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Uncertainty of supply chains : risk and ambiguity

Kancs, D'Artis - 2024

robustness under risk aversion and ambiguity aversion. We aim to understand the potential consequences of deeply uncertain … relationship between the upstream sourcing decisions and the supply chain survival probability. Both risk-averse and ambiguity … chain-level coordination of downstream firm sourcing decisions can qualitatively improve the robustness of the entire supply …

Persistent link: https://www.econbiz.de/10014520125

Uncertainty of supply chains : risk and ambiguity

Kancs, D'Artis - In: The world economy : the leading journal on … 47 (2024) 5, pp. 2009-2033

Persistent link: https://www.econbiz.de/10014540720

Robust portfolio choice with stochastic interest rates

Flor, Christian Riis; Larsen, Linda Sandris - In: Annals of finance 10 (2014) 2, pp. 243-265

Persistent link: https://www.econbiz.de/10010350862

Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection

Bielecki, Tomasz R.; Chen, Tao; Cialenco, Igor - In: International journal of theoretical and applied finance 24 (2021) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10012650186

Model and survey estimates of the term structure of US macroeconomic uncertainty

Clements, Michael P.; Galvão, Ana Beatriz C. - In: International journal of forecasting 33 (2017) 3, pp. 591-604

Persistent link: https://www.econbiz.de/10011746192

Hedging under generalized good-deal bounds and model uncertainty

Becherer, Dirk; Kentia Tonleu, Klébert - In: Mathematical methods of operations research 86 (2017) 1, pp. 171-214

Persistent link: https://www.econbiz.de/10011714399

Student uncertainty and major choice

Congdon-Hohman, Joshua; Nathan, Anil; Svec, Justin - 2013

Persistent link: https://www.econbiz.de/10010436868

The Hull-White model under volatility uncertainty

Hölzermann, Julian - In: Quantitative finance 21 (2021) 11, pp. 1921-1933

Persistent link: https://www.econbiz.de/10012696796

Dynamic probabilistic forecasting with uncertainty

Benth, Fred Espen; Kutrolli, Gleda; Stefani, Silvana - In: International journal of theoretical and applied finance 24 (2021) 6/7, pp. 1-18

Persistent link: https://www.econbiz.de/10012807773

Optimal reinsurance with model uncertainty and Stackelberg game

Gavagan, Joshua; Hu, Liang; Lee, Gee; Liu, Haiyan; … - In: Scandinavian actuarial journal 2022 (2022) 1, pp. 29-48

Persistent link: https://www.econbiz.de/10012872645