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 …

This article responds to calls in the literature for a major shift in approaches to explaining systemic risk. It … science are combined with an interpretation of entropy as risk uncertainty, to explain systemic risk in terms of catastrophic …, confirming academic commentary on that event. In conclusion, the operational definition of systemic risk proposed in this …

presented provides an ability to evaluate sustainable withdrawal rates and exposure to sequence risk together …

Most risk mitigation activities involve technological uncertainty (TU) because their effectiveness depends on exogenous … optimal level of risk mitigation via two channels: a preference channel and a technology channel. We identify conditions that … conditions involve prudence, relative risk aversion and relative prudence as well as several new measures of technological …

degree of pessimism of the representative agent is the mean of the individual ones weighted by their index of absolute risk …

investigate how the structure of those networks can affect the capacity of regulators to assess the level of systemic risk. We … of systemic risk in terms of expected losses. We further quantify the effects of cyclicality, leverage, volatility and …

risk for innovation decisions. Our analysis uses a risk measure and a new outcome-independent measure of ambiguity. We find …. We also find a significant positive effect of risk on R&D, but the effect of risk on patents and citations is negative …