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Standard stochastic dominance

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Risk, Uncertainty and the Agricultural Firm

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model, real options theory, and state-contingent production relationships. Risk, Uncertainty, and the Agricultural Firm …This text is the first major survey of risk analysis from the perspective of the agricultural firms since Agricultural … that text, this book includes the statistical foundations of decision making under risk and uncertainty. Adding to the …

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Optimal order quantity by maximising expected utility for the newsboy model

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Ambiguity in risk preferences in robust stochastic optimization

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Dynamic portfolio optimization with ambiguity aversion

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An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution

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Modelling agricultural risk in a large scale positive mathematical programming model

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Robust portfolio optimization with a generalized expected utility model under ambiguity

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