Production decisions under joint price and production uncertainty

Essays in the Theory of Risk-Bearing.

Nils H. Hakansson, Kenneth J. Arrow · The Journal of Finance · 1972 · 4.1K citations

Economics, Risk-taking Behavior, Risk Management +9

Estimation of the Mean of a Multivariate Normal Distribution

Charles Stein · The Annals of Statistics · 1981 · 2.7K citations · Full text

Density Estimation, Engineering, Mean Vector +11

The Valuation of Uncertain Income Streams and the Pricing of Options

Mark Rubinstein · The Bell Journal of Economics · 1976 · 1.7K citations

Economics, Option Pricing, Financial Economics +14

On the theory of the competitive firm under price uncertainty

Agnar Sandmo · American Economic Review · 1971 · 1.5K citations

Economics, High Uncertainty, Firm Theory +8

Some Stronger Measures of Risk Aversion in the Small and the Large with Applications

Stephen A. Ross · Econometrica · 1981 · 458 citations

Behavioral Decision Making, Choice Theory, Risk Metric +20