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Fractional Degree Stochastic Dominance 期刊论文
MANAGEMENT SCIENCE, 2020, 卷号: 66, 期号: 10, 页码: 4630-4647
作者:  Huang, Rachel J.;  Tzeng, Larry Y.;  Zhao, Lin
收藏  |  浏览/下载:123/0  |  提交时间:2021/01/14
stochastic dominance  risk aversion  risk lovingness  higher-order risk preferences  risk taking  
The warning of haze: weather and corporate investment 期刊论文
ACCOUNTING AND FINANCE, 2019, 卷号: 59, 期号: 5, 页码: 3029-3052
作者:  Zhang, Xiuping;  Wang, Shouyang;  Meng, Qingbin;  Wu, Weixing
收藏  |  浏览/下载:129/0  |  提交时间:2020/05/24
Corporate investment  Risk aversion  Weather  
Mean-risk analysis of wholesale price contracts with stochastic price-dependent demand 期刊论文
ANNALS OF OPERATIONS RESEARCH, 2017, 卷号: 257, 期号: 1-2, 页码: 491-518
作者:  Zhao, Yingxue;  Choi, Tsan-Ming;  Cheng, T. C. E.;  Wang, Shouyang
收藏  |  浏览/下载:123/0  |  提交时间:2018/07/30
Supply chain management  Contract risk  Wholesale price contract  Stochastic price-dependent demand  Risk aversion  
Comparing risks with reference points: A stochastic dominance approach 期刊论文
INSURANCE MATHEMATICS & ECONOMICS, 2016, 卷号: 70, 页码: 105-116
作者:  Guo, Dongmei;  Hu, Yi;  Wang, Shouyang;  Zhao, Lin
收藏  |  浏览/下载:115/0  |  提交时间:2018/07/30
Stochastic dominance  Reference point  Loss aversion  Downside risk  Allais-type anomalies  Endowment effect for risk  
RISK AVERSION AND PORTFOLIO SELECTION IN A CONTINUOUS-TIME MODEL 期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2011, 卷号: 49, 期号: 5, 页码: 1916-1937
作者:  Xia, Jianming
收藏  |  浏览/下载:133/0  |  提交时间:2018/07/30
risk aversion  portfolio selection  Black-Scholes market model  comparative statics  
SUPPLY CHAIN COORDINATION WITH CVaR CRITERION 期刊论文
ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH, 2009, 卷号: 26, 期号: 1, 页码: 135-160
作者:  Yang, Lei;  Xu, Minghui;  Yu, Gang;  Zhang, Hanqin
收藏  |  浏览/下载:115/0  |  提交时间:2018/07/30
Supply chain coordination  newsvendor model  risk-aversion  supply contract  conditional value-at-risk