Firm behavior under illiquidity risk

DOI10.1016/j.aml.2010.12.012zbMath1208.91072OpenAlexW2050665372MaRDI QIDQ628273

Justin Garosi, Jiahong Wu, Eric A. DeVuyst

Publication date: 10 March 2011

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2010.12.012

zbMATH Keywords

risk-aversioncash flowchance constrained programmingrisk-seeking

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Production theory, theory of the firm (91B38)

Related Items (1)

Firm behavioral response to multiple sources of risky cash flow

Cites Work

• Chance-Constrained Programming
• Less Likely to Fail: Low Performance, Firm Size, and Factory Expansion in the Shipbuilding Industry
• Prospect Theory: An Analysis of Decision under Risk
• Friedman-Savage Utility Functions Consistent with Risk Aversion
• Price Uncertainty, Utility, and Industry Equilibrium in Pure Competition

This page was built for publication: Firm behavior under illiquidity risk