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Dissertations / Theses on the topic 'Dynamic decisions under risk'

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Published: 4 June 2021

Last updated: 6 February 2022

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1

Davidson, Erick. "Market and professional decision-making under risk and uncertainty." Columbus, Ohio : Ohio State University, 2007. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1196261774.

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Du, Wen. "Intertemporal risk management decisions of farmers under preference, market, and policy dynamics." Online access for everyone, 2005. http://www.dissertations.wsu.edu/Dissertations/Spring2005/W%5FDu%5F051605.pdf.

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3

Zheng, Yu. "Productivité de l'agriculture française et volatilité des prix." Thesis, Rennes, Agrocampus Ouest, 2018. http://www.theses.fr/2018NSARE051/document.

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À la suite des réformes successives de la Politique Agricole Commune (PAC), les soutiens publics par des prix ont diminué au profit de soutiens directs aux revenus agricoles. Cela a exposé les agriculteurs français à une grande volatilité des prix, reconnectés avec les prix mondiaux.Cette thèse mesure l'évolution de la productivité de l'agriculture française dans un modèle dynamique stochastique en intégrant la récente augmentation de la volatilité des prix. Nous étudions le lien dynamique entre le risque de prix, les décisions des agriculteurs et la productivité dans le cadre de l'estimation

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4

Samson, Sundeep. "Performance based decisions under uncertainty and risk." Connect to this title online, 2008. http://etd.lib.clemson.edu/documents/1219855032/.

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Martinez-Correa, Jimmy. "Decisions under Risk, Uncertainty and Ambiguity: Theory and Experiments." Digital Archive @ GSU, 2012. http://digitalarchive.gsu.edu/rmi_diss/29.

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I combine theory, experiments and econometrics to undertake the task of disentangling the subtleties and implications of the distinction between risk, uncertainty and ambiguity. One general conclusion is that the elements of this methodological trilogy are not equally advanced. For example, new experimental tools must be developed to adequately test the predictions of theory. My dissertation is an example of this dynamic between theoretical and applied economics.

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6

Hill, William Trey. "A comparison of ecological and evolutionary models of decisions under risk." Diss., Kansas State University, 2013. http://hdl.handle.net/2097/15531.

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Doctor of Philosophy<br>Department of Psychological Sciences<br>Gary L. Brase<br>Risky decision making occurs in both humans and non-human animals. For a large portion of the history of scientific investigation into human judgment and decision making, risky behavior has been viewed as flawed and irrational. However, the past several decades have seen advances in the view of human rationality. Scientists have suggested that, rather than using probability theory as the metric by which humans are judged as rational or irrational, human minds should be evaluated with respect to specific ecologi

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Capers, Robbin G. "Foraging Decisions of Nocturnal Mice Under Direct and Indirect Cues of Predation Risk." Scholar Commons, 2010. https://scholarcommons.usf.edu/etd/1589.

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The perception of increased predation risk by nocturnal mice and other small mammals has been shown to reduce activity levels, particularly in foraging effort. Various cues of predation risk have been used in previous studies, but few have assessed the potential interactions between different types of cues. I conducted field, laboratory, and enclosure experiments using predator scents, artificial light, and microhabitat variables to determine the effects of direct and indirect cues of predation risk on foraging behavior in wild nocturnal mice. Experimental foraging trays served as artificial r

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Wurzbacher, Anke Dagmar. "Optimal conservation under ecological risk and uncertainty : a dynamic analysis." Thesis, University of Cambridge, 2006. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.613982.

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Pratikakis, Nikolaos. "Multistage decisions and risk in Markov decision processes towards effective approximate dynamic programming architectures /." Diss., Atlanta, Ga. : Georgia Institute of Technology, 2008. http://hdl.handle.net/1853/31654.

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Thesis (Ph.D)--Chemical Engineering, Georgia Institute of Technology, 2009.<br>Committee Chair: Jay H. Lee; Committee Member: Martha Grover; Committee Member: Matthew J. Realff; Committee Member: Shabbir Ahmed; Committee Member: Stylianos Kavadias. Part of the SMARTech Electronic Thesis and Dissertation Collection.

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Ortiz-Vertiz, Salvador R. "Potential uranium supply system based upon computer simulation of sequential exploration and decisions under risk." Diss., The University of Arizona, 1991. http://hdl.handle.net/10150/185679.

