Search results for "risk-aversion"

Hits ?▲	Authors	Title	Venue	Year	Link
22	Guillermo Gallego 0001, Ruxian Wang, Ming Hu 0002, Julie Ward, Jose Luis Beltran	No Claim? Your Gain: Design of Residual Value Extended Warranties Under Risk Aversion and Strategic Claim Behavior.	Manuf. Serv. Oper. Manag.	2015	DBLP DOI BibTeX RDF
22	Jianwei Gao, Ming Li, Huihui Liu	Generalized ordered weighted utility averaging-hyperbolic absolute risk aversion operators and their applications to group decision-making.	Eur. J. Oper. Res.	2015	DBLP DOI BibTeX RDF
22	Walter J. Gutjahr	Bi-Objective Multi-Mode Project Scheduling Under Risk Aversion.	Eur. J. Oper. Res.	2015	DBLP DOI BibTeX RDF
22	Ahmed Driouchi, Mingzhu Wang, Tarik Driouchi	Determinants of software piracy under risk aversion: a model with empirical evidence.	Eur. J. Inf. Syst.	2015	DBLP DOI BibTeX RDF
22	Jessica Santana, Paolo Parigi	Risk Aversion and Engagement in the Sharing Economy.	Games	2015	DBLP DOI BibTeX RDF
22	Pietro Fodra, Huyên Pham	High Frequency Trading and Asymptotics for Small Risk Aversion in a Markov Renewal Model.	SIAM J. Financial Math.	2015	DBLP DOI BibTeX RDF
22	Vineet Abhishek, Bruce E. Hajek, Steven R. Williams	On bidding with securities: Risk aversion and positive dependence.	Games Econ. Behav.	2015	DBLP DOI BibTeX RDF
22	Matthew Gentry, Tong Li, Jingfeng Lu	Existence of monotone equilibrium in first price auctions with private risk aversion and private initial wealth.	Games Econ. Behav.	2015	DBLP DOI BibTeX RDF
22	Stephen M. Chaves, Jeffrey M. Walls, Enric Galceran, Ryan M. Eustice	Risk aversion in belief-space planning under measurement acquisition uncertainty.	IROS	2015	DBLP DOI BibTeX RDF
22	Khanh D. Pham	Distributed reverse-link power controls in wireless networks: Performance risk aversion and person-by-person equilibrium.	ACC	2015	DBLP DOI BibTeX RDF
22	Jason West	Inferring Risk Aversion for Decentralized Investment Portfolios.	BigDataService	2015	DBLP DOI BibTeX RDF
22	Anisse Ismaili	State Space Search with Stochastic Costs and Risk Aversion.	SUM	2015	DBLP DOI BibTeX RDF
22	Shu-Yen Hsu, Tyrone T. Lin, Chiao-Chen Chang	The optimal ordering quantity model under the uncertain food safety environment with a risk aversion concept.	IEEM	2015	DBLP DOI BibTeX RDF
22	Ioannis Petrakis	Equilibrium Analysis of Core-Selecting Auctions and the Impact of Risk Aversion and Allocation Constraints (Equilibriumanalyse von Core-selecting Auktionen und der Einfluss von Risikoaversion und Allokationsregeln) (PDF / PS)		2015	RDF
22	Jan Heufer	Nonparametric comparative revealed risk aversion.	J. Econ. Theory	2014	DBLP DOI BibTeX RDF
22	Georges Dionne, Jingyuan Li	When can expected utility handle first-order risk aversion?	J. Econ. Theory	2014	DBLP DOI BibTeX RDF
22	Zhenyu Cui	Comment on "Modeling non-monotone risk aversion using SAHARA utility functions" [J. Econ. Theory 146 (2011) 2075-2092].	J. Econ. Theory	2014	DBLP DOI BibTeX RDF
22	Sridhar Seshadri, Qi Wu	Production and inventory planning under decreasing absolute risk aversion: A unified approach for sensitivity analysis.	Risk Decis. Anal.	2014	DBLP DOI BibTeX RDF
