited
  • 1986An Alternative Approach to Decisions under Uncertainty Using the Empirical Moment‐Generating Function21 cited
  • 1983Distinguishing Between Initial and Final Outcome Variables to Predict Choices Under Risk or Why Woody Chip Went to the Air8 cited

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  • 2020Risk Analysis through the Half-Normal Distribution8 cited

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