Results 21 to 30 of about 201,941 (284)

Repetitive risk aversion [PDF]

Economic Theory, 2006
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources

Risk-Averse Newsvendor Model with Strategic Consumer Behavior

Journal of Applied Mathematics, 2013
The classic newsvendor problem focuses on maximizing the expected profit or minimizing the expected cost when the newsvendor faces myopic customers. However, it ignores the customer’s bargain-hunting behavior and risk preference measure of the newsvendor.
Tie Wang, Qiying Hu
doaj   +1 more source

Long-Term Hydropower Planning for Ethiopia: A Rolling Horizon Stochastic Programming Approach with Uncertain Inflow

Energies, 2023
All long-term hydropower planning problems require a forecast of the inflow during the planning period. However, it is challenging to accurately forecast inflows for a year or more.
Firehiwot Girma Dires, Mikael Amelin, Getachew Bekele   +2 more
doaj   +1 more source

Risk-averse Reinforcement Learning for Portfolio Optimization

ICT Express
This investigation explores Reinforcement Learning (RL) for dynamic portfolio optimization with risk assessment. The challenges include market complexity, uncertain reactions, and regulatory requirements for risk-averse decisions.
Bayaraa Enkhsaikhan, Ohyun Jo
doaj   +1 more source

Loss-Averse Supply Chain Coordination with a Revenue-Sharing Contract

Mathematics
As economic fluctuations and market uncertainty intensify, supply chain members face enormous challenges. To explore the role of revenue-sharing contracts in supply chain members with different risk preferences, we study the risk-averse two-stage supply ...
Ming Wu, Xin Li, Yuhao Chen
doaj   +1 more source

RISK OF PROFIT LOSS SHARING FINANCING: THE CASE OF INDONESIA

Al-Iqtishad: Jurnal Ilmu Ekonomi Syariah, 2016
This study analyzes the risk of profit-and-loss sharing finance in Indonesian Islamic banking. Data used is secondary data obtained from the Financial Services Authority’s 2009-2014 publication.
Ernawati Ernawati
doaj   +3 more sources

Are Women More Risk Averse? A Sequel

Risks
This paper reexamines the question of gender differences in financial relative risk aversion using updated methods and data. Specifically, the paper revisits the 1998 work “Are women more risk averse?” by Jianakoplos and Bernasek, suggests refinements in
Christos I. Giannikos, Efstathia D. Korkou   +1 more
doaj   +1 more source

Capital accumulation in a model of growth and creative destruction [PDF]

Capital accumulation and creative destruction is modeled together with risk-averse households. The novel aspect - risk-averse households - allows to use well-known models not only for analyzing long-run growth as in the literature but also short-run ...
Walde, Klaus
core   +6 more sources

The Complex Dynamics of Bertrand-Stackelberg Pricing Models in a Risk-Averse Supply Chain

Discrete Dynamics in Nature and Society, 2014
We construct dynamic Bertrand-Stackelberg pricing models including two manufacturers and a common retailer in a risk-averse supply chain with the uncertain demand.
Junhai Ma, Qiuxiang Li
doaj   +1 more source

Inequality aversion and risk aversion [PDF]

Journal of Economic Theory, 2012
Published - sswp1300 ...
openaire   +3 more sources