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

zbMATH Keywords

risk aversionarbitrageagriculture

Mathematics Subject Classification ID

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

Recommendations

• Risk, uncertainty and the agricultural firm.
• An MCDM analysis of agricultural risk aversion.
• Invariant risk attitudes
• The Risk Structure of Land Markets
• Bounded price variation models with rational expectations and price risk

Cites work

• scientific article; zbMATH DE number 2188315 (Why is no real title available?)
• scientific article; zbMATH DE number 3225653 (Why is no real title available?)
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Golden Eggs and Hyperbolic Discounting
• Measuring risk aversion
• Temporal Resolution of Uncertainty and Dynamic Choice Theory
• 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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