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Algorithm Aversion in Delegated Investing
Germann, Maximilian - 2020
The tendency of humans to shy away from using algorithms - even when algorithms observably outperform their human counterpart - has been referred to as algorithm aversion. We conduct an experiment to test for algorithm aversion in financial decision making. Participants acting as investors can...
Persistent link: https://www.econbiz.de/10012849660
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Incorporating risk in a positive mathematical programming framework : a dual approach
Arata, Linda; Donati, Michele; Sckokai, Paolo; Arfini, … - In: The Australian journal of agricultural and resource … 61 (2017) 2, pp. 265-284
Persistent link: https://www.econbiz.de/10011674576
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Technical note : stochastic optimization with decisions truncated by positively dependent random variables
Chen, Xin; Gao, Xiangyu - In: Operations research 67 (2019) 5, pp. 1321-1327
Persistent link: https://www.econbiz.de/10012107775
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A numerical solution of optimal portfolio selection problem with general utility functions
Ma, Guiyuan; Zhu, Song-Ping; Kang, Boda - In: Computational economics 55 (2020) 3, pp. 957-981
Persistent link: https://www.econbiz.de/10012223689
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Robustness of optimal portfolios under risk and stochastic dominance constraints
Dupačová, Jitka; Kopam, Milos̆ - In: European journal of operational research : EJOR 234 (2014) 2, pp. 434-441
Persistent link: https://www.econbiz.de/10010356735
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Medium range optimization of copper extraction planning under uncertainty in future copper prices
Alonso-Ayuso, Antonio; Carvallo, Felipe; Escudero, … - In: European journal of operational research : EJOR 233 (2014) 3, pp. 711-726
Persistent link: https://www.econbiz.de/10010228195
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Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty
Bruno, Sergio; Ahmed, Shabbir; Shapiro, Alexander; … - In: European journal of operational research : EJOR 250 (2016) 3, pp. 979-989
Persistent link: https://www.econbiz.de/10011445359
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Risk neutral and risk averse Stochastic Dual Dynamic Programming method
Shapiro, Alexander; Tekaya, Wajdi; Costa, Joari Paulo da; … - In: European journal of operational research : EJOR 224 (2013) 2, pp. 375-391
Persistent link: https://www.econbiz.de/10009683060
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Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming
Shapiro, Alexander - In: European journal of operational research : EJOR 288 (2021) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10012496519
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Constraint generation for risk averse two-stage stochastic programs
Mínguez, Roberto; Ackooij, Wim van; García-Bertrand, … - In: European journal of operational research : EJOR 288 (2021) 1, pp. 194-206
Persistent link: https://www.econbiz.de/10012496548