Stochastically dominating shifts and the competitive firm
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Publication:1848596
DOI10.1016/S0377-2217(01)00240-5zbMATH Open0998.91030MaRDI QIDQ1848596FDOQ1848596
Authors: Thomas Paulsson, Robert A. Sproule
Publication date: 13 November 2002
Published in: European Journal of Operational Research (Search for Journal in Brave)
Recommendations
- The Production Responses of the Competitive Firm to Three Conventional Distributional Shifts: a Unified Perspective
- Symmetry Restrictions in the Analysis of the Competitive Firm Under Price Uncertainty
- The short- and long-run comparative statics of uncertainty
- First and Second Degree Transformations and Comparative Statics Under Uncertainty
- Production decisions in case of monotone likelihood ratio shifts of cumulative distribution functions
Cites Work
- Stochastic Dominance and Expected Utility: Survey and Analysis
- Exposition of a New Theory on the Measurement of Risk
- Risk Aversion in the Small and in the Large
- Standard Risk Aversion
- Strong Increases in Risk and Their Comparative Statics
- The comparative statics of cumulative distribution function changes for the class of risk averse agents
- Mean-preserving changes in risk with tail-dominance
- Risk-aversion, prudence and temperance
- The short-run shutdown decision when output price and initial wealth are random
- The Production Responses of the Competitive Firm to Three Conventional Distributional Shifts: a Unified Perspective
Cited In (4)
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