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Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures

Bellini, Fabio; Laeven, Roger J. A.; Rosazza Gianin, … - In: European journal of operational research : EJOR 291 (2021) 2, pp. 438-446

Persistent link: https://www.econbiz.de/10012495322

Loss-averse preferences and portfolio choices : an extension

Eeckhoudt, Louis R.; Fiori, Anna Maria; Rosazza Gianin, … - In: European journal of operational research : EJOR 249 (2016) 1, pp. 224-230

Persistent link: https://www.econbiz.de/10011435806

The newsvendor problem : the role of prospect theory and feedback

Surti, Chirag; Celani, Anthony; Gajpal, Yuvraj - In: European journal of operational research : EJOR 287 (2020) 1, pp. 251-261

Persistent link: https://www.econbiz.de/10012293760

Influence modeling : mathematical programming representations of persuasion under either risk or uncertainty

Caballero, William N.; Lunday, Brian J. - In: European journal of operational research : EJOR 278 (2019) 1, pp. 266-282

Persistent link: https://www.econbiz.de/10012102610

Axiom preferences and choice mistakes under risk

Herweg, Fabian; Hippel, Svenja; Müller, Daniel; … - 2024

preferences. Among the behavioral patterns that allow for a clear-cut interpretation on the decision level, we find that roughly …

Persistent link: https://www.econbiz.de/10014556632

Optimizing sequential decision-making under risk : strategic allocation with switching penalties

Malekipirbazari, Milad - In: European journal of operational research : EJOR 321 (2025) 1, pp. 160-176

Persistent link: https://www.econbiz.de/10015094944

A note on the computation of the equity premium and the market value of firm equity

Heer, Burkhard; Maußner, Alfred - 2010

Turnovsky (1995) derives in a continuous-time model of a decentralized economy that the correct specification of the firm's objective function is to maximize the initial value of its outstanding securities. The firm value is the discounted flow of real earnings. For the discrete-time version of...

Persistent link: https://www.econbiz.de/10003966553