Ambiguity in risk preferences in robust stochastic optimization
William B. Haskell, Lunce Fu, Maged Dessouky
| Year of publication: |
1 October 2016
|
|---|---|
| Authors: | Haskell, William B. ; Fu, Lunce ; Dessouky, Maged |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 254.2016, 1 (1.10.), p. 214-225
|
| Subject: | Stochastic dominance | Robust optimization | Expected utility maximization | Erwartungsnutzen | Expected utility | Theorie | Theory | Stochastischer Prozess | Stochastic process | Risikopräferenz | Risk attitude | Robustes Verfahren | Robust statistics | Portfolio-Management | Portfolio selection | Entscheidung unter Unsicherheit | Decision under uncertainty | Mathematische Optimierung | Mathematical programming | Intertemporale Entscheidung | Intertemporal choice | Risikoaversion | Risk aversion | Nutzen | Utility | Entscheidung unter Risiko | Decision under risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2016.03.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011503281