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Portfolio selection under distributional uncertainty : a relative robust CVaR approach

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Optimal corporate strategy under uncertainty

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Index-exciting CAViaR : a new empirical time-varying risk model

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The impulsive online shopper: effects of COVID-19 burnout, uncertainty, self-control, and online shopping trust

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Consumerism during the COVID-19 pandemic has been characterized by impulsive buying. Using the theoretical lens of uncertainty avoidance and ego-depletion to identify the mediating mechanisms and moderating factors for online impulse buying, we surveyed young consumers across two relevant...

Persistent link: https://www.econbiz.de/10014373525

Multiple kernel learning-aided robust optimization : learning algorithm, computational tractability, and usage in multi-stage decision-making

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Optimal reinsurance pricing, risk sharing and investment strategies in a joint reinsurer-insurer framework

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Multi-period investment decision problem based on time consistent generalized convex risk measure and extremum scenarios

Li Yang; Chen, Zhiping; Hu, Qianhui - In: China finance review international 4 (2014) 4, pp. 360-384

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Time consistency and time consistent generalized convex multistage risk measures

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