On Bidding with Securities: Risk Aversion and Positive Dependence
Vineet AbhishekBruce E. HajekSteven R. WilliamsPublished in: CoRR (2011)
Keyphrases
- risk aversion
- utility function
- risk averse
- risk neutral
- expected utility
- portfolio management
- exchange rate
- decision makers
- financial markets
- decision making
- portfolio selection
- online auctions
- fraud detection
- decision theory
- decision theoretic
- genetic algorithm
- stock market
- decision problems
- short term
- markov chain
- artificial intelligence