Search results for "risk-aversion"

Hits ?▲	Authors	Title	Venue	Year	Link	Author keywords
137	Martin Bouzaima, Thomas Burkhardt	On the Notions and Properties of Risk and Risk Aversion in the Time Optimal Approach to Decision Making.	GfKl	2006	DBLP DOI BibTeX RDF
90	Jiah-Shing Chen, Benjamin Penyang Liao	Goal-Directed Portfolio Insurance.	ICNC (3)	2005	DBLP DOI BibTeX RDF
87	Mukund Sundararajan, Qiqi Yan	Robust mechanisms for risk-averse sellers.	EC	2010	DBLP DOI BibTeX RDF	utility, revenue maximization, risk-aversion, optimal auctions
83	Patrick Cheridito, Christopher Summer	Utility maximization under increasing risk aversion in one-period models.	Finance Stochastics	2006	DBLP DOI BibTeX RDF	utility indifference price, balanced strategy, super-replication, Utility maximization
74	Valentin Robu, Han La Poutré	Designing Bidding Strategies in Sequential Auctions for Risk Averse Agents: A Theoretical and Experimental Investigation.	AMEC/TADA	2007	DBLP DOI BibTeX RDF
62	Jia Wang 0003, Hai Zhou 0001	Risk aversion min-period retiming under process variations.	ASP-DAC	2009	DBLP DOI BibTeX RDF
46	Serge Hayward	Risk aversion and agents' survivability in a financial market.	Frontiers Comput. Sci. China	2009	DBLP DOI BibTeX RDF	risk preferences, artificial neural network, loss functions
42	Yael Niv, Daphna Joel, Isaac Meilijson, Eytan Ruppin	Evolution of Reinforcement Learning in Uncertain Environments: Emergence of Risk-Aversion and Matching.	ECAL	2001	DBLP DOI BibTeX RDF
42	Shusaku Tsumoto, Yuko Tsumoto, Kimiko Matsuoka, Shigeki Yokoyama	Risk Mining in Medicine: Application of Data Mining to Medical Risk Management.	WImBI	2006	DBLP DOI BibTeX RDF
38	Mark Schneider, Robert Day, Robert S. Garfinkel	Risk aversion and loss aversion in core-selecting auctions.	Decis. Support Syst.	2015	DBLP DOI BibTeX RDF
38	Christopher P. Chambers	Inequality aversion and risk aversion.	J. Econ. Theory	2012	DBLP DOI BibTeX RDF
37	Renata Mansini, Wlodzimierz Ogryczak, Maria Grazia Speranza	Conditional value at risk and related linear programming models for portfolio optimization.	Ann. Oper. Res.	2007	DBLP DOI BibTeX RDF	Mean-risk models, Gini’s mean difference, Linear programming, Portfolio optimization, Conditional Value at Risk, Stochastic dominance
37	Mariusz Kaleta, Wlodzimierz Ogryczak, Eugeniusz Toczylowski, Izabela Zóltowska	On Multiple Criteria Decision Support for Suppliers on the Competitive Electric Power Market.	Ann. Oper. Res.	2003	DBLP DOI BibTeX RDF	energy market, multiple criteria optimization, short-term planning, decision support, risk, unit commitment
33	Justin T. H. Smith	Implicit fitness and heterogeneous preferences in the genetic algorithm.	GECCO (Companion)	2010	DBLP DOI BibTeX RDF	implicit fitness, oligopoly games, genetic algorithms, heterogeneity, preferences, utility, classifier systems, risk aversion
33	Krishnamurthy Iyer, Ramesh Johari, Ciamac Cyrus Moallemi	Information aggregation in smooth markets.	EC	2010	DBLP DOI BibTeX RDF	prediction markets, information aggregation, risk aversion, dynamic games
33	William T. Ziemba	Use of stochastic and mathematical programming in portfolio theory and practice.	Ann. Oper. Res.	2009	DBLP DOI BibTeX RDF	Portfolio theory, Mean-variance analysis, Capital growth theory, Stochastic programming, Utility function, Risk aversion
33	Yaxin Liu, Richard Goodwin, Sven Koenig	Risk-averse auction agents.	AAMAS	2003	DBLP DOI BibTeX RDF	e-commerce, supply-chain management, auctions, risk aversion
33	Von-Wun Soo	Agent negotiation in trusted third party mediated uncertain games.	Agents	2000	DBLP DOI BibTeX RDF	uncertainty equivalent, agent negotiation, trusted third party, expected utility, rational agents, risk aversion
