Investment disputes and their explicit role in option market uncertainty and overall risk instability.
Zdenek DrábekMilos KopaMatús MaciakMichal PestaSebastiano VitaliPublished in: Comput. Manag. Sci. (2023)
Keyphrases
- risk aversion
- real option
- option pricing
- risk averse
- black scholes
- expected utility
- decision making
- optimal portfolio
- risk neutral
- portfolio management
- utility function
- asset allocation
- investment decisions
- risk measures
- decision makers
- portfolio selection
- investment strategies
- decision theory
- risk evaluation
- market data
- life cycle
- financial data
- risk management
- power plant
- financial crisis
- financial institutions
- risk assessment
- risk factors
- decision theoretic
- stochastic programming
- exchange rate
- information technology