Estimation of production risk and risk preference function: a nonparametric approach
From MaRDI portal
Publication:993733
DOI10.1007/S10479-008-0472-5zbMATH Open1233.91217OpenAlexW2095330615MaRDI QIDQ993733FDOQ993733
Subal C. Kumbhakar, Efthymios G. Tsionas
Publication date: 20 September 2010
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-008-0472-5
Recommendations
- Nonparametric estimation of production risk and risk preference functions
- Production risk and the estimation of ex-ante cost functions
- Publication:4939942
- A non-parametric investigation of risk premia
- ESTIMATION OF ECONOMETRIC MODELS WITH NONPARAMETRICALLY SPECIFIED RISK TERMS
- Nonparametric estimation of the risk premium in case of the standard deviation principle
- RISK PREFERENCES UNDER PRICE UNCERTAINTIES AND PRODUCTION RISK
Density estimation (62G07) Statistical methods; economic indices and measures (91B82) Production theory, theory of the firm (91B38)
Cites Work
Cited In (9)
- Flexible panel data models for risky production technologies with an application to salmon aquaculture
- RISK PREFERENCES UNDER PRICE UNCERTAINTIES AND PRODUCTION RISK
- Optimal allocation of a fixed production under price uncertainty
- Production risk and the estimation of ex-ante cost functions
- Adjustment costs in the technical efficiency: an application to global banking
- Parameters measuring bank risk and their estimation
- Sourcing decision under interconnected risks: an application of mean-variance preferences approach
- Separability of stochastic production decisions from producer risk preferences in the presence of financial markets
- Nonparametric estimation of production risk and risk preference functions
This page was built for publication: Estimation of production risk and risk preference function: a nonparametric approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q993733)
