Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 240 for “"Risk aversion"”.
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Gender and Financial Risk Aversion
… decisions, researchers have linked investors’ risk aversion to several individual characteristics of theirs, such as their age, their income or their financial knowledge. However, an investor’s characteristic, somehow overlooked or not properly investigated, has been the investor’s gender, and …
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Risk aversion in the warrant markets
Thesis (M.S.)--Massachusetts Institute of Technology, School of Industrial Management, 1963.
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Model complexity and risk aversion in decision analysis
… more complex than merited. Yet, decision makers’ risk preferences are often ignored without considering the effect on recommendations. Additionally, modelers do not always understand the difference between preferences toward deterministic outcomes and risk preferences or the impact of modeling …
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Risk Aversion and Consumer Choice With Many Commodities
The Arrow-Pratt analysis of risk aversion offers a cogent explanation of how changes in attitudes towards risk affect the choices of expected utility maximizing agents whose preferences are defined over a single variable, wealth. The restriction of the analysis to utility functions of one argument, …
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Extracting risk aversion estimates from option prices/implied volatility
The risk neutral density function is the distribution implied by the market price of derivative securities, namely options. It encloses the assumption that arbi-trage free conditions persist in the market. Given the historical evolution of stock prices, an investor will form some belief about the …
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Capacity control in network revenue management : clustering and risk-aversion
… can be done in faster time. We also introduce risk-aversion in network revenue management. We have investigated risk-aversion on network revenue management and also study the impact of risk-aversion parameters in the optimization model on relative revenue-risk performance.
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Risk Aversion and Adoption of Conservation Agriculture Practices in Eastern Uganda
… yields. One theory is that poor farmers are risk averse and therefore do not invest in high risk high return innovations and that risk averse farmers will only adopt larger innovations if they experience success with small ones. Risk preferences were measured in two districts in Uganda …
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Fire prevention and risk aversion among informal urban dwellers in Cape Town
… experimental evidence on fire prevention and risk aversion among urban informal settlers using lottery choice data with real monetary prizes. The paper estimates the risk attitudes of a sample of 174 individuals from an informal housing development in Cape Town. The empirical analysis is …
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Effects of risk aversion on value of information in two-action decision problems
… lottery without the information, then the more risk averse decision maker will value the perfect information higher than the less risk averse one. Conversely, if two decision makers reject the lottery without the information, then the less risk averse decision maker will value the perfect …
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Effect of Risk and Risk Aversion on Farm Decision-Making: Farmers in Northern Thailand
… crop production and their preferences for taking risks had on the farm decision-making process. Individual firm data from a random sample of thirty-nine farmers in two villages in the Chiang Mai Valley of northern Thailand were used.
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Measuring risk aversion among asset poor small-scale farmers in the Western Cape, South Africa
… analysis of the contentious issue regarding risk preferences of small-scale farmers in low-income countries. Resource-poor farmers have often been described as being inherently risk averse given their tendency to under-invest in risky yet profitable crop technologies. In contrast to this …
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Creating Criminality: The Intensification of Institutional Risk Aversion Strategies and the Decline of the Bail Process
… case resolution involves an evaluation of the risk the accused poses to the community. In addition to this evaluation, the risk posed to the reputation of the criminal justice system should the accused re-offend while on bail has come to influence the timeliness of the bail decision as well as …
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The Pricing Strategy of a Bayesian Learning Monopolistic Insurer
… and that all consumers have the same level of risk aversion. This paper relaxes these two assumptions by allowing consumers to have different levels of risk aversion, which the insurer has no prior knowledge of these levels of risk aversion when meeting consumers for the first time. Using …
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Linkages Between Tenure, Risk, and Time Attitudes: Effects on Farm Business Decisions
… inter-temporal stochastic setting, the degree of risk aversion and changing time attitudes play important roles in decision making. But risk aversion has stronger effects than do time attitudes. Share leasing also is confirmed as an important response to risk, especially as risk aversion increases.
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Essays on the restructuring of the electricity industry in the United States
… study applies a method of joint estimation of risk preferences and costs to assess the nature of attitudes toward risk of the U.S. electric utilities. The estimates of absolute risk aversion, relative risk aversion, and downside risk aversion are obtained. The absolute majority of electricity …
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Essays On The Effects Of Asymmetric Information
… are heterogeneous over levels of ability and risk aversion. The managers have private information about their ability. In this context, a two-dimensional solution set of levels of ability and risk aversion corresponding to each possible mean of cash flow realization is identified. Using two …
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Measuring values for environmental public goods: incorporating gender and ethnic social effects into stated-preference value-elicitation methods
… literatures of contingent valuation method and risk aversion and the interdisciplinary literature of perceptions of risk, specifically with regard to race and gender effects. While a review of the contingent valuation literature shows no systematic gender or race differences in willingness to …
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Theoretical aspects of long-term evaluation in environmental economics
… evaluation model and a new concept of risk aversion. The latter concept, termed intertemporal risk aversion, takes up an important concern of the precautionary principle. The third part extends the underlying model and analyzes the interaction with other characteristics of intertemporal …
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Econometric models of Western Canada crop acreage demand and yield response under risk and uncertainty
… by employing duality models and allowing risk aversion. Econometric results are presented for a four-crop model using level and first differenced data. Estimates for models incorporating risk aversion generally have more significant coefficients for expected revenues or expected prices …
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