-
1
-
-
0001248680
-
Le comportement de l’homme rationnel devant le risque: Critique des postulats et axiomes de l’ecole americane
-
October
-
Allias, P.M. (1953). Le Comportement de L’Homme Rationnel Devant Le Risque: Critique des Postulats et Axiomes de L’Ecole Americane. Econometrica21(4)(October): 503–546.
-
(1953)
Econometrica
, vol.21
, Issue.4
, pp. 503-546
-
-
Allias, P.M.1
-
3
-
-
0011292574
-
Capital asset pricing and farm real estate
-
August
-
Barry, P.J. (1980). Capital asset pricing and farm real estate. American Journal of Agricultural Economics62(3)(August): 549–553.
-
(1980)
American Journal of Agricultural Economics
, vol.62
, Issue.3
, pp. 549-553
-
-
Barry, P.J.1
-
4
-
-
84967390604
-
Capital market equilibrium with restricted borrowing
-
July
-
Black, F. (1972). Capital market equilibrium with restricted borrowing. Journal of Business 45(3)(July): 444–455.
-
(1972)
Journal of Business
, vol.45
, Issue.3
, pp. 444-455
-
-
Black, F.1
-
5
-
-
85015692260
-
The pricing of options and corporate liabilities
-
May–June
-
Black, F. and M. Scholes (1973). The pricing of options and corporate liabilities. Journal of Political Economy81(3)(May–June): 637–654.
-
(1973)
Journal of Political Economy
, vol.81
, Issue.3
, pp. 637-654
-
-
Black, F.1
Scholes, M.2
-
6
-
-
0343476667
-
Representation of farmers’ behavior under uncertainty with a focus-loss constraint
-
November
-
Boussard, J.-M. and M. Petit (1967). Representation of farmers’ behavior under uncertainty with a focus-loss constraint. Journal of Farm Economics49(4)(November): 869–880.
-
(1967)
Journal of Farm Economics
, vol.49
, Issue.4
, pp. 869-880
-
-
Boussard, J.-M.1
Petit, M.2
-
9
-
-
0004149364
-
-
New York: Cambridge University Press
-
Chambers, R.G. and J. Quiggin (2000). Uncertainty, Production, Choice, and Agency: The State-Contingent Approach, New York: Cambridge University Press.
-
(2000)
Uncertainty, Production, Choice, and Agency: The State-Contingent Approach
-
-
Chambers, R.G.1
Quiggin, J.2
-
10
-
-
0002395681
-
Chance-constrained programming
-
October
-
Charnes, A. and W.W. Cooper (1959). Chance-constrained programming. Management Science6(October): 78–79.
-
(1959)
Management Science
, vol.6
, pp. 78-79
-
-
Charnes, A.1
Cooper, W.W.2
-
12
-
-
0002018953
-
Discrete stochastic programming
-
September
-
Cocks, K.D. (1968). Discrete stochastic programming. Management Science15(1)(September): 72–79.
-
(1968)
Management Science
, vol.15
, Issue.1
, pp. 72-79
-
-
Cocks, K.D.1
-
13
-
-
0039643517
-
Land allocation under uncertainty for alternative specifications of return distributions
-
November
-
Collender, R.N. and D. Zilberman (1985). Land allocation under uncertainty for alternative specifications of return distributions. American Journal of Agricultural Economics 67(4)(November): 779–786.
-
(1985)
American Journal of Agricultural Economics
, vol.67
, Issue.4
, pp. 779-786
-
-
Collender, R.N.1
Zilberman, D.2
-
14
-
-
0001626263
-
Expected utility, debt-equity structure, and risk balancing
-
August
-
Collins, R.A. (1985). Expected utility, debt-equity structure, and risk balancing. American Journal of Agricultural Economics67(3)(August): 627–629.
-
(1985)
American Journal of Agricultural Economics
, vol.67
, Issue.3
, pp. 627-629
-
-
Collins, R.A.1
-
15
-
-
0345272127
-
Theoretic models: Mathematical form and economic content
-
November
-
Debreu, G. (1986). Theoretic models: Mathematical form and economic content. Econometrica 54(6)(November): 1259–1270.