33	André de Korvin, Gerald Quirchmayr, Shohreh Hashemi	A Fuzzy Model of Managerial Decision Making Incorporating Risk and Ambiguity Aversion	DEXA	1995	DBLP DOI BibTeX RDF	managerial decision making, attitude of decision makers, Fuzzy sets, decision theory, risk aversion
33	Shusaku Tsumoto, Kimiko Matsuoka, Shigeki Yokoyama	Risk Mining for Infection Control.	Communications and Discoveries from Multidisciplinary Data	2008	DBLP DOI BibTeX RDF
33	Tokuro Matsuo, Yoshihito Saito	Diversification of risk based on divided tasks in large-scale software system manufacture.	DEECS	2007	DBLP DOI BibTeX RDF	electronic commerce, auction, e-business, task allocation, diversification
33	Hansheng Suo, Jingchun Wang, Yihui Jin	Coordinating a loss-averse newsvendor with vendor managed inventory.	SMC (7)	2004	DBLP DOI BibTeX RDF
29	Greg Hines, Kate Larson	Insuring Risk-Averse Agents.	ADT	2009	DBLP DOI BibTeX RDF
29	Yi-Nung Yang, Shi-Chung Chang	A contract of purchase commitments on shared yields as a risk-sharing mechanism among fabless-foundry partnership.	WSC	2008	DBLP DOI BibTeX RDF
29	Kayo Sakamoto, Masanori Nakagawa	Risk Context Effects in Inductive Reasoning: An Experimental and Computational Modeling Study.	CONTEXT	2007	DBLP DOI BibTeX RDF	corpus-based conceptual clustering, Support Vector Machines, natural language processing, categorization, risk, inductive reasoning
27	Shaoyan Guo, Huifu Xu	Robust spectral risk optimization when the subjective risk aversion is ambiguous: a moment-type approach.	Math. Program.	2022	DBLP DOI BibTeX RDF
27	Arnab Adhikari, Arnab Bisi, Balram Avittathur	Coordination mechanism, risk sharing, and risk aversion in a five-level textile supply chain under demand and supply uncertainty.	Eur. J. Oper. Res.	2020	DBLP DOI BibTeX RDF
27	Mario Brandtner, Wolfgang Kürsten, Robert Rischau	Beyond expected utility: Subjective risk aversion and optimal portfolio choice under convex shortfall risk measures.	Eur. J. Oper. Res.	2020	DBLP DOI BibTeX RDF
27	Stefano Carpin, Yinlam Chow, Marco Pavone 0001	Risk aversion in finite Markov Decision Processes using total cost criteria and average value at risk.	ICRA	2016	DBLP DOI BibTeX RDF
27	Evdokia Nikolova, Nicolás E. Stier Moses	The Burden of Risk Aversion in Mean-Risk Selfish Routing.	EC	2015	DBLP DOI BibTeX RDF
27	Evdokia Nikolova, Nicolás E. Stier Moses	The Burden of Risk Aversion in Mean-Risk Selfish Routing.	CoRR	2014	DBLP BibTeX RDF
27	Liqun Liu, Jack Meyer	Substituting one risk increase for another: A method for measuring risk aversion.	J. Econ. Theory	2013	DBLP DOI BibTeX RDF
27	Robert Finger	Expanding risk consideration in integrated models - The role of downside risk aversion in irrigation decisions.	Environ. Model. Softw.	2013	DBLP DOI BibTeX RDF
27	Christian-Oliver Ewald, Zhaojun Yang	Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk.	Math. Methods Oper. Res.	2008	DBLP DOI BibTeX RDF
27	Chiaki Hara, James Huang, Christoph Kuzmics	Representative consumer's risk aversion and efficient risk-sharing rules.	J. Econ. Theory	2007	DBLP DOI BibTeX RDF
27	Steven R. Beckman	A Tax and Redistribution Experiment with Subjects that Switch from Risk Aversion to Risk Preference.	Soc. Choice Welf.	2006	DBLP DOI BibTeX RDF
27	U. S. Bhatt, David E. Newman, Benjamin A. Carreras, Ian Dobson	Understanding the Effect of Risk Aversion on Risk.	HICSS	2005	DBLP DOI BibTeX RDF
27	Masaaki Kijima, Masamitsu Ohnishi	Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities.	Ann. Oper. Res.	1993	DBLP DOI BibTeX RDF
