The Firm under Uncertainty with General Risk-Averse Preferences: A State-Contingent Approach.

B-Tier
Journal: Journal of Risk and Uncertainty
Year: 2001
Volume: 22
Issue: 1
Pages: 5-20

Authors (2)

Quiggin, John (University of Queensland) Chambers, Robert G (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper summarizes and synthesizes recent developments in the state-contingent theory of production under uncertainty presented by Chambers and Quiggin (2000) with a particular focus on the case of generalized expected utility preferences. The problem of the risk-averse firm under price and production uncertainty is analyzed using a state-contingent production technology and general risk-averse preferences. The concept of an efficient frontier, which identifies all potentially optimal production plans for weakly risk-averse decisionmakers, is introduced and used to develop comparative static results. For constant absolute risky technologies, the efficient frontier is shown to correspond to a unique isocost contour. Copyright 2001 by Kluwer Academic Publishers

Technical Details

RePEc Handle
repec:kap:jrisku:v:22:y:2001:i:1:p:5-20
Journal Field
Theory
Author Count
2
Added to Database
2026-01-25