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Underlying Risk Preferences and Analyst Risk-Taking Behavior
Cleary, Sean - 2020
This study investigates the effect of underlying risk preferences on analysts' work-related decisions. Specifically, we … examine whether facial width-to-height ratio (fWHR), an innate personal characteristic that has been linked to financial risk …
Persistent link: https://www.econbiz.de/10012853033
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Maximum probabilities, information, and choice under uncertainty
Burghart, Dan - In: Economics letters 167 (2018), pp. 43-47
Persistent link: https://www.econbiz.de/10012015769
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Portfolio optimization under partial uncertainty and incomplete information : a probability multimeasure-based approach
La Torre, Davide; Mendivil, Franklin - In: Managerial multiple objective optimization, (pp. 267-279). 2018
Persistent link: https://www.econbiz.de/10011897021
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Moment calculations for piecewise-defined functions : an application to stochastic optimization with coherent risk measures
Borgonovo, Emanuele; Peccati, Lorenzo - 2010
Persistent link: https://www.econbiz.de/10003964884
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Multistage optimization of option portfolio using higher order coherent risk measures
Matmoura, Yassine; Penev, Spiridon - In: European journal of operational research : EJOR 227 (2013) 1, pp. 190-198
Persistent link: https://www.econbiz.de/10009723389
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Inverse portfolio problem with coherent risk measures
Grechuk, Bogdan; Zabarankin, Michael - In: European journal of operational research : EJOR 249 (2016) 2, pp. 740-750
Persistent link: https://www.econbiz.de/10011436861
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Portfolio optimization with disutility-based risk measure
Fulga, Cristinca - In: European journal of operational research : EJOR 251 (2016) 2, pp. 541-553
Persistent link: https://www.econbiz.de/10011444347
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Restricted risk measures and robust optimization
Lagos, Guido; Espinoza, Daniel; Moreno, Eduardo; … - In: European journal of operational research : EJOR 241 (2015) 3, pp. 771-782
Persistent link: https://www.econbiz.de/10010487547
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A robust set-valued scenario approach for handling modeling risk in portfolio optimization
Zhu, Shushang; Jin, Xiaodong; Li, Duan - In: The journal of computational finance 19 (2015) 1, pp. 11-40
Persistent link: https://www.econbiz.de/10011480704
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Volatility vs. downside risk : optimally protecting against drawdowns and maintaining portfolio performance
Barro, Diana; Canestrelli, Elio; Lanza, Fabio - 2014
Persistent link: https://www.econbiz.de/10011632160