27	Yuming Li, William T. Ziemba	Univariate and multivariate measures of risk aversion and risk premiums.	Ann. Oper. Res.	1993	DBLP DOI BibTeX RDF
25	Darius Plikynas, Rimvydas Aleksiejunas	Neural Network Based Multiagent System for Simulation of Investing Strategies.	CIA	2007	DBLP DOI BibTeX RDF	Neural Networks, Social Agents, Investment Strategies
25	Said Boukendour	Estimating Software Cost Contingency Using Options Theory.	ITCC (2)	2005	DBLP DOI BibTeX RDF
25	Serge Hayward	Evolutionary Artificial Neural Network Optimisation in Financial Engineering.	HIS	2004	DBLP DOI BibTeX RDF
25	Chris W. Johnson 0001	Questioning the Foundations of Utility for Quality of Service in Interface Development.	DSV-IS	2000	DBLP DOI BibTeX RDF
25	Peter Buxmann, Judith Gebauer	Evaluating the Use of Information Technology in Inter-Organizational Relationships.	HICSS	1999	DBLP DOI BibTeX RDF
22	Yuxia Mou, Zhimin Guan, Jun Zhang	Integrated optimization of assortment, inventory and pricing considering omnichannel retailer's risk aversion and customer's time preference.	Expert Syst. Appl.	2024	DBLP DOI BibTeX RDF
22	Qi Qi, Shanling Li, Ren-Qian Zhang	Optimal joint decisions of production and emission reduction considering firms' risk aversion and carbon tax rate.	Int. J. Prod. Res.	2024	DBLP DOI BibTeX RDF
22	Sixuan Chen, Junhong Zhao, Huan Xu, Zhangxiang Zhu	When and how does decoy effect work? The roles of salience and risk aversion in the consumer decision-making process.	Electron. Commer. Res. Appl.	2024	DBLP DOI BibTeX RDF
22	Zonghuo Li, Junjin Wang, Jiaguo Liu	Integrative Strategies for Omnichannel Order Fulfillment With Risk Aversion.	IEEE Trans. Engineering Management	2024	DBLP DOI BibTeX RDF
22	Zhimin Guan, Yuxia Mou, Jun Zhang	Incorporating risk aversion and time preference into omnichannel retail operations considering assortment and inventory optimization.	Eur. J. Oper. Res.	2024	DBLP DOI BibTeX RDF
22	Yuval Heller, Ilan Nehama	Evolutionary foundation for heterogeneity in risk aversion.	J. Econ. Theory	2023	DBLP DOI BibTeX RDF
22	Amirhosein Ghozatfar, Saeed Yaghoubi	A cooperation approach for nexus among biofuel, compost, and water in waste supply chain under risk aversion: A case study.	Comput. Chem. Eng.	2023	DBLP DOI BibTeX RDF
22	Rolando Cavazos-Cadena, Hugo Cruz-Suárez, Raúl Montes-de-Oca	Average criteria in denumerable semi-Markov decision chains under risk-aversion.	Discret. Event Dyn. Syst.	2023	DBLP DOI BibTeX RDF
22	Louis Eeckhoudt, Elisa Pagani, Eugenio Peluso	Multidimensional risk aversion: the cardinal sin.	Ann. Oper. Res.	2023	DBLP DOI BibTeX RDF
22	Yi Tao, Ruisi Yang, Xiaopo Zhuo, Fan Wang 0003, Xiao Yang	Financing the capital-constrained online retailer with risk aversion: coordinating strategy analysis.	Ann. Oper. Res.	2023	DBLP DOI BibTeX RDF
22	Qi Qi, Qingguo Bai, Jianteng Xu, Qian Feng	A comparative study on a firm's optimal production decision considering risk aversion and carbon policies.	RAIRO Oper. Res.	2023	DBLP DOI BibTeX RDF
22	Xiaodong Xia, Weida Chen, Biyu Liu	Optimal production and financing strategies for capital-constrained closed-loop supply chain under risk aversion.	Kybernetes	2023	DBLP DOI BibTeX RDF
22	Haowen Fan, Yulin Zhang	Quality disclosure in sharing economy platform with network externality under consumer risk aversion.	Kybernetes	2023	DBLP DOI BibTeX RDF
22	Xiaoli Yan, Hui Yu	Robust decision of supply chain with risk aversion under supply uncertainty.	J. Ambient Intell. Humaniz. Comput.	2023	DBLP DOI BibTeX RDF
