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General dual measures of riskiness
Schulze, Klaas - In: Theory and decision : an international journal for … 78 (2015) 2, pp. 289-304
Persistent link: https://www.econbiz.de/10010513819
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A novel job search problem in hybrid uncertain environment
Wang, Guoli; Tang, Wansheng; Zhao, Ruiqing - In: Fuzzy optimization and decision making : a journal of … 12 (2013) 3, pp. 249-261
Persistent link: https://www.econbiz.de/10010232692
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Minimizing spectral risk measures applied to Markov decision processes
Bäuerle, Nicole; Glauner, Alexander - In: Mathematical methods of operations research : ZOR 94 (2021) 1, pp. 35-69
Persistent link: https://www.econbiz.de/10012618978
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Markov decision processes with recursive risk measures
Bäuerle, Nicole; Glauer, Alexander - In: European journal of operational research : EJOR 296 (2022) 3, pp. 953-966
Persistent link: https://www.econbiz.de/10013255611
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"Dice"-sion–making under uncertainty : when can a random decision reduce risk?
Delage, Erick; Kuhn, Daniel; Wiesemann, Wolfram - In: Management science : journal of the Institute for … 65 (2019) 7, pp. 3282-3301
Persistent link: https://www.econbiz.de/10012039992
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Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making
Wang, Wei; Xu, Huifu - In: Computational management science 20 (2023) 1, pp. 1-51
Persistent link: https://www.econbiz.de/10014393426
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Distributionally robust Markov decision processes and their connection to risk measures
Bäuerle, Nicole; Glauner, Alexander - In: Mathematics of operations research 47 (2022) 3, pp. 1757-1780
Persistent link: https://www.econbiz.de/10013374970
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Optimal structure of real estate portfolio using EVA : a stochastic Markowitz model using data from Greek real estate market
Petropoulos, Theofanis; Liapis, Konstantinos; … - In: Risks : open access journal 11 (2023) 2, pp. 1-19
risk for a given rate of return or achieving a bigger return for a given level of risk. We use historical data from the … estate market. We observe the maximization of EVA and the expected return maximizing concurrently, but the minimizing risk of … EVA is diversified with the minimization of portfolio risk. We observe that the max weight that a residential asset takes …
Persistent link: https://www.econbiz.de/10014245748
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Predicting the unpredictable : value-at-risk, performativity, and the politics of financial uncertainty
Lockwood, Erin - In: Review of international political economy : RIPE 22 (2015) 4, pp. 719-756
Persistent link: https://www.econbiz.de/10011372868
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The effect of leverage on the magnitude of risk : can financial market black swan events, 10 sigma events and fat tails be explained by leverage?
Fox, David; Lim, JiEun; Wee, Claudia - In: Economics & finance notes 4 (2015) 1/2, pp. 45-54
Persistent link: https://www.econbiz.de/10011444068