22	Irina Georgescu	Risk aversion, prudence and mixed optimal saving models.	Kybernetika	2014	DBLP DOI BibTeX RDF
22	Tatyana Chernonog, Konstantin Kogan	The effect of risk aversion on a supply chain with postponed pricing.	J. Oper. Res. Soc.	2014	DBLP DOI BibTeX RDF
22	Isabel P. Riquelme, Sergio Román	The relationships among consumers' ethical ideology, risk aversion and ethically-based distrust of online retailers and the moderating role of consumers' need for personal interaction.	Ethics Inf. Technol.	2014	DBLP DOI BibTeX RDF
22	Krishnamurthy Dvijotham, Maryam Fazel, Emanuel Todorov	Universal Convexification via Risk-Aversion.	CoRR	2014	DBLP BibTeX RDF
22	Alexander Zimin, Rasmus Ibsen-Jensen, Krishnendu Chatterjee	Generalized Risk-Aversion in Stochastic Multi-Armed Bandits.	CoRR	2014	DBLP BibTeX RDF
22	Michail Chronopoulos, Bert De Reyck, Afzal S. Siddiqui	Duopolistic competition under risk aversion and uncertainty.	Eur. J. Oper. Res.	2014	DBLP DOI BibTeX RDF
22	Mario Menegatti	New results on the relationship among risk aversion, prudence and temperance.	Eur. J. Oper. Res.	2014	DBLP DOI BibTeX RDF
22	Michael Kirley, Friedrich Burkhard von der Osten	Adaptive Risk Aversion in Social Dilemmas.	SEAL	2014	DBLP DOI BibTeX RDF
22	Krishnamurthy Dvijotham, Maryam Fazel, Emanuel Todorov	Universal Convexification via Risk-Aversion.	UAI	2014	DBLP BibTeX RDF
22	Maria Elvira Piñeiro Maceira, L. G. B. Marzano, Débora Dias Jardim Penna, Andre L. Diniz Souto Lima, T. C. Justino	Application of CVaR risk aversion approach in the expansion and operation planning and for setting the spot price in the Brazilian hydrothermal interconnected system.	PSCC	2014	DBLP DOI BibTeX RDF
22	Michael Kirley, Friedrich Burkhard von der Osten	Risk aversion and mobility in the public goods game.	GECCO (Companion)	2014	DBLP DOI BibTeX RDF
22	Radoslaw Pietrzyk, Pawel Rokita	Facilitating Household Financial Plan Optimization by Adjusting Time Range of Analysis to Life-Length Risk Aversion.	ECDA	2014	DBLP DOI BibTeX RDF
22	Carlos Oyarzun, Rajiv Sarin	Learning and risk aversion.	J. Econ. Theory	2013	DBLP DOI BibTeX RDF
22	Elyès Jouini, Clotilde Napp, Diego Nocetti	Collective risk aversion.	Soc. Choice Welf.	2013	DBLP DOI BibTeX RDF
22	Vicky Henderson, David Hobson	Risk Aversion, Indivisible Timing Options, and Gambling.	Oper. Res.	2013	DBLP DOI BibTeX RDF
22	Taras Bodnar, Yarema Okhrin	Boundaries of the risk aversion coefficient: Should we invest in the global minimum variance portfolio?	Appl. Math. Comput.	2013	DBLP DOI BibTeX RDF
22	Amir Sani, Alessandro Lazaric, Rémi Munos	Risk-Aversion in Multi-armed Bandits	CoRR	2013	DBLP BibTeX RDF
22	Arend Hintze, Randal S. Olson, Christoph Adami, Ralph Hertwig	Risk aversion as an evolutionary adaptation.	CoRR	2013	DBLP BibTeX RDF
22	Michail Chronopoulos, Bert De Reyck, Afzal S. Siddiqui	The Value of Capacity Sizing Under Risk Aversion and Operational Flexibility.	IEEE Trans. Engineering Management	2013	DBLP DOI BibTeX RDF
