Risk, uncertainty and the agricultural firm [[electronic resource] /] / by Charles B. Moss |
Autore | Moss Charles B (Charles Britt) |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Hackensack, NJ, : World Scientific, 2009 |
Descrizione fisica | 1 online resource (308 p.) |
Disciplina | 630.68/4 |
Soggetto topico |
Farm management - Decision making - Mathematical models
Risk - Mathematical models Uncertainty - Mathematical models |
Soggetto genere / forma | Electronic books. |
ISBN |
1-282-76156-0
9786612761560 981-4287-63-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Dedication; Preface; Contents; 1. Introduction; 2. Probability Theory - A Mathematical Basis for Making Decisions Under Risk and Uncertainty; 3. Expected Utility - The Economic Basis of Decision Making Under Risk; 4. Risk Aversion in the Large and Small; 5. Portfolio Theory and Decision Making Under Risk; 6. Whole Farm-Planning Models; 7. Risk Efficiency Approaches - Stochastic Dominance; 8. Dynamic Decision Rules and the Value of Information; 9. Market Models of Decision Making under Risk; 10. Option Pricing Approaches to Risk
11. State Contingent Production Model: The Stochastic Production Set12. Risk, Uncertainty, and the Agricultural Firm - A Summary and Outlook; Appendix A. Measure Theory and the Justification of Random Variables; Appendix B. Derivation of the Moments of the Inverse Hyperbolic Sine Distribution; Appendix C. Numerical Techniques for Applied Optimization and Solution of Nonlinear Systems of Equations; Appendix D. An Axiomatic Development of Expected Utility; Appendix E. A GAMS Program to Select Optimal Portfolios Appendix F. R Program to Derive Optimum Portfolio with and without a Risk-Free AssetAppendix G. Program to Compute the Efficient Frontier with and without a Risk-Free Asset; Appendix H. GAMS Program for the Portfolio Problem; Bibliography; Index |
Record Nr. | UNINA-9910456128403321 |
Moss Charles B (Charles Britt) | ||
Hackensack, NJ, : World Scientific, 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Risk, uncertainty and the agricultural firm [[electronic resource] /] / by Charles B. Moss |
Autore | Moss Charles B (Charles Britt) |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Hackensack, NJ, : World Scientific, 2009 |
Descrizione fisica | 1 online resource (308 p.) |
Disciplina | 630.68/4 |
Soggetto topico |
Farm management - Decision making - Mathematical models
Risk - Mathematical models Uncertainty - Mathematical models |
ISBN |
1-282-76156-0
9786612761560 981-4287-63-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Dedication; Preface; Contents; 1. Introduction; 2. Probability Theory - A Mathematical Basis for Making Decisions Under Risk and Uncertainty; 3. Expected Utility - The Economic Basis of Decision Making Under Risk; 4. Risk Aversion in the Large and Small; 5. Portfolio Theory and Decision Making Under Risk; 6. Whole Farm-Planning Models; 7. Risk Efficiency Approaches - Stochastic Dominance; 8. Dynamic Decision Rules and the Value of Information; 9. Market Models of Decision Making under Risk; 10. Option Pricing Approaches to Risk
11. State Contingent Production Model: The Stochastic Production Set12. Risk, Uncertainty, and the Agricultural Firm - A Summary and Outlook; Appendix A. Measure Theory and the Justification of Random Variables; Appendix B. Derivation of the Moments of the Inverse Hyperbolic Sine Distribution; Appendix C. Numerical Techniques for Applied Optimization and Solution of Nonlinear Systems of Equations; Appendix D. An Axiomatic Development of Expected Utility; Appendix E. A GAMS Program to Select Optimal Portfolios Appendix F. R Program to Derive Optimum Portfolio with and without a Risk-Free AssetAppendix G. Program to Compute the Efficient Frontier with and without a Risk-Free Asset; Appendix H. GAMS Program for the Portfolio Problem; Bibliography; Index |
Record Nr. | UNINA-9910780880703321 |
Moss Charles B (Charles Britt) | ||
Hackensack, NJ, : World Scientific, 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|