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Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty

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A puzzle of excessive equity risk premium and the case of Poland

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The article presents a historical review of the literature related to the empirical problem of excessive risk premium. The risk premium (the difference between the return on equities and risk-free rate) observed in financial markets cannot be reconciled with theoretical models of financial...

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An SDP approach for multiperiod mixed 0-1 linear programming models with stochastic dominance constraints for risk management

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Value of inventory pooling with limited demand information and risk aversion

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The computational property of the Aumann-Serrano performance index under risk-averse and risk-loving preference

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Advance booking discount for risk-averse firm in the presence of spot market

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