22	Pengwen Hou, Jun Wang 0068, Qian Zhang 0075, Shuhua Zhang	Implications of risk aversion behavior on the green product promotion strategy under manufacturer encroachment.	Appl. Math. Comput.	2023	DBLP DOI BibTeX RDF
22	Maosi Geng, Zeen Cai, Yizhang Zhu, Xiqun Chen, Der-Horng Lee	Multimodal Vehicular Trajectory Prediction With Inverse Reinforcement Learning and Risk Aversion at Urban Unsignalized Intersections.	IEEE Trans. Intell. Transp. Syst.	2023	DBLP DOI BibTeX RDF
22	Anastasia S. Bizyaeva, Marcela Ordorica Arango, Yunxiu Zhou, Simon A. Levin, Naomi Ehrich Leonard	Active risk aversion in SIS epidemics on networks.	CoRR	2023	DBLP DOI BibTeX RDF
22	Ziteng Cheng, Anthony Coache, Sebastian Jaimungal	Eliciting Risk Aversion with Inverse Reinforcement Learning via Interactive Questioning.	CoRR	2023	DBLP DOI BibTeX RDF
22	Wanying Wei, Weihua Liu, Ou Tang, Chuanwen Dong, Yanjie Liang	CSR investment for a two-sided platform: Network externality and risk aversion.	Eur. J. Oper. Res.	2023	DBLP DOI BibTeX RDF
22	Luís Miguel Pacheco, Júlio Lobão, Sílvia Coelho	Gender and Risk Aversion: Evidence from a Natural Experiment.	Games	2023	DBLP DOI BibTeX RDF
22		Retraction notice to "Green investment mechanism considering supply chain risk aversion and negotiating power" [Comput. Ind. Eng. 171 (2022) 108484].	Comput. Ind. Eng.	2023	DBLP DOI BibTeX RDF
22	Shizhen Bai, Yonggan Wang, Shenghua Zheng, Hao He 0013	Green Investment Decisions and Coordination in a Green Agri-Product Supply Chain considering Risk Aversion and Bargaining Power under Different Channel Power Structures.	Complex.	2023	DBLP DOI BibTeX RDF
22	Ying Ji 0001, Yifan Ma	The robust maximum expert consensus model with risk aversion.	Inf. Fusion	2023	DBLP DOI BibTeX RDF
22	James Hale, Peter H. Kim, Jonathan Gratch	Risk Aversion and Demographic Factors Affect Preference Elicitation and Outcomes of a Salary Negotiation.	CogSci	2023	DBLP BibTeX RDF
22	Ming Liu 0008, Yecheng Zhao, Feng Chu 0001, Mengchu Zhou, Zhongzheng Liu	Solving General Ranking and Selection Problems with Risk-aversion.	ICNSC	2023	DBLP DOI BibTeX RDF
22	Mari Ito, Yoshito Namba, Ryuta Takashima	Robust Optimization for Operating Room Scheduling with Uncertain Surgical Durations: Impact of Risk-Aversion on Delay.	ICORES (Selected Papers)	2023	DBLP DOI BibTeX RDF
22	G. Rejikumar, Aswathy Asokan-Ajitha, Sofi Dinesh, Ajay Jose	The role of cognitive complexity and risk aversion in online herd behavior.	Electron. Commer. Res.	2022	DBLP DOI BibTeX RDF
22	Huijie Zhang, Ying Ji 0001, Shaojian Qu, Huanhuan Li 0003, Ripeng Huang	The robust minimum cost consensus model with risk aversion.	Inf. Sci.	2022	DBLP DOI BibTeX RDF
22	Haitao Li, Chongfeng Wu, Chunyang Zhou	Time-Varying Risk Aversion and Dynamic Portfolio Allocation.	Oper. Res.	2022	DBLP DOI BibTeX RDF
22	Maria Tsiodra, Michail Chronopoulos	A bi-level model for optimal capacity investment and subsidy design under risk aversion and uncertainty.	J. Oper. Res. Soc.	2022	DBLP DOI BibTeX RDF
22	Riza Demirer, Konstantinos Gkillas, Rangan Gupta, Christian Pierdzioch	Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests.	J. Oper. Res. Soc.	2022	DBLP DOI BibTeX RDF
22	Lei Wang, Qing Liu, Shiyu Dong, Carlos Guedes Soares	Selection of countermeasure portfolio for shipping safety with consideration of investment risk aversion.	Reliab. Eng. Syst. Saf.	2022	DBLP DOI BibTeX RDF
22	Dong Li 0015, Li Li	Negotiation for service contracting: incentives, bargaining power, and customer risk aversion.	Int. Trans. Oper. Res.	2022	DBLP DOI BibTeX RDF
22	Tal Avinadav, Adi Eyal Bunker	The effect of risk aversion and financing source on a supply chain of in-app products.	Int. Trans. Oper. Res.	2022	DBLP DOI BibTeX RDF