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One of the more elusive problems in the area of mineral resource assessment is the comprehensive description of potential supply from undiscovered deposits, especially for economic conditions outside of historical experience. This dissertation consists of the design of a Monte Carlo simulation system to estimate potential supply of roll-type deposits. The system takes a given uranium endowment probability distribution and aims at two major and interrelated objectives. First, to design a system that estimates potential supply even when prices are much higher than previous or current prices. Sec

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11

Mbaga, Msafiri Daudi. "Dynamic adjustment models of the Alberta beef industry under risk and uncertainty." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 2000. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape3/PQDD_0019/NQ53069.pdf.

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12

Taylor, Andrea Louise. "The effect of numeracy and affect on adherence to rational choice principles in decisions under risk." Thesis, University of Bolton, 2011. http://ubir.bolton.ac.uk/526/.

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The question of how affective state effects decision making has, in recent years, come to prominence in the field of decision research. The relationship between numeracy and choice, reasoning and judgement has also started to receive an increasing amount of attention. The series of studies reported here investigate the effect of numeracy and affect on the violation of rational choice principles. Preference reversal and violations of (transparent) dominance in decisions under risk are investigated in Study 1, using a lottery choice paradigm, while Study 2 examines the relationship between numer

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13

Claußen, Arndt [Verfasser]. "Essays on risk management of financial institutions : systematic risk, cross-sectional pricing of risk factors, parameter errors affecting risk measures, and credit decisions under parameter uncertainty / Arndt Claußen." Hannover : Technische Informationsbibliothek und Universitätsbibliothek Hannover (TIB), 2015. http://d-nb.info/1078747318/34.

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Oganian, Yulia [Verfasser]. "Cognitive and neural mechanisms of bilingual decision making: From visual word processing to decisions under risk / Yulia Oganian." Berlin : Freie Universität Berlin, 2016. http://d-nb.info/1081660139/34.

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15

Scherbaum, Stefan. "Making decisions under conflict with a continuous mind: from micro to macro time scales." Doctoral thesis, Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden, 2010. http://nbn-resolving.de/urn:nbn:de:bsz:14-qucosa-62028.

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Making decisions is a dynamic process. Especially when we face a decision between conflicting options, different forces seem to drag our mind from one option to the other one (James, 1890), again and again. This process may last for a long time, sometimes only coming to a decision when we are finally forced to choose, e.g. by an important deadline. Psychology and many other disciplines were interested in how humans make decisions from their beginnings on. Many different influences on decisions were discovered (e.g. Kahneman & Tversky, 1979; Todd & Gigerenzer, 2000). In the face of thes

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Starkey, Stephen Robert. "Water Allocation Under Uncertainty – Potential Gains from Optimisation and Market Mechanisms." Thesis, University of Canterbury. Management, Marketing and Entrepreneurship, 2014. http://hdl.handle.net/10092/10205.

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This thesis first develops a range of wholesale water market design options, based on an optimisation approach to market-clearing, as in electricity markets, focusing on the extent to which uncertainty is accounted for in bidding, market-clearing and contract formation. We conclude that the most promising option is bidding for, and trading, a combination of fixed and proportionally scaled contract volumes, which are based on optimised outputs. Other options include those which are based on a post-clearing fit (e.g. regression) to the natural optimised outputs, or constraining the optimisati

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Reina, Livia. "From Subjective Expected Utility Theory to Bounded Rationality: An Experimental Investigation on Categorization Processes in Integrative Negotiation, in Committees' Decision Making and in Decisions under Risk." Doctoral thesis, Technische Universität Dresden, 2005. https://tud.qucosa.de/id/qucosa%3A24667.

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As mentioned in the introduction, the objective of this work has been to get a more realistic understanding of economic decision making processes by adopting an interdisciplinary approach which takes into consideration at the same time economic and psychological issues. The research in particular has been focused on the psychological concept of categorization, which in the standard economic theory has received until now no attention, and on its implications for decision making. The three experimental studies conducted in this work provide empirical evidence that individuals don not behave acco

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Gathmann, Bettina [Verfasser], Matthias [Akademischer Betreuer] Brand, and Oliver T. [Akademischer Betreuer] Wolf. "On the interaction between affective and cognitive processes in decisions under risk : Underlying behavioral, neural, and neuroendocrine correlates / Bettina Gathmann. Gutachter: Oliver T. Wolf. Betreuer: Matthias Brand." Duisburg, 2014. http://d-nb.info/1059350750/34.

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Liu, Chunde. "Creation of hot summer years and evaluation of overheating risk at a high spatial resolution under a changing climate." Thesis, University of Bath, 2017. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.725405.