-
(1986)
Econometrica
, vol.54
, Issue.6
, pp. 1259-1270
-
-
Debreu, G.1
-
16
-
-
0010134524
-
Increases in risk and in risk aversion
-
July
-
Diamond, P.A. and J.E. Stiglitz (1974). Increases in risk and in risk aversion. Journal of Economic Theory8(3)(July): 337–360.
-
(1974)
Journal of Economic Theory
, vol.8
, Issue.3
, pp. 337-360
-
-
Diamond, P.A.1
Stiglitz, J.E.2
-
17
-
-
0001416509
-
Risk attitudes of subsistence farmers in northeast brazil: A sampling approach
-
August
-
Dillon, J.L. and P.L. Scandizzo (1978). Risk attitudes of subsistence farmers in northeast Brazil: A sampling approach. American Journal of Agricultural Economics60(3)(August): 425–435.
-
(1978)
American Journal of Agricultural Economics
, vol.60
, Issue.3
, pp. 425-435
-
-
Dillon, J.L.1
Scandizzo, P.L.2
-
19
-
-
0000928969
-
Risk, return, and equilibrium: Empirical tests
-
May–June
-
Fama, E. and J. MacBeth (1973). Risk, return, and equilibrium: Empirical tests. Journal of Political Economy81(3)(May–June): 607–636.
-
(1973)
Journal of Political Economy
, vol.81
, Issue.3
, pp. 607-636
-
-
Fama, E.1
Mac Beth, J.2
-
20
-
-
0003539929
-
Quantifying gaines to diversification using certainty equivalence in a mean variance model: An application to florida citrus
-
December
-
Featherstone, A.M. and C.B. Moss (1990). Quantifying gaines to diversification using certainty equivalence in a mean variance model: An application to florida citrus. Southern Journal of Agricultural Economics22(3)(December): 191–198.
-
(1990)
Southern Journal of Agricultural Economics
, vol.22
, Issue.3
, pp. 191-198
-
-
Featherstone, A.M.1
Moss, C.B.2
-
21
-
-
84947255614
-
The theoretical effects of farm policies on optimal leverage and the probability of equity loss
-
August
-
Featherstone, A.M., C.B. Moss, T.G. Baker and P.V. Preckel (1988). The theoretical effects of farm policies on optimal leverage and the probability of equity loss. American Journal of Agricultural Economics70(3)(August): 572–579.
-
(1988)
American Journal of Agricultural Economics
, vol.70
, Issue.3
, pp. 572-579
-
-
Featherstone, A.M.1
Moss, C.B.2
Baker, T.G.3
Preckel, P.V.4
-
22
-
-
0000581072
-
The introduction of risk into a programming model
-
July
-
Freund, R.F. (1956). The introduction of risk into a programming model. Econometrica 24(3)(July): 253–263.
-
(1956)
Econometrica
, vol.24
, Issue.3
, pp. 253-263
-
-
Freund, R.F.1
-
23
-
-
0036867933
-
The importance of financial leverage and risk aversion in risk-management strategy selection
-
November
-
Gloy, B.A. and T.G. Baker (2002). The importance of financial leverage and risk aversion in risk-management strategy selection. American Journal of Agricultural Economics 84(4)(November): 1130–1143.
-
(2002)
American Journal of Agricultural Economics
, vol.84
, Issue.4
, pp. 1130-1143
-
-
Gloy, B.A.1
Baker, T.G.2
-
24
-
-
0002942943
-
Rules for ordering uncertain prospects
-
Hardar, J. and W.R. Russell (1969). Rules for ordering uncertain prospects. American Economic Review59(1): 25–34.
-
(1969)
American Economic Review
, vol.59
, Issue.1
, pp. 25-34
-
-
Hardar, J.1
Russell, W.R.2
-
25
-
-
84959738148
-
A linear alternative to quadratic and semivariance programming for farm planning under uncertainty
-
February
-
Hazell, P.B.R. (1971). A linear alternative to quadratic and semivariance programming for farm planning under uncertainty. American Journal of Agricultural Economics53(1)(February): 53–62.