22	Xin An, Shuo Xu, Jiancheng Chen, Yuan Zhang	Distributed Risk Aversion Parameter Estimation for First-Price Auction in Sensor Networks.	Int. J. Distributed Sens. Networks	2013	DBLP DOI BibTeX RDF
22	Ali E. Abbas, Niyazi Onur Bakir, Georgia-Ann Klutke, Zhengwei Sun	Effects of Risk Aversion on the Value of Information in Two-Action Decision Problems.	Decis. Anal.	2013	DBLP DOI BibTeX RDF
22	Xin An, Jiancheng Chen, Yuan Zhang	Risk Aversion Parameter Estimation for First-Price Auction with Nonparametric Method.	MUSIC	2013	DBLP DOI BibTeX RDF
22	Khanh D. Pham, Yunjun Xu	Understanding disturbance attenuation problems with unknown input time-delays: A game-theoretic approach with performance risk aversion.	ACC	2013	DBLP DOI BibTeX RDF
22	Antoine Bommier, Arnold Chassagnon, François Le Grand	Comparative risk aversion: A formal approach with applications to saving behavior.	J. Econ. Theory	2012	DBLP DOI BibTeX RDF
22	Philip H. Dybvig, Yajun Wang	Increases in risk aversion and the distribution of portfolio payoffs.	J. Econ. Theory	2012	DBLP DOI BibTeX RDF
22	Tapan Mitra, Santanu Roy	Sustained positive consumption in a model of stochastic growth: The role of risk aversion.	J. Econ. Theory	2012	DBLP DOI BibTeX RDF
22	Alfredo Alanís-Durán, Rolando Cavazos-Cadena	An optimality system for finite average Markov decision chains under risk-aversion.	Kybernetika	2012	DBLP BibTeX RDF
22	Kan Huang, David Simchi-Levi, Miao Song 0005	Optimal Market-Making with Risk Aversion.	Oper. Res.	2012	DBLP DOI BibTeX RDF
22	Irina Georgescu	Expected utility operators and possibilistic risk aversion.	Soft Comput.	2012	DBLP DOI BibTeX RDF
22	Luca Colombo, Paola Labrecciosa	A note on pricing with risk aversion.	Eur. J. Oper. Res.	2012	DBLP DOI BibTeX RDF
22	Andrew B. Philpott, Vitor L. de Matos	Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion.	Eur. J. Oper. Res.	2012	DBLP DOI BibTeX RDF
22	Daniel E. Geer Jr.	Risk Aversion.	IEEE Secur. Priv.	2012	DBLP DOI BibTeX RDF
22	Steven A. Lippman, Kevin F. McCardle	Embedded Nash Bargaining: Risk Aversion and Impatience.	Decis. Anal.	2012	DBLP DOI BibTeX RDF
22	Christopher P. Chambers, Federico Echenique	When does aggregation reduce risk aversion?	Games Econ. Behav.	2012	DBLP DOI BibTeX RDF
22	André de Palma, Robin Lindsey, Nathalie Picard	Risk Aversion, the Value of Information, and Traffic Equilibrium.	Transp. Sci.	2012	DBLP DOI BibTeX RDF
22	Ruixin Yang, Garrison W. Cottrell	The Influence of Risk Aversion on Visual Decision Making.	CogSci	2012	DBLP BibTeX RDF
22	Teodor Mihai Moldovan, Pieter Abbeel	Risk Aversion in Markov Decision Processes via Near Optimal Chernoff Bounds.	NIPS	2012	DBLP BibTeX RDF
22	Amir Sani, Alessandro Lazaric, Rémi Munos	Risk-Aversion in Multi-armed Bandits.	NIPS	2012	DBLP BibTeX RDF
22	Lukasz Feldman, Radoslaw Pietrzyk, Pawel Rokita	A Practical Method of Determining Longevity and Premature-Death Risk Aversion in Households and Some Proposals of Its Application.	GfKl	2012	DBLP DOI BibTeX RDF
22	An Chen, Antoon Pelsser, Michel Vellekoop 0001	Modeling non-monotone risk aversion using SAHARA utility functions.	J. Econ. Theory	2011	DBLP DOI BibTeX RDF
