Results 81 to 90 of about 6,023,559 (283)
On Risk-Averse Stochastic Semidefinite Programs with Continuous Recourse
Vietnam Journal of Mathematics, 2019 The vast majority of the literature on stochastic semidefinite programs (stochastic SDPs) with recourse is concerned with risk-neutral models. In this paper, we introduce mean-risk models for stochastic SDPs and study structural properties as convexity and (Lipschitz) continuity.
Matthias Claus +3 more
openaire +3 more sources
Stochastically more risk averse: A contextual theory of stochastic discrete choice under risk [PDF]
Microeconometric treatments of discrete choice under risk are typically homoscedastic latent variable models. Specifically, choice probabilities are given by preference functional differences (given by expected utility, rank-dependent utility, etc ...
Wilcox, Nathaniel
core
Measuring Risk Aversion and the Wealth Effect [PDF]
, 2005 Measuring risk aversion is sensitive to assumptions about the wealth in subjects’ utility functions. Data from the same subjects in low- and high-stake lottery decisions allow estimating the wealth in a pre-specified one-parameter utility function ...
Heinemann, Frank
core +1 more source
Irrigation and Drainage, EarlyView.ABSTRACT There is limited integrated evaluation of nitrogen (N) and irrigation management strategies for improving maize yield and productivity using crop models. The effects of N and irrigation on maize yield and productivity under centre pivot (CPI) and subsurface drip irrigation (SDI) using the CERES‐Maize model were investigated. N treatments were (
Ebrahim Amiri +2 more
wiley +1 more source
RisksThis paper studies an optimal consumption–investment problem in a multi-asset financial market where risky assets returns incorporate returns history.
Wilfried Kuissi-Kamdem, Marcel Ndengo
doaj +1 more source
GENERALIZED STOCHASTIC DOMINANCE: AN EMPIRICAL EXAMINATION [PDF]
Use of generalized stochastic dominance (GSD) requires one to place lower and upper bounds on the risk aversion coefficient. This study showed that breakeven risk aversion coefficients found assuming the exponential utility function delineate the places ...
McCarl, Bruce A.
core
Journal of Organizational Behavior, EarlyView.ABSTRACT Subgroups are dynamic entities evolving constantly in response to changing contexts and time. Although scholars from both the attribute and the network views have acknowledged that subgroups are inherently complex and fluid, research in these traditions has remained bifurcated, with limited efforts to integrate the two perspectives to more ...
Jinhee Moon +3 more
wiley +1 more source
Technical Note—Risk Aversion in Stochastic Programming with Recourse [PDF]
Operations Research, 1973 In stochastic programming with recourse the objective is to maximize the expected net payoff. This assumes implicitly no aversion to risk. With risk aversion, the objective becomes to maximize the expected (concave) utility of the net payoffs. Because of the special structure of the problem with risk aversion, a number of computational short cuts are ...
openaire +1 more source
PREFERENCE AMONG RISKY PROSPECTS UNDER CONSTANT RISK AVERSION [PDF]
Risk analyses often require a measure of individual risk aversion. Here a procedure is presented to calculate risk aversion parameter ranges wherein individuals would exhibit preference among a set of risky prospects.Risk and Uncertainty,
McCarl, Bruce A.
core
Motivational and Behavioural Determinants of Participation in Renewable Energy Communities
Sustainable Development, EarlyView.ABSTRACT Renewable Energy Communities (RECs) are increasingly recognised as key instruments for supporting the energy transition, promoting citizen engagement, and enhancing the integration of renewable energy sources. However, limited evidence is available on how motivational factors and behavioural mechanisms jointly influence individuals ...
Idiano D'Adamo +4 more
wiley +1 more source