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A producer theory with business risks
Kim, Seong-Hoon; Moon, Seongman - 2012
Persistent link: https://www.econbiz.de/10009573495
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Analysis of relationship between forward and spot markets in oligopolies under demand and cost uncertainties
Gülpınar, Nalân; Oliveira, Fernando S. - In: Computational Management Science : CMS 11 (2014) 3, pp. 267-283
Persistent link: https://www.econbiz.de/10010385631
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A note on the law of large numbers in economics
Berti, Patrizia; Gori, Michele; Rigo, Pietro - 2010
Let (S, B, G ) and (T, C,Q) be probability spaces, with Q nonatomic, and H = {h in C : Q(H) 0}. In some economic models, the following conditional law of large numbers (LLN) is requested. There are a probability space (O,A,P) and a process X = {Xt : t in T}, with state space (S, B), satisfying...
Persistent link: https://www.econbiz.de/10010343885
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Application of FMEA to study the risk perception of SMEs throughout the ERP adoption life cycle
Bharathi, S. Vijayakumar; Chandrayan, Kanchan - In: International journal of enterprise information systems … 13 (2017) 2, pp. 63-73
Persistent link: https://www.econbiz.de/10011721966
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Information, pesticide safety behaviors, and toxicity risk perceptions evidence from Zambia and Mozambique
Goeb, Joseph; Smart, Jenny Cairns; Snyder, Jason; … - 2022
Persistent link: https://www.econbiz.de/10013471385
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Climate reputation risk and abnormal returns in the stock markets : a focus on large emitters
Guastella, Gianni; Mazzarano, Matteo; Pareglio, Stefano; … - In: International review of financial analysis 84 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10013472811
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Generalized almost stochastic dominance
Tsetlin, Ilia; Winkler, Robert L.; Huang, Rachel J.; … - In: Operations research 63 (2015) 2, pp. 363-377
Persistent link: https://www.econbiz.de/10010526703
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Do REITs outperform stocks and fixed-income assets? : new evidence from mean-variance and stochastic dominance approaches
Chiang, Thomas C.; Hooi Hooi Lean; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 1 (2008) 1, pp. 1-40
This paper re-examines the performance of REITs, stocks, and fixed-income assets based on the preferences of risk …-averse and risk-seeking investors using mean-variance and stochastic dominance approaches. Our findings indicate no first … order to maximize their expected utility, the risk-averse prefer fixed-income assets over real estate, which, in turn, is …
Persistent link: https://www.econbiz.de/10011556251
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Comparing local risks by acceptance and rejection
Schreiber, Amnon - In: Mathematical finance : an international journal of … 26 (2016) 2, pp. 412-430
Persistent link: https://www.econbiz.de/10011577169
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Simultaneous preferences for hedging and doubling down : focal prospects, background positions, and nonconsequentialist conceptualizations of uncertainty
Markle, Alex B.; Rottenstreich, Yuval - In: Management science : journal of the Institute for … 64 (2018) 12, pp. 5846-5959
Persistent link: https://www.econbiz.de/10011964688