22	Chenghu Ma	w-MPS risk aversion and continuous-time MV analysis in presence of Lévy jumps.	Risk Decis. Anal.	2011	DBLP DOI BibTeX RDF
22	Irina Georgescu, Jani Kinnunen	Possibilistic risk aversion with many parameters.	ICCS	2011	DBLP DOI BibTeX RDF
22	Vineet Abhishek, Bruce E. Hajek, Steven R. Williams	On Bidding with Securities: Risk Aversion and Positive Dependence	CoRR	2011	DBLP BibTeX RDF
22	Anand Bhalgat, Tanmoy Chakraborty 0001, Sanjeev Khanna	Mechanism Design with Risk Aversion	CoRR	2011	DBLP BibTeX RDF
22	Michail Chronopoulos, Bert De Reyck, Afzal S. Siddiqui	Optimal investment under operational flexibility, risk aversion, and uncertainty.	Eur. J. Oper. Res.	2011	DBLP DOI BibTeX RDF
22	Irina Georgescu, Jani Kinnunen	Multidimensional possibilistic risk aversion.	Math. Comput. Model.	2011	DBLP DOI BibTeX RDF
22	Jianming Xia	Risk Aversion and Portfolio Selection in a Continuous-Time Model.	SIAM J. Control. Optim.	2011	DBLP DOI BibTeX RDF
22	Irina Georgescu, Jani Kinnunen	Multidimensional risk aversion with mixed parameters.	SACI	2011	DBLP DOI BibTeX RDF
22	Christos Ioannidis, David J. Pym, Julian Williams	Fixed Costs, Investment Rigidities, and Risk Aversion in Information Security: A Utility-theoretic Approach.	WEIS (Springer Volume)	2011	DBLP DOI BibTeX RDF
22	Christos Ioannidis, David J. Pym, Julian Williams	Fixed Costs, Investment Rigidities, and Risk Aversion in Information Security: A Utility-theoretic Approach.	WEIS	2011	DBLP BibTeX RDF
22	Guangyan Jia, Jianming Xia	Comparative Risk Aversion for g-Expected Utility Maximizers.	NL-MUA	2011	DBLP DOI BibTeX RDF
22	Audrey Hu, Steven A. Matthews, Liang Zou	Risk aversion and optimal reserve prices in first- and second-price auctions.	J. Econ. Theory	2010	DBLP DOI BibTeX RDF
22	Donald C. Keenan, Arthur Snow	Greater prudence and greater downside risk aversion.	J. Econ. Theory	2010	DBLP DOI BibTeX RDF
22	Irina Georgescu	A possibilistic approach to risk aversion.	Soft Comput.	2010	DBLP DOI BibTeX RDF
22	Dimitris Bertsimas, Xuan Vinh Doan, Karthik Natarajan, Chung-Piaw Teo	Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion.	Math. Oper. Res.	2010	DBLP DOI BibTeX RDF
22	Ali E. Abbas, Il-Horn Hann	Measuring Risk Aversion in a Name-Your-Own-Price Channel.	Decis. Anal.	2010	DBLP DOI BibTeX RDF
22	Erica Mina Okada	Uncertainty, Risk Aversion, and WTA vs. WTP.	Mark. Sci.	2010	DBLP DOI BibTeX RDF
22	Olof Johansson-Stenman	Risk aversion and expected utility of consumption over time.	Games Econ. Behav.	2010	DBLP DOI BibTeX RDF
22	Donald C. Keenan, Arthur Snow	Greater downside risk aversion in the large.	J. Econ. Theory	2009	DBLP DOI BibTeX RDF
22	Miguel Carrión, Uwe Gotzes, Rüdiger Schultz	Risk aversion for an electricity retailer with second-order stochastic dominance constraints.	Comput. Manag. Sci.	2009	DBLP DOI BibTeX RDF
22	Anthony Man-Cho So, Jiawei Zhang 0006, Yinyu Ye 0001	Stochastic Combinatorial Optimization with Controllable Risk Aversion Level.	Math. Oper. Res.	2009	DBLP DOI BibTeX RDF
