Narrow search
Showing 1 - 10 of 224
Cover Image
Regime shifts and uncertainty in pollution control
de Zeeuw, Aart; Zemel, Amos - 2012
We develop a simple model of managing a system subject to pollution damage under risk of an abrupt and random jump in the damage coefficient. The model allows the full dynamic characterization of the optimal emission policies under uncertainty. The results, that imply prudent behavior due to...
Persistent link: https://www.econbiz.de/10010280838
Cover Image
A polynomial optimization approach to constant rebalanced portfolio selection
Takano, Yuichi; Sotirov, Renata - 2010
Persistent link: https://www.econbiz.de/10008697955
Cover Image
Toward an appropriate measure of uncertainty in a risk programming model
MacSweeny, William T.; Kenyon, David E.; Kramer, Randall A. - In: American journal of agricultural economics 69 (1987) 1, pp. 87-96
Persistent link: https://www.econbiz.de/10003600801
Cover Image
Tractable counterparts of distributionally robust constraints on risk measures
Postek, Krzysztof S.; Hertog, Dirk den; Melenberg, Bertrand - 2014
Persistent link: https://www.econbiz.de/10011282869
Cover Image
Computationally tractable counterparts of distributionally robust constraints on risk measures
Postek, Krzysztof Stanisław; Hertog, Dirk den; … - 2015 - Revised version of CentER Discussion Paper No. 2014-031
Persistent link: https://www.econbiz.de/10011348902
Cover Image
Excess based allocation of risk capital
Gulick, Gerwald van; De Waegenaere, Anja; Norde, Henk - 2010
Persistent link: https://www.econbiz.de/10008748335
Cover Image
When are static and adjustable robust optimization with constraint-wise uncertainty equivalent?
Marandi, Ahmadreza; Hertog, Dirk den - 2015 - Preprint
Persistent link: https://www.econbiz.de/10011404410
Cover Image
Evaluating environmental risks using safety-first constraints
Qiu, Zeyuan; Prato, Tony; MacCamley, Francis - In: American journal of agricultural economics 83 (2001) 2, pp. 402-413
Persistent link: https://www.econbiz.de/10001621947
Cover Image
Dynamic resource management : intertemporal substitution and risk aversion
Knapp, Keith C. - In: American journal of agricultural economics 78 (1996) 4, pp. 1004-1014
Persistent link: https://www.econbiz.de/10001213593
Cover Image
Incorporating risk aversion into dynamic programming models
Krautkraemer, Jeffrey A. - In: American journal of agricultural economics 74 (1992) 4, pp. 870-878
Persistent link: https://www.econbiz.de/10001135039