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On the convex hull of K-additive 0-1 capacities and its application to model identification in decision making
Grabisch, Michel; Labreuche, Christophe - 2022
Persistent link: https://www.econbiz.de/10013169953
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A representation of risk measures
Amarante, Massimiliano - 2013
Persistent link: https://www.econbiz.de/10010230249
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Ambiguous market making
Aliyev, Nihad; He, Xue-zhong - 2017
Persistent link: https://www.econbiz.de/10011778179
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Constructing the FEEM sustainability index: A Choquet-integral application
Cruciani, Caterina; Giove, Silvio; Pinar, Mehmet; … - 2013
This paper presents an application of a multi-attribute aggregation methodology to the construction of a sustainability index. Sustainability is a multi-faceted issue, in which synergies or conflicts may arise among the different components, thus making it a complex concept to which multi...
Persistent link: https://www.econbiz.de/10010294316
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Constructing the FEEM sustainability index: A Choquet-integral application
Cruciani, Caterina; Giove, Silvio; Pinar, Mehmet; … - 2012
This paper presents an application of a multi-attribute aggregation methodology to the construction of a sustainability index. Sustainability is a multi-faceted issue, in which synergies or conflicts may arise among the different components, thus making it a complex concept to which multi...
Persistent link: https://www.econbiz.de/10010294336
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Rationalizing Constrained Contingent Claims
Borglin, Anders; Flåm, Sjur - 2007
Choice of contingent claims could reflect risk aversion or pessimism. Accordingly, the underlying, but hidden preferences might fit expected utility of customary von Neumann-Morgenstern form - or more generally, comply with a Choquet integral. This paper considers constrained choice and...
Persistent link: https://www.econbiz.de/10013208515
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Vigilant measures of risk and the demand for contingent claims
Ghossoub, Mario - 2012
I examine a class of utility maximization problems with a not necessarily lawinvariant utility, and with a not necessarily law-invariant risk measure constraint. The objective function is an integral of some function U with respect to some probability measure P, and the constraint set contains...
Persistent link: https://www.econbiz.de/10010352854
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Ambiguity on the insurer's side : the demand for insurance
Amarante, Massimiliano; Ghossoub, Mario; Phelps, Edmund S. - 2014
Persistent link: https://www.econbiz.de/10011379005
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Do Manufacturing Firms Benefit from Services FDI? – Evidence from Six New EU Member States
Damijan, Jože; Kostevc, Črt; Marek, Philipp; Rojec, Matija - 2015
This paper focuses on the effect of foreign presence in the services sector on the productivity growth of downstream customers in the manufacturing sector in six EU new member countries in the course of their accession to the European Union. For this purpose, the analysis combines firm-level...
Persistent link: https://www.econbiz.de/10010520535
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On the optimal accumulation of renewable energy generating capacity
Kollenbach, Gilbert - 2015
We analyze the optimal accumulation of renewable energy (backstop) generating capacity in a capital-energy economy with … exhaustibility of fossil fuels the relative profitability of backstop capacity vs. capital investments increases in time. Furthermore …, it turns out that the optimal economic evolution and, therefore, the steady-state levels of capital, backstop capacity …
Persistent link: https://www.econbiz.de/10011331431