Separability of stochastic production decisions from producer risk preferences in the presence of financial markets

DOI10.1016/J.JMATECO.2009.05.011MaRDI QIDQ1045981zbMATH OpenOpenAlexFDO

Authors Robert G. Chambers, J. Quiggin

Publication date 21 December 2009

Published in Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL http://ageconsearch.umn.edu/record/28561

zbMATH Keywords

financial marketsproduction under uncertaintyseparationspanning

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Decision theory (91B06) Corporate finance (dividends, real options, etc.) (91G50)

Recommendations

• RISK PREFERENCES UNDER PRICE UNCERTAINTIES AND PRODUCTION RISK
• Production with risk hedging -- optimal policy and efficient frontier
• Production and hedging under correlated price and background risks
• Partial equilibrium in risk-based production decisions
• Hedging and production decisions under unvertainty: a survey
• On the Integration of Production and Financial Hedging Decisions in Global Markets
• Price volatility and risk with non-separability of preferences
• Optimal production decision for a risk‐averse manufacturer faced with random yield and stochastic demand
• Estimation of production risk and risk preference function: a nonparametric approach

Cites work

• Fundamentals of production theory
• scientific article; zbMATH DE number 1774203 (Why is no real title available?)
• scientific article; zbMATH DE number 1869272 (Why is no real title available?)
• scientific article; zbMATH DE number 3365044 (Why is no real title available?)
• Information, futures prices, and stabilizing speculation
• Narrowing the no-arbitrage bounds
• Real effects of money in general equilibrium

Cited in

(2)

• Narrowing the no-arbitrage bounds
• Partial equilibrium in risk-based production decisions

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