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71.
In applications of expected utility analysis, researchers are confronted with a choice among several utility functional forms. Subjective utility values and probability distributions for price and yield were elicited from Sri Lankan producers of minor export crops. Exponential quadratic and cubic utility functions were estimated. The choice of functional form was found to affect both the classification of risk attitudes and the prediction of harvesting strategy. The exponential function was the best predictor of harvesting strategy because it was the best predictor of mature harvesting. All three functions were equally poor predictors of premature harvesting. 相似文献
72.
The current drought in central and southern Africa has focused attention on issues relating to the provision and supply of potable water. In the case of Bulawayo, Zimbabwe's second city, there is the very real prospect that water supplies may be exhausted before the onset of the next rainy season. This paper explores the background to this problem and shows how poor planning, financial constraints, and political intransigence have failed to keep pace with a policy aimed at the provision of water to the inhabitants in this expanding urban environment Alternative sources of supply. in particular a pipeline to the Zambezi River, are also investigated. 相似文献
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The price movements of certain assets can be modeled by stochastic processes that combine continuous diffusion with discrete jumps. This paper compares values of options on assets with no jumps, jumps of fixed size, and jumps drawn from a lognormal distribution. It is shown that not only the magnitude but also the direction of the mispricing of the Black-Scholes model relative to jump models can vary with the distribution family of the jump component. This paper also discusses a methodology for the numerical valuation, via a backward induction algorithm, of American options on a jump-diffusion asset whose early exercise may be profitable. These cannot, in general, be accurately priced using analytic models. The procedure has the further advantage of being easily adaptable to nonanalytic, empirical distributions of period returns and to nonstationarity in the underlying diffusion process. 相似文献
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Walter Hömberg 《Publizistik》2002,47(3):324-326
Ohne Zusammenfassung 相似文献
80.
Strategic partnerships are commonplace in today's global economy. Effective use of partnerships are viewed increasingly as an important issue facing small, growth-oriented firms. A key debate is how small firms should manage supplier partnerships. Contrasting the debate about the extent to which small firms are inertial versus adaptive, the impact of growth on value chain partnerships with suppliers was investigated. Data collected from 91 pharmaceutical-related firms is used to test the proposition that firm growth is related positively to maintaining or to expanding relationships with suppliers, not to terminating partnerships. The paper further posits that this relationship between firm growth and the amount purchased from a supplier is moderated by the perceived effectiveness of the value-chain partnerships such that when effectiveness is higher, the relationship between sales growth and the amount purchased from a value-chain partner is stronger. The propositions, which are tested with regression analysis, are supported partially. 相似文献