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It is believed that the extremely hot European summer in 2003, where tens of thousands died in buildings, will become the norm by the 2040s, and hence there is the urgent need to accurately assess the risk that buildings pose. Thermal simulations based on warmer than typical years will be key to this. Unfortunately, the existing warmer than typical years, such as probabilistic Design Summer Years (pDSYs) are not robust measures due to their simple selection method, and can even be cooler than typical years. This study developed two new summer reference years: one (pHSY-1) is suitable for asses

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20

Mir, Djawadi Behnud [Verfasser]. "On rational and non-rational choice behavior in dynamic and static situations under risk: experimental evidence of the domains ethics, health and shadow economy / Behnud Mir Djawadi." Paderborn : Universitätsbibliothek, 2016. http://d-nb.info/1098210476/34.

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Djawadi, Behnud Mir [Verfasser]. "On rational and non-rational choice behavior in dynamic and static situations under risk: experimental evidence of the domains ethics, health and shadow economy / Behnud Mir Djawadi." Paderborn : Universitätsbibliothek, 2016. http://nbn-resolving.de/urn:nbn:de:hbz:466:2-24433.

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22

Koštur, Petr. "Hodnocení investičního záměru." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2020. http://www.nusl.cz/ntk/nusl-414461.

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This master’s thesis deals with a comprehensive evaluation of the company's investment related to the purchase of construction machinery. All calculations are performed according to the theoretical basis introduced in the beginning. To evaluate the effectiveness of the investment, static and dynamic methods are used, together with the sensitivity analysis of individual risk factors. The probability of possible scenarios is determined using a Monte Carlo simulation. To conclude, recommendations whether the project should be implemented is given.

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Reina, Livia. "From Subjective Expected Utility Theory to Bounded Rationality." Doctoral thesis, Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden, 2006. http://nbn-resolving.de/urn:nbn:de:swb:14-1140624885934-50567.

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As mentioned in the introduction, the objective of this work has been to get a more realistic understanding of economic decision making processes by adopting an interdisciplinary approach which takes into consideration at the same time economic and psychological issues. The research in particular has been focused on the psychological concept of categorization, which in the standard economic theory has received until now no attention, and on its implications for decision making. The three experimental studies conducted in this work provide empirical evidence that individuals don not behave acco

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24

Rosokha, Yaroslav. "Three experiments on decision-making under uncertainty in dynamic environments." 2013. http://hdl.handle.net/2152/21932.

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This dissertation consists of three economic experiments that investigate behavioral differences in decision making process under risk (uncertainty with known probabilities) and under ambiguity (uncertainty with unknown probabilities). The first and the second chapters present two experiments with subjects choosing between lotteries involving risky and ambiguous urns. Decisions are made in conjunction with a sequence of random draws with replacement, allowing us to track the beliefs of the agents at different moments in time. In the first chapter, we develop and estimate a model of subjective

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25

Shah, Shalin. "Perceptual decisions under risk in a motion extrapolation paradigm." 2008. http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000051766.

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Rangarajan, Atul Ravindran A. "Newsvendor inventory decisions under risk analytical and evolutionary agent models /." 2007. http://etda.libraries.psu.edu/theses/approved/WorldWideIndex/ETD-2388/index.html.

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27

"Optimal dynamic portfolio selection under downside risk measure." 2014. http://library.cuhk.edu.hk/record=b6116127.

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传统的风险控制以终端财富的各阶中心矩作为风险度量，而现在越来越多的投资模型转向以不对称的在某个特定临界值的下行风险作为风险度量。在现有的下行风险中，安全第一准则，风险价值，条件风险价值，下偏矩可能是最有活力的代表。在这篇博士论文中，在已有的静态文献之上，我们讨论了以安全第一准则，风险价值，条件风险价值，下偏矩为风险度量的一系列动态投资组合问题。我们的贡献在于两个方面，一个是建立了可以被解析求解的模型，另一个是得到了最优的投资策略。在终端财富上加上一个上界，使得我们克服了一类下行风险投资组合问题的不适定性。引入的上界不仅仅使得我们的下行风险下的投资组合问题能得到显式解，而且也让我们可以控制下行风险投资组合问题的最优投资的冒险性。用分位数法和鞅方法，我们能够得到上述的各种模型的解析解。在一定的市场条件下，我们得到了对应的拉格朗日问题的乘子的存在性和唯一性, 这也是对应的鞅方法中的核心步骤。更进一步，当市场投资组合集是确定性的时候，我们推出解析的最优财富过程和最优投资策略。<br>Instead of controlling "symmetric" risks measured by central moments of terminal wealth, more and more portfolio models have shifted their focus to manage "

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Huang, Hao-Ting, and 黃浩庭. "Portfolio Optimization under Dynamic Conditional Value-at-Risk." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/45177012458411049643.

