Barry, Peter J.; Sherrick, Bruce J.; Zhao, Jianmei - In: Agricultural Economics 40 (2009) 6, pp. 691-699
This article identifies the level of the expected utility (EU) risk aversion and Value-at-Risk (VaR) confidence level that yield the same choice from a given distribution of outcomes, and thus allow for consistent application of the two criteria. The result for a given distribution is an...