Decision tree analysis for a risk averse decision maker: CVaR Criterion.

Saman Eskandarzadeh Kourosh Eshghi

Published in: Eur. J. Oper. Res. (2013)

Keyphrases

risk averse
decision makers
risk neutral
utility function
risk aversion
stochastic programming
risk measures
decision trees
decision making
decision support system
expected utility
multiple criteria
portfolio management
theoretical framework
bayesian networks