-
(1971)
American Journal of Agricultural Economics
, vol.53
, Issue.1
, pp. 53-62
-
-
Hazell, P.B.R.1
-
28
-
-
0346700228
-
Stochastic specification of production functions and economic implications
-
February
-
Just, R.E. and R.D. Pope (1978). Stochastic specification of production functions and economic implications. Journal of Econometrics7(1)(February): 67–86.
-
(1978)
Journal of Econometrics
, vol.7
, Issue.1
, pp. 67-86
-
-
Just, R.E.1
Pope, R.D.2
-
31
-
-
0000273843
-
Regression quantiles
-
Koenker, R. and G. Bassett (1978). Regression quantiles. Econometrica46(1): 33–50.
-
(1978)
Econometrica
, vol.46
, Issue.1
, pp. 33-50
-
-
Koenker, R.1
Bassett, G.2
-
32
-
-
0001469418
-
Mean–variance versus direct utility
-
March
-
Kroll, Y., H. Levy and H.M. Markowitz (1984). Mean–variance versus direct utility. Journal of Finance39(1)(March): 47–61.
-
(1984)
Journal of Finance
, vol.39
, Issue.1
, pp. 47-61
-
-
Kroll, Y.1
Levy, H.2
Markowitz, H.M.3
-
33
-
-
84980100064
-
Security prices, risk, and maximal gain from diversification
-
December
-
Lintner, J. (1965a). Security prices, risk, and maximal gain from diversification. Journal of Finance20(December): 587–615.
-
(1965)
Journal of Finance
, vol.20
, pp. 587-615
-
-
Lintner, J.1
-
34
-
-
84961781643
-
The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets
-
February
-
Lintner, J. (1965b). The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets. Review of Economics and Statistics47(February): 13–37.
-
(1965)
Review of Economics and Statistics
, vol.47
, pp. 13-37
-
-
Lintner, J.1
-
36
-
-
0000969565
-
Choice under uncertainty: Problems solved and unsolved
-
Summer
-
Machina, M.J. (1987). Choice under uncertainty: Problems solved and unsolved. Journal of Economic Perspectives1(1)(Summer): 121–154.
-
(1987)
Journal of Economic Perspectives
, vol.1
, Issue.1
, pp. 121-154
-
-
Machina, M.J.1
-
38
-
-
0002695736
-
Intransitivity, utility, and the aggregation of preference patterns
-
January
-
May, K.O. (1954). Intransitivity, utility, and the aggregation of preference patterns. Econometrica22(1)(January): 1–13.
-
(1954)
Econometrica
, vol.22
, Issue.1
, pp. 1-13
-
-
May, K.O.1
-
39
-
-
0346424005
-
Increasing risk
-
August
-
Meyer, J. (1975). Increasing risk. Journal of Economic Theory11(August): 119–132.
-
(1975)
Journal of Economic Theory
, vol.11
, pp. 119-132
-
-
Meyer, J.1
-
40
-
-
0001507275
-
Choice among distributions
-
April
-
Meyer, J. (1977a). Choice among distributions. Journal of Economic Theory14(April): 326–336.
-
(1977)
Journal of Economic Theory
, vol.14
, pp. 326-336
-
-
Meyer, J.1
-
41
-
-
0000324651
-
Second degree stochastic dominance with respect to a function
-
June
-
Meyer, J. (1977b). Second degree stochastic dominance with respect to a function. International Economic Review18(2)(June): 477–487.
-
(1977)
International Economic Review
, vol.18
, Issue.2
, pp. 477-487
-
-
Meyer, J.1
-
42
-
-
0000026586
-
Two-moment decision models and expected utility maximization
-
June
-
Meyer, J. (1987). Two-moment decision models and expected utility maximization. American Economic Review77(3)(June): 421–430.
-
(1987)
American Economic Review
, vol.77
, Issue.3
, pp. 421-430
-
-
Meyer, J.1
-
43
-
-
0011802646
-
The when, the how, and the why of mathematical expression in the history of economic analysis
-
Winter
-
Mirowski, P. (1991). The when, the how, and the why of mathematical expression in the history of economic analysis. Journal of Economic Perspectives5(1)(Winter): 145–157.
