Market Models of Decision Making under Risk

Charles Moss

Chapter 9 in Risk, Uncertainty and the Agricultural Firm, 2010, pp 183-208 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:Risk Equilibrium from the Consumer's Point of ViewThe Role of the Riskless AssetRisk Equilibrium from the Firm's PerspectiveDeriving the Security Market LineSupply of Stocks from the FirmTests of the CAPMIncorporating Risk using CAPMArbitrage Pricing TheoremSingle-Factor ModelTwo-Factor ModelEmpirical Applications of Capital Market ModelsCapital Asset Pricing ModelsTests for CAPM EfficiencyCross-Section RegressionArbitrage Pricing ModelSummary

Keywords: Agricultural Economics; Decision Making under Uncertainty; Agricultural and Resource Policy; Proprietary Firms; Applied Finance (search for similar items in EconPapers)
Date: 2010
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