Endogenous second moments: A unified approach to fluctuations in risk, dispersion, and uncertainty.
Ludwig StraubRobert UlbrichtPublished in: J. Econ. Theory (2019)
Keyphrases
- risk measures
- risk averse
- expected utility
- robust optimization
- decision theory
- utility function
- uncertain data
- risk aversion
- high risk
- risk factors
- inherent uncertainty
- risk assessment
- decision makers
- minimum risk
- pattern recognition
- probability theory
- bayesian networks
- databases
- real time
- cumulative prospect theory
- chance constraints
- uncertain information
- belief functions
- decision support system
- mobile robot
- genetic algorithm
- data sets