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Nobel Laureates

The "Optimal" Fair Rate of Return


Volume: Volume 2, No. 1

Issue: Spring 1971

Pages: pp. 122-153

Authors: Alvin K. Klevorick

Title: The "Optimal" Fair Rate of Return

Abstract: A rather extensive literature has developed that analyzes the behavior of the profit-maximizing regulated firm using the model introduced by H. Averch and L.L. Johnson (A-J). Taking the value of the fair rate of return as exogenously given, this set of papers has provided a rather complete and detailed analysis of the (absolute and relative) input levels chosen by such a regulated firm and the quantity of output produced by the company.
The question that appears to have gone unasked is whether the standard A-J model offers any guidance concerning the level at which the fair rate of return should be set. The present paper addresses itself to this question. While the previous literature investigating the A-J model has taken the allowed rate of return as a given, in the present model the fair rate is an endogenous variable. The central question asked is: Given the way in which the A-J regulated firm will respond to different values of the fair rate, at what level should the regulators set this allowed rate of return in order to induce the regulated firm to act in a way most conducive to the overall well-being of society? This paper shows that embedding the behavior of the regulated firm in such a broader social optimization structure - namely, maximization of a social welfare function - leads to serious questioning of the conventional view that the fair rate of return allowed to a regulated firm always should be equated to its market cost of capital.