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Tractable counterparts of distributionally robust constraints on risk measures
Postek, Krzysztof S.; Hertog, Dirk den; Melenberg, Bertrand - 2014
Persistent link: https://www.econbiz.de/10011282869
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When are static and adjustable robust optimization with constraint-wise uncertainty equivalent?
Marandi, Ahmadreza; Hertog, Dirk den - 2015 - Preprint
Persistent link: https://www.econbiz.de/10011404410
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Computationally tractable counterparts of distributionally robust constraints on risk measures
Postek, Krzysztof Stanisław; Hertog, Dirk den; … - 2015 - Revised version of CentER Discussion Paper No. 2014-031
Persistent link: https://www.econbiz.de/10011348902
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Redistribution of risk through incomplete markets with trading constraints
De Waegenaere, Anja - 1994
Persistent link: https://www.econbiz.de/10000880092
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An experiment on risk taking and evaluation periods
Genîzî, Ûrî; Potters, Jan - 1996
Persistent link: https://www.econbiz.de/10000941279
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Preferences, consumption smoothing, and risk premia
Lettau, Martin; Uhlig, Harald - 1997
Persistent link: https://www.econbiz.de/10000965295
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Measuring risk attitudes in a natural experiment : data from the television game show LINGO
Beetsma, Roel; Schotman, Peter C. - 1998
Persistent link: https://www.econbiz.de/10000979908
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Estimating net present value variability for deterministic models
Groenendaal, Willem J. van - 1995
Persistent link: https://www.econbiz.de/10000915172
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Risk taking and optimal contracts for money managers
Palomino, Frédéric; Prat, Andrea - 1998
Persistent link: https://www.econbiz.de/10000995262
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Trade reform, policy uncertainty and the current account : a non-expected utility approach
Wijnbergen, Sweder van - 1991
Persistent link: https://www.econbiz.de/10000823536