-
(1991)
Journal of Economic Perspectives
, vol.5
, Issue.1
, pp. 145-157
-
-
Mirowski, P.1
-
44
-
-
84967690277
-
Ex ante modeling of the effect of irreversibility and uncertainty on citrus investments
-
Department of Economics, Iowa State University, Ames, August
-
Moss, C.B., A.P. Pagano and W.G. Boggess (1994). Ex ante modeling of the effect of irreversibility and uncertainty on citrus investments. Risk Modeling in Agriculture: Retrospective and Prospective Program. Proceedings for the annual meetings of the Technical Committee of S-232, Department of Economics, Iowa State University, Ames, August.
-
(1994)
Risk Modeling in Agriculture: Retrospective and Prospective Program. Proceedings for the Annual Meetings of the Technical Committee of S-232
-
-
Moss, C.B.1
Pagano, A.P.2
Boggess, W.G.3
-
46
-
-
0012115576
-
Effect of debt position on the choice of marketing strategies for florida orange growers: A risk efficiency approach
-
December
-
Moss, C.B., S.A. Ford and M. Castejon (1991). Effect of debt position on the choice of marketing strategies for Florida orange growers: A risk efficiency approach. Southern Journal of Agricultural Economics23(2)(December): 103–111.
-
(1991)
Southern Journal of Agricultural Economics
, vol.23
, Issue.2
, pp. 103-111
-
-
Moss, C.B.1
Ford, S.A.2
Castejon, M.3
-
47
-
-
70350166827
-
Implementation of stochastic dominance: A nonparametric kernel approach
-
October
-
Moss, C.B. and G. Livanis (2009). Implementation of stochastic dominance: A nonparametric kernel approach. Applied Economics Letters16(15)(October): 1517–1522.
-
(2009)
Applied Economics Letters
, vol.16
, Issue.15
, pp. 1517-1522
-
-
Moss, C.B.1
Livanis, G.2
-
48
-
-
84995205424
-
The impact of
-
J, uly
-
Moss, C.B., R.N. Weldon and R.P. Muraro (1991). The impact ofal7(4)(J risk on the discount rate for different citrus varieties. Agribusiness: An International Journ uly): 327–338.
-
(1991)
Al
, vol.7
, Issue.4
, pp. 327-338
-
-
Moss, C.B.1
Weldon, R.N.2
Muraro, R.P.3
-
49
-
-
0001110270
-
Estimating yield distributions with a stochastic trend and nonnormal errors
-
May
-
Moss, C.B. and J.S. Shonkwiler (1993). Estimating yield distributions with a stochastic trend and nonnormal errors. American Journal of Agricultural Economics75(4)(May): 1056–1062.
-
(1993)
American Journal of Agricultural Economics
, vol.75
, Issue.4
, pp. 1056-1062
-
-
Moss, C.B.1
Shonkwiler, J.S.2
-
50
-
-
0001238604
-
Equilibrium in a capital asset market
-
October
-
Mossin, J. (1966). Equilibrium in a capital asset market. Econometrica34(October): 768–783.
-
(1966)
Econometrica
, vol.34
, pp. 768-783
-
-
Mossin, J.1
-
51
-
-
0001347404
-
The conditional beta distribution as a stochastic production function
-
May
-
Nelson, C.H. and P.V. Preckel (1989). The conditional beta distribution as a stochastic production function. American Journal of Agricultural Economics71(2)(May): 370–378.
-
(1989)
American Journal of Agricultural Economics
, vol.71
, Issue.2
, pp. 370-378
-
-
Nelson, C.H.1
Preckel, P.V.2
-
52
-
-
84959788611
-
A programming model with stochastic technology and prices: The case of australian agriculture
-
February
-
Paris, Q. and C.D. Easter (1985). A programming model with stochastic technology and prices: The case of Australian agriculture. American Journal of Agricultural Economics 67(1)(February): 120–129.
