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Generating ambiguity in the laboratory
Stecher, Jack; Shields, Timothy; Dickhaut, John W. - In: Management science : journal of the Institute for … 57 (2011) 4, pp. 705-712
Persistent link: https://www.econbiz.de/10009012180
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Minimizing risk exposure when the choice of a risk measure is ambiguous
Delage, Erick; Li, Jonathan Yu-Meng - In: Management science : journal of the Institute for … 64 (2018) 1, pp. 327-344
Persistent link: https://www.econbiz.de/10011819577
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Temporal risk : utility vs. probability weighting
Abdellaoui, Mohammed; Diecidue, Enrico; Kemel, Emmanuel; … - In: Management science : journal of the Institute for … 68 (2022) 7, pp. 5162-5186
Persistent link: https://www.econbiz.de/10013369290
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Tail risk and robust portfolio decisions
Jin, Xing; Luo, Dan; Zeng, Xudong - In: Management science : journal of the Institute for … 67 (2021) 5, pp. 3254-3275
Persistent link: https://www.econbiz.de/10012581376
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Near-optimal Bayesian ambiguity sets for distributionally robust optimization
Gupta, Vishal - In: Management science : journal of the Institute for … 65 (2019) 9, pp. 4242-4260
Persistent link: https://www.econbiz.de/10012118557
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Distributionally robust selection of the best
Fan, Weiwei; Hong, L. Jeff; Zhang, Xiaowei - In: Management science : journal of the Institute for … 66 (2020) 1, pp. 190-208
Persistent link: https://www.econbiz.de/10012156573
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Rank-dependent utility under multiple priors
Wang, Fan - In: Management science : journal of the Institute for … 68 (2022) 11, pp. 8166-8183
Persistent link: https://www.econbiz.de/10014279981
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Risk attitude, beliefs updating, and the information content of trades : an experiment
Bisière, Christophe; Décamps, Jean-Paul; Lovo, Stefano M. - In: Management science : journal of the Institute for … 61 (2015) 6, pp. 1378-1397
Persistent link: https://www.econbiz.de/10011293382
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Histogram distortion bias in consumer choices
Lu, Tao; Yuan, May; Wang, Chong; Zhang, Xiaoquan - In: Management science : journal of the Institute for … 68 (2022) 12, pp. 8963-8978
Persistent link: https://www.econbiz.de/10014284972
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On the (surprising) sufficiency of linear models for dynamic pricing with demand learning
Besbes, Omar; Zeevi, Assaf - In: Management science : journal of the Institute for … 61 (2015) 4, pp. 723-739
Persistent link: https://www.econbiz.de/10010526550