Agricultural arbitrage and risk preferences

DOI10.1016/J.JECONOM.2009.10.007zbMATH Open1441.62842OpenAlexW3023341265MaRDI QIDQ737872FDOQ737872

Authors: Rulon D. Pope, Richard E. Just, Jeffrey T. Lafrance 

Publication date: 12 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://ageconsearch.umn.edu/record/7189

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zbMATH Keywords

risk aversionarbitrageagriculture

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Utility theory (91B16)

Cites Work

• Title not available (Why is that?)
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Title not available (Why is that?)
• Temporal Resolution of Uncertainty and Dynamic Choice Theory
• Golden Eggs and Hyperbolic Discounting
• Measuring risk aversion
• The Fundamental Singularity Theorem for Non-Joint Production

Cited In (1)

• Investment and the dynamic cost of income uncertainty: the case of diminishing expectations in agriculture

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