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碩士<br>國立交通大學<br>經營管理研究所<br>102<br>In modern portfolio theory (MPT), investors use minimum portfolio variance strategy to allocate their assets and optimize their portfolios, but MPT assumes portfolio variance never changes and uses the historical parameter “volatility” as a proxy for risk. We use range-based dynamic conditional correlation (DCC) and choose the coherent risk measure, Conditional Value-at-Risk (CVaR), as a portfolio risk management tool. We collected Standard &; Poor’s 500 Composite Index (S&;P 500) futures, 10-year U.S. Treasury bond (10-year T-bond) futures as our sample data.

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29

Lee, Yi-Hui, and 李奕慧. "The dynamic analysis of longevity risk on investment and consumption decisions of different age households." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/07665222676654978145.

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碩士<br>淡江大學<br>保險學系保險經營碩士班<br>99<br>The purpose of this paper is using a questionnaire and experimental methodology to investigate the difference between varied age households who will change their consumption and investment plans when facing their longevity risk. In order to understand the difference of longevity risk awareness in different age households, the participants in this experiment who must be the head of a household, married, and divided thirty, forty and fifty years old into three different age groups. Furthermore, this paper also use the dynamic figure to analyze the change of co

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Chen, Wan-Ting, and 陳婉婷. "The investigation on how the health expenditure affect investment decisions of households under longevity risk." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/33174525110494689208.

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碩士<br>淡江大學<br>保險學系保險經營碩士班<br>100<br>With economic growth and medical technology improved, the average life expectancy has increased in recent years. Households could change their investment decisions in response to longevity risk. The purpose of this essay is to investigate the relationship among health expenditure, risk attitudes and investment decisions under longevity risk. This study uses the experimental economics to examine the effects of health expenditure on investment decisions of households under longevity risk. First, this study uses the questionnaire to receive households’ dem

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Yuhan, Lin, and 林裕翰. "Credit Risk of A Non-homogeneous Asset Pool Under A Dynamic Approach." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/36972842134433011333.

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碩士<br>輔仁大學<br>數學系研究所<br>100<br>An irreducible dynamic system with stochastic process is presented in this paper. We apply the dynamic system on pricing model for credit derivatives of a non-homogeneous asset pool, which is an alter- native of the static Li (2000) copula model. Hull and White (2008) proposed default or not simple dynamic pricing model on homogeneous asset pool. Comparing with the work of Hull and White, a pricing model considered here is non-homogeneous and a steady state varia- tion rating-based portfolio. With a set of the specified rating-based hazard rate which is assumed t

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Bukhari, Abdulwahab Abdullatif. "Optimization of production allocation under price uncertainty : relating price model assumptions to decisions." Thesis, 2011. http://hdl.handle.net/2152/ETD-UT-2011-08-3780.

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Allocating production volumes across a portfolio of producing assets is a complex optimization problem. Each producing asset possesses different technical attributes (e.g. crude type), facility constraints, and costs. In addition, there are corporate objectives and constraints (e.g. contract delivery requirements). While complex, such a problem can be specified and solved using conventional deterministic optimization methods. However, there is often uncertainty in many of the inputs, and in these cases the appropriate approach is neither obvious nor straightforward. One of the major uncertaint

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Wang, Ching-ping, and 汪青萍. "Optimal Dynamic Asset Allocation and Optimal Insurance Design under Value at Risk Constraint." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/85058984630800728350.

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博士<br>國立中山大學<br>財務管理學系研究所<br>93<br>This dissertation includes two topics. The first topic focuses on the problem of investor optimization of dynamic asset allocation to maximize expected utility under the value at risk (VaR) constraint. Different to previous researches, this study considers a common realistic case where the VaR horizon is equal to the whole investment horizon without a complete market constraint. Since the problem cannot be solved using the standard dynamic programming method or the martingale method, this study particularly provides an algorithm to solve this difficult proble

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姚博文. "Pricing Convertible Bonds under Dynamic Credit Risk and Pareto-Beta Jump-Diffusion Model." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/30926996666866870503.

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Jiunn-LiangKuo and 郭俊良. "The Influence of Purchasing Decisions under Perceived Value and Perceived Risk from Viewpoints of Luxury Residence Customers." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/jmrkg6.

