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Time varying risk aversion and its connectedness: evidence from cryptocurrencies
Changing patterns of risk aversion may follow a non-linear counter-cyclical process. However, the evidence so far has not considered develo**...
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Multidimensional risk aversion: the cardinal sin
Attitudes towards multidimensional risk depend both on the shape of the indifference map under certainty and on the degree of concavity of the...
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Optimizing a single-product production-inventory system under constant absolute risk aversion
This paper considers a single-product production-inventory system managed by a base-stock policy where the factory inventory manager with cost...
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Location and Strategies in Stackelberg Security Games with Risk Aversion
In Stackelberg security games, a leader locates security resources to protect a set of targets from strategic adversaries that aim to attack these...
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Analysis of strategic deviance decisions considering investors’ risk aversion and the industrial earnings forecast errors
Strategic deviance plays a crucial role in practice because it is very important for companies to gain competitive advantages. Previous studies have...
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E-commerce supply chain inventory decisions and contract design considering sales effort and risk aversion
We introduce vendor-managed inventory (VMI) modes and retailer-managed inventory modes and use conditional value-at-risk to quantify the inventory...
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Risk Aversion and the Value of Information for Investors
The chapter provides a selective survey of the literature relating risk aversion to the value of information. The focus is on several papers,...
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Prior perceived losses and investment objectives after stock market crisis: a moderated-mediation model of risk tolerance and loss aversion
This study explores whether prior perceived losses affect investment objectives via loss aversion as a mediator and whether the indirect effect is...
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Agency contracts with incentive mechanisms considering supplier risk aversion in a dynamic platform supply chain
One of the most common contracts used in platform supply chains is the agency contract in which online platforms as intermediaries and leaders allow...
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Learning Aversion in Benefit-Cost Analysis with Uncertainty
The decision biases discussed in previous chapters can distort cost-benefit evaluations of uncertain risks, leading to risk management policy...
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Financing the capital-constrained online retailer with risk aversion: coordinating strategy analysis
This paper considers a capital-constrained online retailer (OR) selling products through an e-commerce platform (EP) who also offers financial...
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Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle
In this paper, we design a competition framework for two insurers with ambiguity aversion under the utility framework and investigate the resulting...
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Algorithm aversion in delegated investing
The tendency of humans to shy away from using algorithms—even when algorithms observably outperform their human counterpart—has been referred to as...
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Ordering and Pricing Decisions Considering Capital Constraint and Loss Aversion
The problem of difficult and expensive financing for small and medium-sized enterprises is not only a problem for enterprise operations, but also a...
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Beyond Algorithm Aversion in Human-Machine Decision-Making
A longstanding finding in the judgment and decision-making literature is that human decision performance can be improved with the help of a...
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Impact of loss aversion on the newsvendor problem: a literature review and insights for future researchers
The standard newsvendor problem has attempted to determine the ideal ordering quantity considering the trade-off between over-stocking and...
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Portfolio choice under loss aversion and diminishing sensitivity: a theoretical extension
This article provides some analytical proofs for the effects of loss aversion and diminishing sensitivity on portfolio choice. We use the performance...
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Sourcing decisions with loss aversion under yield and demand randomness
Yield and demand randomness are common in the industry, and loss aversion has been regarded as an inherent behavior for decision-makers. We combine...
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Not a good judge of talent: the influence of subjective socioeconomic status on AI aversion
The current research constructs a framework to understand how subjective socioeconomic status (SES) affects consumers’ AI aversion in the evaluation...
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Hybrid entrepreneurship and risk
In this paper, we study the impact of risk on time allocation decisions between occupations by modeling a hybrid entrepreneur who must decide how to...