-
(1985)
American Journal of Agricultural Economics
, vol.67
, Issue.1
, pp. 120-129
-
-
Paris, Q.1
Easter, C.D.2
-
53
-
-
0001579697
-
Risk aversion in the small and in the large
-
January–April
-
Pratt, J.W. (1964). Risk aversion in the small and in the large. Econometrica32(1/2)(January–April): 122–136.
-
(1964)
Econometrica
, vol.32
, Issue.1-2
, pp. 122-136
-
-
Pratt, J.W.1
-
56
-
-
0001351523
-
Estimation and use of the inverse hyperbolic sine transformation to model nonnormal correlated random variables
-
Ramirez, O.A., C.B. Moss and W.G. Boggess (1994). Estimation and use of the inverse hyperbolic sine transformation to model nonnormal correlated random variables. Journal of Applied Statistics21(4): 289–304.
-
(1994)
Journal of Applied Statistics
, vol.21
, Issue.4
, pp. 289-304
-
-
Ramirez, O.A.1
Moss, C.B.2
Boggess, W.G.3
-
57
-
-
0000164861
-
Interpretations and transformations of scale for the pratt–arrow absolute risk aversion coefficient: Implications for generalized stochastic dominance
-
December
-
Raskin, R. and M.J. Cochran (1986). Interpretations and transformations of scale for the Pratt–Arrow absolute risk aversion coefficient: Implications for generalized stochastic dominance.Western Journal of Agricultural Economics 11(2)(December): 204–210.
-
(1986)
Western Journal of Agricultural Economics
, vol.11
, Issue.2
, pp. 204-210
-
-
Raskin, R.1
Cochran, M.J.2
-
58
-
-
49549135545
-
The arbitrage theory of capital asset pricing
-
December
-
Ross, S. (1976). The arbitrage theory of capital asset pricing. Journal of Economic Theory 13(3)(December): 341–360.
-
(1976)
Journal of Economic Theory
, vol.13
, Issue.3
, pp. 341-360
-
-
Ross, S.1
-
60
-
-
0345563768
-
Boom/bust cycles and ricardian rent
-
December
-
Schmitz, A. (1995). Boom/bust cycles and Ricardian rent. American Journal of Agricultural Economics77(5)(December): 1110–1125.
-
(1995)
American Journal of Agricultural Economics
, vol.77
, Issue.5
, pp. 1110-1125
-
-
Schmitz, A.1
-
61
-
-
84967518471
-
-
Toronto: University of Toronto Press (forthcoming)
-
Schmitz, A., C.B. Moss, T.G. Schmitz and H. Furtan (2009). Agricultural Policy, Rent Seeking, and Global Interdependence, Toronto: University of Toronto Press (forthcoming).
-
(2009)
Agricultural Policy, Rent Seeking, and Global Interdependence
-
-
Schmitz, A.1
Moss, C.B.2
Schmitz, T.G.3
Furtan, H.4
-
65
-
-
84980092818
-
Capital asset prices: A theory of market equilibrium under conditions of risk
-
September
-
Sharpe, W.F. (1964). Capital asset prices: A theory of market equilibrium under conditions of risk. Journal of Finance19(September): 425–442.
-
(1964)
Journal of Finance
, vol.19
, pp. 425-442
-
-
Sharpe, W.F.1
-
67
-
-
84946567719
-
Developments in portfolio management and risk programming techniques for agriculture
-
Turvey, C.G., C.L. Escalante and W. Nganje (2005). Developments in portfolio management and risk programming techniques for agriculture. Agricultural Finance Review65(2): 219–245.
-
(2005)
Agricultural Finance Review
, vol.65
, Issue.2
, pp. 219-245
-
-
Turvey, C.G.1
Escalante, C.L.2
Nganje, W.3
-
68
-
-
58149412614
-
Intransitivity of preferences
-
January
-
Tversky, A. (1969). Intransitivity of preferences. Psychological Review76(January): 31–48.
-
(1969)
Psychological Review
, vol.76
, pp. 31-48
-
-
Tversky, A.1
|