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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
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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
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New results on high-order risk changes
Menegatti, Mario - In: European journal of operational research : EJOR 243 (2015) 2, pp. 678-681
Persistent link: https://www.econbiz.de/10010509993
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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
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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
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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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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
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Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties
Maier, Sebastian; Pflug, Georg; Polak, John W. - In: European journal of operational research : EJOR 285 (2020) 1, pp. 133-147
Persistent link: https://www.econbiz.de/10012239492
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An investigation of model risk in a market with jumps and stochastic volatility
Coqueret, Guillaume - In: European journal of operational research : EJOR 253 (2016) 3, pp. 648-658
Persistent link: https://www.econbiz.de/10011493990
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Model risk in the over-the-counter market
Lazar, Emese; Qi, Shuyuan - In: European journal of operational research : EJOR 298 (2022) 2, pp. 769-784
Persistent link: https://www.econbiz.de/10013206897