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碩士<br>國立成功大學<br>高階管理碩士在職專班(EMBA)<br>105<br>Amount of luxury residential project had been developed recently in north Kaohsiung area and causing the downfall of the market. Since it mostly serve “high-end customer” of the project, this study focused on exploring the thinking and behavior pattern on this buyer group. The studies focus on the Influence of perceived value and perceived risk on purchasing decision. We interviewed from our customers using pre-set guidelines to collect comments on the values and risks they perceived and to explore what and what-not of them to make purchasing decision

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Suwarma, Ivonne, and 陳慧英. "Travel Decisions of Promotion Focused vs. Prevention Focused Individuals under Different Level of Risk Perceptions toward Bali, Indonesia." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/mrnm28.

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碩士<br>國立臺灣科技大學<br>管理學院MBA<br>99<br>Personality is one internal input that plays important role in decision making process. In the context of personality, people can be classified between those who concern on positive outcomes, achievement and to create or those who concern on negative outcomes, security and to protect. The former group is known as promotion focused individuals, whereas the latter group is known as prevention focused individuals. Thus, this differentiation is called as chronic regulatory focused. Studies have found that chronic regulatory focused characteristic’s difference has

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Huang, Tzu-Yu, and 黃子祐. "Dynamic investment analysis of model averaging method in multi-asset under the value-at-risk constraint." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/02717662848592437045.

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碩士<br>淡江大學<br>管理科學研究所碩士班<br>98<br>The paper follows Pesaran, Schleicher and Zaffaroni(2008)''s spirit to consider the problem of model uncertainty in the case of multi-asset volatility models and discusses the use of model averaging techniques as a way of dealing with the risk of inadvertently using false models in portfolio management. We adopt model selection criteria of Kupiec’s(1995) LR value of likelihood ratio test or missing times of VaR backtesting other than the minimum AIC or SBC value. The model averaging idea and the VaR diagnostic tests are illustrated by an application

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CHEN, SHU-YUAN, and 陳淑媛. "The Application on Bank Credit Decisions Using Credit Risk Rating and Financial Distress Prediction Model Under the New Basel Capital Accord." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/34689338806942898329.

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碩士<br>德明財經科技大學<br>資訊科技與管理研究所<br>100<br>The global financial tsunami in late 2008, the Zhaohuo and triggered a series of knock-on effect of financial derivatives in the foreseeable future will show negative growth, the bank will return to the simple financial products, such as: mortgage, car loan, credit. According to the statistics of the Bank for International Settlements, the business risks faced by banks to the highest proportion of credit risk, approximately about 60% of the pros and cons of credit risk management for banks affect greatly. In this study, to follow the norms of the interna

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Schreiter, Maximilian. "Stochastic, option-based models and optimal decisions in corporate finance." 2019. https://slub.qucosa.de/id/qucosa%3A74492.

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This cumulative dissertation extends the literature strand on dynamic trade-off models in corporate finance. While Kane et al. (1984) and Fischer et al. (1989) have been probably first in developing dynamic trade-off models incorporating the effects of debt financing, it was Leland (1994) that really started the contingent claims revolution in corporate finance (Strebulaev and Whited, 2011, p. 25). Over the last 25 years, a whole strand of literature extended Leland's basic model to shed light on various financial decisions. To just provide some examples: Goldstein, Ju, and Leland (2001) based

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Reina, Livia [Verfasser]. "From subjective expected utility theory to bounded rationality : an experimental investigation on categorization processes in integrative negotiation, in committees', decision making and in decisions under risk / vorgelegt von Livia Reina." 2005. http://d-nb.info/979441218/34.

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El-Khatib, Mayar. "Highway Development Decision-Making Under Uncertainty: Analysis, Critique and Advancement." Thesis, 2010. http://hdl.handle.net/10012/5741.

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While decision-making under uncertainty is a major universal problem, its implications in the field of transportation systems are especially enormous; where the benefits of right decisions are tremendous, the consequences of wrong ones are potentially disastrous. In the realm of highway systems, decisions related to the highway configuration (number of lanes, right of way, etc.) need to incorporate both the traffic demand and land price uncertainties. In the literature, these uncertainties have generally been modeled using the Geometric Brownian Motion (GBM) process, which has been used extens

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DOUBRAVOVÁ, Hana. "Vícekriteriální analýza variant a její aplikace v praxi." Master's thesis, 2009. http://www.nusl.cz/ntk/nusl-51071.

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This work deals with Multi-Criteria Analysis which represents an effective tool for solving complex decision-making situations. This paper describes the various methods of multi-criteria evaluation. One of the chapters also focuses on the software support. The main objective of this document is to demonstrate how to apply Multi-Criteria Analysis in real life. The practical part of this study refers to the structural policy and deals with the evaluation of regions of the Czech Republic after its entry into the European Union. The study mainly concentrates on the detailed analysis of South Bohem

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