Risk-averse slope-based thresholds: Definition and empirical evaluation.

Sandro Morasca Luigi Lavazza

Published in: Inf. Softw. Technol. (2017)

Keyphrases

empirical evaluation
risk averse
risk neutral
risk aversion
utility function
stochastic programming
decision makers
portfolio management
multistage
data mining
linear programming
genetic algorithm
computational complexity
probability distribution
linear program
expected utility