22	Richard Engelbrecht-Wiggans, Elena Katok	A Direct Test of Risk Aversion and Regret in First Price Sealed-Bid Auctions.	Decis. Anal.	2009	DBLP DOI BibTeX RDF
22	Dennis Vrecko, Alexander Klos, Thomas Langer	Impact of Presentation Format and Self-Reported Risk Aversion on Revealed Skewness Preferences.	Decis. Anal.	2009	DBLP DOI BibTeX RDF
22	Louis Eeckhoudt, Johanna Etner, Fred Schroyen	The values of relative risk aversion and prudence: A context-free interpretation.	Math. Soc. Sci.	2009	DBLP DOI BibTeX RDF
22	Irina Georgescu	Possibilistic risk aversion.	Fuzzy Sets Syst.	2009	DBLP DOI BibTeX RDF
22	Alexander Schied, Torsten Schöneborn	Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets.	Finance Stochastics	2009	DBLP DOI BibTeX RDF
22	Ulrich Schmidt, Horst Zank	Risk Aversion in Cumulative Prospect Theory.	Manag. Sci.	2008	DBLP DOI BibTeX RDF
22	Begoña Fernández, Daniel Hernández-Hernández, Ana Meda, Patricia Saavedra	An optimal investment strategy with maximal risk aversion and its ruin probability.	Math. Methods Oper. Res.	2008	DBLP DOI BibTeX RDF
22	Paan Jindapon, William S. Neilson	Higher-order generalizations of Arrow-Pratt and Ross risk aversion: A comparative statics approach.	J. Econ. Theory	2007	DBLP DOI BibTeX RDF
22	Eran Hanany, D. Marc Kilgour, Yigal Gerchak	Final-Offer Arbitration and Risk Aversion in Bargaining.	Manag. Sci.	2007	DBLP DOI BibTeX RDF
22	Jordi Caballe, Joan Esteban	Stochastic Dominance and Absolute Risk Aversion.	Soc. Choice Welf.	2007	DBLP DOI BibTeX RDF
22	Shu-Heng Chen, Ya-Chi Huang	Relative risk aversion and wealth dynamics.	Inf. Sci.	2007	DBLP DOI BibTeX RDF
22	Xin Chen 0026, Melvyn Sim, David Simchi-Levi, Peng Sun 0001	Risk Aversion in Inventory Management.	Oper. Res.	2007	DBLP DOI BibTeX RDF
22	Gudbrand Lien, S. Størdal, J. Brian Hardaker, L. J. Asheim	Risk aversion and optimal forest replanting: A stochastic efficiency study.	Eur. J. Oper. Res.	2007	DBLP DOI BibTeX RDF
22	Jean-Philippe Chancelier, Michel De Lara, André de Palma	Risk Aversion, Road Choice, and the One-Armed Bandit Problem.	Transp. Sci.	2007	DBLP DOI BibTeX RDF
22	Frederike Neise	Optimization of Dispersed Generation Systems including Risk Aversion.	Electron. Notes Discret. Math.	2006	DBLP DOI BibTeX RDF
22	Donald J. Meyer, Jack Meyer	Measuring Risk Aversion.	Found. Trends Microeconomics	2006	DBLP DOI BibTeX RDF
22	J. Eric Bickel	Some Determinants of Corporate Risk Aversion.	Decis. Anal.	2006	DBLP DOI BibTeX RDF
22	John Quiggin, Robert G. Chambers	Supermodularity and risk aversion.	Math. Soc. Sci.	2006	DBLP DOI BibTeX RDF
22	James C. Cox, Vjollca Sadiraj	Small- and large-stakes risk aversion: Implications of concavity calibration for decision theory.	Games Econ. Behav.	2006	DBLP DOI BibTeX RDF
22	Anthony Man-Cho So, Jiawei Zhang 0006, Yinyu Ye 0001	Stochastic Combinatorial Optimization with Controllable Risk Aversion Level.	APPROX-RANDOM	2006	DBLP DOI BibTeX RDF
22	Salvatore Modica, Marco Scarsini	A note on comparative downside risk aversion.	J. Econ. Theory	2005	DBLP DOI BibTeX RDF