22	Xiaoping Xu, Tsan-Ming Choi	Used-Part-Collection Programs in Manufacturing Systems for Products With Reusable Parts: Roles of Risk Aversion and Platforms.	IEEE Trans. Syst. Man Cybern. Syst.	2022	DBLP DOI BibTeX RDF
22	Yi Cheng, Guanghui Lan, H. Edwin Romeijn	Functional Constrained Optimization for Risk Aversion and Sparsity Control.	CoRR	2022	DBLP DOI BibTeX RDF
22	Ruoxin Xiao	Optimal consumption-investment choices under wealth-driven risk aversion.	CoRR	2022	DBLP DOI BibTeX RDF
22	Andreas Haupt, Aroon Narayanan	Risk Aversion In Learning Algorithms and an Application To Recommendation Systems.	CoRR	2022	DBLP DOI BibTeX RDF
22	Weili Xue, Lijun Ma, Yanchu Liu, Meiyan Lin	Value of Inventory Pooling with Limited Demand Information and Risk Aversion.	Decis. Sci.	2022	DBLP DOI BibTeX RDF
22	Ke Wang, Xiaolin Huang, Shuang Hu, Hongwei Wang 0009, Mingxuan Zhao, Jian Zhou	Multivariate uncertain risk aversion with application to accounts receivables pricing.	Soft Comput.	2022	DBLP DOI BibTeX RDF
22	Qiao Zhang, Jing Chen 0035, Jun Lin 0002	Market targeting with social influences and risk aversion in a co-branding alliance.	Eur. J. Oper. Res.	2022	DBLP DOI BibTeX RDF
22	Andrea C. Hupman	Cutoff Threshold Decisions for Classification Algorithms with Risk Aversion.	Decis. Anal.	2022	DBLP DOI BibTeX RDF
22	Ali Zeytoon-Nejad	Measuring Price Risk Aversion through Indirect Utility Functions: A Laboratory Experiment.	Games	2022	DBLP DOI BibTeX RDF
22	Anna Dodonova	Risk Aversion, Managerial Reputation, and Debt-Equity Conflict.	Games	2022	DBLP DOI BibTeX RDF
22	Minh Hoang Nguyen 0003, Nguyen Thanh Thanh Huyen, Manh-Toan Ho, Tam-Tri Le, Quan-Hoang Vuong	The Roles of Female Involvement and Risk Aversion in Open Access Publishing Patterns in Vietnamese Social Sciences and Humanities.	J. Data Inf. Sci.	2022	DBLP DOI BibTeX RDF
22	Yan Dolinsky, Shir Moshe	Short Communication: Utility Indifference Pricing with High Risk Aversion and Small Linear Price Impact.	SIAM J. Financial Math.	2022	DBLP DOI BibTeX RDF
22	Mingshi Yue, Songtao Zhang, Zhen Zhang	Deterrence effect of risk aversion information sharing on supplier encroachment.	Comput. Ind. Eng.	2022	DBLP DOI BibTeX RDF
22	Zhimin Guan, Yuxia Mou, Minghe Sun	Hybrid robust and stochastic optimization for a capital-constrained fresh product supply chain integrating risk-aversion behavior and financial strategies.	Comput. Ind. Eng.	2022	DBLP DOI BibTeX RDF
22	Renita Murimi	What Makes AI Addictive? The Role of Discounting, Risk Aversion and Self-regulation.	DataCom	2022	DBLP DOI BibTeX RDF
22	Qinpeng Wang, Xiaoyuan Shi, Yalan Su, Peng Wu	Research on the Risk Aversion Strategy of Manufacturers Share Holding Energy Service Company.	ITQM	2022	DBLP DOI BibTeX RDF
22	Yueqi Li, Ingrid Fisher	Digital Financial Literacy, Risk Aversion, and College Students' Online Security Behavior.	IEEE Big Data	2022	DBLP DOI BibTeX RDF
22	Khalid Abdel Hafeez, Daniel Silva 0010, Peter Levine, Brett Hausdorf, Ibrahim Noor Mohammed	Intelligent COVID Risk Aversion System.	CCECE	2022	DBLP DOI BibTeX RDF
22	Marc Rigter, Paul Duckworth, Bruno Lacerda, Nick Hawes	Planning for Risk-Aversion and Expected Value in MDPs.	ICAPS	2022	DBLP BibTeX RDF
22	Sho Takemori	Distributionally-Aware Kernelized Bandit Problems for Risk Aversion.	ICML	2022	DBLP BibTeX RDF
22	Zhanhui Chen, Ilan Cooper, Paul Ehling, Costas Xiouros	Risk Aversion Sensitive Real Business Cycles.	Manag. Sci.	2021	DBLP DOI BibTeX RDF
22	Panos Kouvelis, Guang Xiao, Nan Yang	Role of Risk Aversion in Price Postponement Under Supply Random Yield.	Manag. Sci.	2021	DBLP DOI BibTeX RDF