Separability of stochastic production decisions from producer risk preferences in the presence of financial markets

DOI10.1016/J.JMATECO.2009.05.011zbMath1179.91252OpenAlexW1557249911MaRDI QIDQ1045981

Robert G. Chambers, John Quiggin

Publication date: 21 December 2009

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: http://ageconsearch.umn.edu/record/28561

zbMATH Keywords

financial marketsseparationspanningproduction under uncertainty

Mathematics Subject Classification ID

Decision theory (91B06) Management decision making, including multiple objectives (90B50) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (1)

Narrowing the no-arbitrage bounds

Cites Work

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• Fundamentals of production theory
• Real effects of money in general equilibrium
• Information, futures prices, and stabilizing speculation
• Narrowing the no-arbitrage bounds

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