Stochastically dominating shifts and the competitive firm

DOI10.1016/S0377-2217(01)00240-5zbMath0998.91030MaRDI QIDQ1848596

Thomas Paulsson, Robert A. Sproule

Publication date: 13 November 2002

Published in: European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

decision theoryproductionstochastic dominanceeconomics

Mathematics Subject Classification ID

Decision theory (91B06) Production models (90B30) Production theory, theory of the firm (91B38)

Related Items (2)

THE DEMAND FOR A RISKY ASSET: SIGNING, JOINTLY AND SEPARATELY, THE EFFECTS OF THREE DISTRIBUTIONAL SHIFTS ⋮ Optimal investment under ambiguous technology shocks

Cites Work

• Risk-aversion, prudence and temperance
• The comparative statics of cumulative distribution function changes for the class of risk averse agents
• Mean-preserving changes in risk with tail-dominance
• The short-run shutdown decision when output price and initial wealth are random
• Strong Increases in Risk and Their Comparative Statics
• Stochastic Dominance and Expected Utility: Survey and Analysis
• The Production Responses of the Competitive Firm to Three Conventional Distributional Shifts: a Unified Perspective
• Standard Risk Aversion
• Risk Aversion in the Small and in the Large
• Exposition of a New Theory on the Measurement of Risk

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