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Public Utility Pricing and Output under Risk
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Public Utility Pricing and Output under Risk (1969)Public Utility Pricing and Output under R…Demand uncertainty and capacity utilization in airlines (2013)Demand uncertainty and capaci…Proposal for a Market-Based Solution to Airport Delays (2007)Proposal for a Market-Based S…Modeling technology adoption as an irreversible investment under uncertainty: the case of the Turkish electricity supply industry (2005)Modeling technology adoption …Information and Usage of Free-Access Congestible Facilities with Stochastic Capacity and Demand (1996)Information and Usage of Free…Public utility pricing and capacity choice under risk: A rational expectations approach (1989)Public utility pricing and ca…Optimal Regulation Under Uncertainty (1981)Optimal Regulation Under Unce…Multi-period pricing with stochastic demand (1979)Multi-period pricing with sto…Monopoly Pricing and Capacity Choice under Uncertainty (1975)Monopoly Pricing and Capacity…Market behavior under uncertainty. (1975)Market behavior under uncerta…Welfare-Maximizing Price and Output with Stochastic Demand: Comment (1973)Welfare-Maximizing Price and …The Nature of the Firm (1937)Strategy and Structure: Chapters in the History of Industrial Enterprise. (1963)Chapter 15 The theory and the facts of how markets clear: Is industrial organization valuable for understanding macroeconomics? (1989)The Vertical Integration of Production Market Failure Considerations (1999)Uncertainty and Price Theory (1959)Theory of the Firm Facing Uncertain Demand (1972)THE VALUE OF THE FIRM UNDER REGULATION (1976)BEHAVIOR OF THE FIRM UNDER REGULATORY CONSTRAINT (2016)Quantitative analyses of highway franchising under build-operate-transfer scheme: Critical review and future research directions (2017)Irreversible Investment, Capacity Choice and the Value of the Firm (1986)Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model (1987)Distribution-free estimation of some nonlinear panel data models (1999)Virtual integration of financial markets: a dynamic correlation analysis of the creation of the Latin American Integrated Market (2015)Investors’ Uncertainty and Stock Market Risk (2019)Capacity utilization in industrial sector: a structured review and implications for future research (2021)Efficient and Competitive Rationing (1988)Priority Service: Pricing, Investment, and Market Organization (2016)Microeconomic analysis (2022)The measurement of urban travel demand (1974)Introduction to Queueing Theory (2nd ed.). (1983)System performance and user response under real-time information in a congested traffic corridor (1991)Financial and Technical Feasibility of Dynamic Congestion Pricing as a Revenue Generation Source in Indiana – Exploiting the Availability of Real-Time Information and Dynamic Pricing Technologies (2011)Risk and Uncertainty in Urban and Transport Economics (2015)Real-Time Information and Correlations for Optimal Routing in Stochastic Networks (2019)Second-best pricing with stochastic demand (1978)Investment under Uncertainty (1994)Investment Under Uncertainty. (1994)Brownian Motion and Stochastic Calculus (2007)Prices vs. Quantities (1974)The Biggest Auction Ever: The Sale of the British 3G Telecom Licences (2002)Auctions: Theory and Practice (2004)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)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)Systematic Risk in the Deregulated Airline Industry (1988)
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  • 1975Monopoly Pricing and Capacity Choice under Uncertainty76 cited
  • 1973Welfare-Maximizing Price and Output with Stochastic Demand: Comment68 cited
  • 2005Modeling technology adoption as an irreversible investment under uncertainty: the case of the Turkish electricity supply industry62 cited
  • 1996Information and Usage of Free-Access Congestible Facilities with Stochastic Capacity and Demand61 cited
  • 1981Optimal Regulation Under Uncertainty30 cited
  • 2013Demand uncertainty and capacity utilization in airlines21 cited
  • 1989Public utility pricing and capacity choice under risk: A rational expectations approach20 cited
  • 2007Proposal for a Market-Based Solution to Airport Delays11 cited
  • 1979Multi-period pricing with stochastic demand11 cited
  • 1975Market behavior under uncertainty.5 cited

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