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Advanced Search Results For "RISK aversion"

1 - 10 of 14,505 results for
 "RISK aversion"
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Optimal HARA Investments with Terminal VaR Constraints.

Publication Type:Academic Journal

Source(s):Advances in Operations Research. 5/9/2022, p1-20. 20p.

Abstract:This paper studies the impact of Value at Risk (VaR) constraints on investors with hyperbolic absolute risk aversion (HARA) risk preferences. We derive closed-form representations for the "triplet": optimal investment, terminal wealth, and value functi...

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Quality information acquisition and ordering decisions with risk aversion.

Publication Type:Academic Journal

Source(s):International Journal of Production Research. Nov 2021, Vol. 59 Issue 22, p6864-6880. 17p. 1 Diagram, 4 Charts, 8 Graphs.

Abstract:This paper investigates a retailer's quality information acquisition and ordering decisions in the presence of risk aversion. We formulate a newsvendor model and derive the retailer's optimal order quantity under two scenarios, one with and one without...

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THE EFFECT OF COVID-19 KNOWLEDGE LEVEL OF HEALTH PROFESSIONALS ON SOCIAL CLOSENESS AND RISK AVOIDANCE BEHAVIORS DURING THE PANDEMIC.

Publication Type:Academic Journal

Source(s):Erciyes Akademi. Mar2022, Vol. 36 Issue 1, p432-447. 16p.

Abstract:Sağlık çalışanları tüm pandemilerde hayatlarını riske atarak hastalıklarla ön saflarda mücadele etmektedir. Bu çalışmanın temel amacı, çalışanların COVID-19 bilgi düzeyinin pandemi sürecinde sosyal yakınlık ve riskten kaçınma davranışlarına etkisini be...

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Pricing Decision and Financing Approach Selection of Fund-Deficient Closed-Loop Supply Chain under Distributor's Risk Aversion.

Publication Type:Academic Journal

Source(s):Mathematical Problems in Engineering. 2/28/2022, p1-23. 23p.

Abstract:The study aims at an issue of the rational financing approach selection on the fund-deficient remanufacturing closed-loop supply chain (CLSC), which is composed of one fund-deficient manufacturer and a risk-adverse distributor. The pricing decision und...

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Risk-Neutral Skewness, Informed Trading, and the Cross Section of Stock Returns.

Publication Type:Academic Journal

Source(s):Journal of Financial & Quantitative Analysis. Aug2021, Vol. 56 Issue 5, p1713-1737. 25p.

Abstract:In this article, we use volatility surface data from options contracts to document a strong, robust, and positive cross-sectional relation between risk-neutral skewness (RNS) and subsequent stock returns. The differential return between high- and low-R...

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We Are Not All the Same: The Influence of Personal Cultural Orientations on Vulnerable Consumers' Financial Well-Being.

Publication Type:Academic Journal

Source(s):Journal of International Marketing; Sep2022, Vol. 30 Issue 3, p57-71, 15p, 2 Diagrams, 3 Charts

Abstract:Copyright of Journal of International Marketing is the property of American Marketing Association and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However,...

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The impact of risk aversion and ambiguity aversion on annuity and saving choices.

Publication Type:Academic Journal

Source(s):Journal of Risk & Uncertainty. Aug2022, Vol. 65 Issue 1, p33-56. 24p.

Abstract:We analyze the impact of risk aversion and ambiguity aversion on the competing demands for annuities and bequeathable savings using a lifecycle recursive utility model. Our main finding is that risk aversion and ambiguity aversion have similar effects:...

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Countercyclical Labor Income Risk and Portfolio Choices over the Life Cycle.

Publication Type:Academic Journal

Source(s):Review of Financial Studies; Sep2022, Vol. 35 Issue 9, p4016-4054, 39p

Abstract:Copyright of Review of Financial Studies is the property of Oxford University Press / USA and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users m...

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An experimental analysis of risk effects in attacker‐defender games.

Publication Type:Academic Journal

Source(s):Southern Economic Journal. Jul2022, Vol. 89 Issue 1, p185-215. 31p.

Abstract:This paper reports results of two‐person games in which a defender chooses between high and low alert states, and an attacker chooses whether to attack or wait. Low alerts and attacks are risky because successful attacks are costly for the defender and...

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Adoption of symbolic versus substantive sustainability practices by lower-tier suppliers: a behavioural view.

Publication Type:Academic Journal

Source(s):International Journal of Production Research; Aug2022, Vol. 60 Issue 15, p4817-4844, 28p, 1 Diagram, 6 Charts

Abstract:Copyright of International Journal of Production Research is the property of Taylor & Francis Ltd and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However,...

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