This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Berger, J. O. (1985). Statistical Decision Theory and Bayesian Analysis. New York: Springer-Verlag.
Brown, S. J. (1979). “Optimal portfolio choice under uncertainty: A Bayesian approach,” Estimation Risk and Optimal Portfolio Choice, eds. V. Bawa, S. Brown, and R. Klein. Amsterdam: North-Holland.
Chalfant, J. A., R. N. Collender, and S. Subramanian (1990). “The mean and variance of the mean-variance decision rule.” American Journal of Agricultural Economics 72, 966–974.
Gill, P. E., W. Murray, and M. H. Wright (1985). Practical Optimization. New York: Academic Press.
Lence, S. H., and D. J. Hayes (1994). “Parameter-based decision making under estimation risk: An application to futures trading.” Journal of Finance 49, 345–357.
Lence, S. H., and D. J. Hayes (1995). “Land allocation in the presence of estimation risk.” Journal of Agricultural and Resource Economics 20, 49–63.
Rights and permissions
Copyright information
© 1997 Springer-Verlag New York, Inc.
About this chapter
Cite this chapter
(1997). Decision Theory Applications. In: Bayesian Economics Through Numerical Methods. Springer, New York, NY. https://doi.org/10.1007/0-387-22635-4_10
Download citation
DOI: https://doi.org/10.1007/0-387-22635-4_10
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-98233-5
Online ISBN: 978-0-387-22635-4
eBook Packages: Springer Book Archive