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European journal of operational research : EJOR
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ECONIS (ZBW)
5,095
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1
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1
Risk
averse decision making under catastrophic
risk
Grechuk, Bogdan
;
Zabarankin, Michael
- In:
European journal of operational research : EJOR
239
(
2014
)
1
,
pp. 166-176
Persistent link: https://www.econbiz.de/10010403636
Saved in:
2
New results on the relationship among
risk
aversion, prudence and temperance
Menegatti, Mario
- In:
European journal of operational research : EJOR
232
(
2014
)
3
,
pp. 613-617
Persistent link: https://www.econbiz.de/10010224955
Saved in:
3
Mean-variance analysis of sourcing decision under disruption
risk
Ray, Pritee
;
Jenamani, Mamata
- In:
European journal of operational research : EJOR
250
(
2016
)
2
,
pp. 679-689
Persistent link: https://www.econbiz.de/10011441734
Saved in:
4
Mean-
risk
analysis with enhanced behavioral content
Cillo, Alessandra
;
Delquié, Philippe
- In:
European journal of operational research : EJOR
239
(
2014
)
3
,
pp. 764-775
Persistent link: https://www.econbiz.de/10010411507
Saved in:
5
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
Saved in:
6
Beyond expected utility : subjective
risk
aversion and optimal portfolio choice under convex shortfall
risk
measures
Brandtner, Mario
;
Kürsten, Wolfgang
;
Rischau, Robert
- In:
European journal of operational research : EJOR
285
(
2020
)
3
,
pp. 1114-1126
Persistent link: https://www.econbiz.de/10012239858
Saved in:
7
Risk
neutral reformulation approach to
risk
averse stochastic programming
Liu, Rui Peng
;
Shapiro, Alexander
- In:
European journal of operational research : EJOR
286
(
2020
)
1
,
pp. 21-31
Persistent link: https://www.econbiz.de/10012239878
Saved in:
8
Entropic
risk
measures and their comparative statics in portfolio selection : coherence vs. convexity
Brandtner, Mario
;
Kürsten, Wolfgang
;
Rischau, Robert
- In:
European journal of operational research : EJOR
264
(
2018
)
2
,
pp. 707-716
Persistent link: https://www.econbiz.de/10011801916
Saved in:
9
Adjusted Rényi entropic value-at-
risk
Zou, Zhenfeng
;
Wu, Qinyu
;
Xia, Zichao
;
Hu, Taizhong
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 255-268
Persistent link: https://www.econbiz.de/10014276754
Saved in:
10
Distortion
risk
measure under parametric ambiguity
Shao, Hui
;
Zhang, Zhe George
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1159-1172
Persistent link: https://www.econbiz.de/10014440209
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