Results 41 to 50 of about 6,023,559 (283)
Low Participation and Risk Reduction Potential of Supplemental Crop Insurance in the United States
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Federally subsidized crop insurance is a cornerstone of U.S. farm risk management, yet policies with the greatest share of participation only trigger indemnities after losses exceed 15%. Supplemental insurance was introduced to cover part of this deductible, but participation remains largely unchanged.
Francis Tsiboe +2 more
wiley +1 more source
Preference for consumption predictability and the equity premium puzzle
International Review of Economics & FinanceThis paper provides a solution to the equity premium puzzle. We modify the standard constant relative risk aversion utility function by assuming that the representative consumer also has a preference for consumption predictability.
Steven P. Cassou, Jesús Vázquez
doaj +1 more source
Testing the Marketing Performance of German Wheat Farmers
Agribusiness, EarlyView.ABSTRACT This paper analyses the marketing performance of wheat farmers in Germany. Wheat sales data from 465 individual farms over a 12‐year period are used to test against different market benchmarks. Market benchmarks are constructed by simulating passive trading agents using regional wheat prices.
Franziska Potts, Jens‐Peter Loy
wiley +1 more source
Time-Varying Rare Disasters, Model Uncertainty, and the Equity Premium Puzzle
MathematicsThis study develops a production-based asset pricing model that incorporates time-varying disaster risk together with model uncertainty. Within an extended relative-entropy framework, agents’ distorted beliefs and ambiguity aversion are characterized ...
Yuzhuo Ren, Weiqi Liu
doaj +1 more source
Consistency of Sample Estimates of Risk Averse Stochastic Programs [PDF]
Journal of Applied Probability, 2013 In this paper we study asymptotic consistency of law invariant convex risk measures and the corresponding risk averse stochastic programming problems for independent, identically distributed data. Under mild regularity conditions, we prove a law of large numbers and epiconvergence of the corresponding statistical estimators.
openaire +4 more sources
Consumer Preferences for Craft Beer: The Interplay of Localness and Advertising Language
Agribusiness, EarlyView.ABSTRACT This study explores the influence of the language of the label, origin of production, and origin of brewing ingredients on Croatian consumers' preferences and willingness to pay for organic craft beer. Employing an online survey and a choice experiment among 223 Croatian alcohol consumers, we find that while there's a willingness to pay a ...
Marija Cerjak +2 more
wiley +1 more source
Dual SDDP for risk-averse multistage stochastic programs
Operations Research Letters, 2023 20 pages, 3 ...
Bernardo Freitas Paulo da Costa +1 more
openaire +3 more sources
Does a Specialized Niche Market Vegetable Processor Enjoy Bargaining Power?
Agribusiness, EarlyView.ABSTRACT Agribusiness companies may achieve competitive advantage through specialization within niche markets. One such niche is the fresh‐cut fruit and vegetable market, which has been steadily growing in Germany. This study examines whether the specialization of a German fresh‐cut producer grants it with market power within this niche market.
Nikolas Bublik +3 more
wiley +1 more source
IEEE AccessThis study presents a novel framework for designing resilient and environmentally sustainable logistics networks under deep uncertainty. We formulate a Risk-Averse Stochastic Multiple Allocation Green Hub Location Problem (RASMAGHLP) that simultaneously ...
Nazmi Sener
doaj +1 more source
A Scalable and Resource‐Efficient Pipelined p‐Computer for Probabilistic Ising Machines
Advanced Intelligent Systems, EarlyView.(a) Block diagram of the portfolio optimization problem: given M assets, the goal is to determine the optimal weights w that maximize the expected return (based on the mean historical assets return u), while minimizing the risk, quantified by the assets covariance matrix S.
Deborah Volpe +9 more
wiley +1 more source