IDEAS home Printed from https://ideas.repec.org/r/inm/ormnsc/v55y2009i1p71-84.html
   My bibliography  Save this item

Satisficing Measures for Analysis of Risky Positions

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Ranganathan, Kavitha & Lejarraga, Tomás, 2021. "Elicitation of risk preferences through satisficing," Journal of Behavioral and Experimental Finance, Elsevier, vol. 32(C).
  2. Lucy Gongtao Chen & Daniel Zhuoyu Long & Melvyn Sim, 2015. "On Dynamic Decision Making to Meet Consumption Targets," Operations Research, INFORMS, vol. 63(5), pages 1117-1130, October.
  3. Enrico G. De Giorgi, 2009. "Goal-Based Investing with Cumulative Prospect Theory and Satisficing Behavior," University of St. Gallen Department of Economics working paper series 2009 2009-22, Department of Economics, University of St. Gallen.
  4. David B. Brown & Enrico G. De Giorgi & Melvyn Sim, 2009. "A Satisficing Alternative to Prospect Theory," University of St. Gallen Department of Economics working paper series 2009 2009-09, Department of Economics, University of St. Gallen.
  5. Balbás, Beatriz & Balbás, Raquel, 2011. "CAPM-like formulae and good deal absence with ambiguous setting and coherent risk measure," INDEM - Working Paper Business Economic Series id-11-04, Instituto para el Desarrollo Empresarial (INDEM).
  6. Lucy Gongtao Chen & Daniel Zhuoyu Long & Georgia Perakis, 2015. "The Impact of a Target on Newsvendor Decisions," Manufacturing & Service Operations Management, INFORMS, vol. 17(1), pages 78-86, February.
  7. Mojtaba Rajabi-Bahaabadi & Afshin Shariat-Mohaymany & Mohsen Babaei & Daniele Vigo, 2021. "Reliable vehicle routing problem in stochastic networks with correlated travel times," Operational Research, Springer, vol. 21(1), pages 299-330, March.
  8. Vincent Tsz Fai Chow & Zheng Cui & Daniel Zhuoyu Long, 2022. "Target-Oriented Distributionally Robust Optimization and Its Applications to Surgery Allocation," INFORMS Journal on Computing, INFORMS, vol. 34(4), pages 2058-2072, July.
  9. Shao-Wei Lam & Tsan Sheng Ng & Melvyn Sim & Jin-Hwa Song, 2013. "Multiple Objectives Satisficing Under Uncertainty," Operations Research, INFORMS, vol. 61(1), pages 214-227, February.
  10. Joel Goh & Nicholas G. Hall, 2013. "Total Cost Control in Project Management via Satisficing," Management Science, INFORMS, vol. 59(6), pages 1354-1372, June.
  11. Balbás, Alejandro & Balbás, Beatriz & Balbás, Raquel, 2010. "CAPM and APT-like models with risk measures," Journal of Banking & Finance, Elsevier, vol. 34(6), pages 1166-1174, June.
  12. Luciano de Castro & Antonio F. Galvao & Gabriel Montes-Rojas & Jose Olmo, 2022. "Portfolio selection in quantile decision models," Annals of Finance, Springer, vol. 18(2), pages 133-181, June.
  13. Jin Qi, 2017. "Mitigating Delays and Unfairness in Appointment Systems," Management Science, INFORMS, vol. 63(2), pages 566-583, February.
  14. David B. Brown & Enrico De Giorgi & Melvyn Sim, 2012. "Aspirational Preferences and Their Representation by Risk Measures," Management Science, INFORMS, vol. 58(11), pages 2095-2113, November.
  15. Balbás, Alejandro & Balbás, Beatriz & Balbás, Raquel, 2013. "On the inefficiency of Brownian motions and heavier tailed price processes," INDEM - Working Paper Business Economic Series id-13-01, Instituto para el Desarrollo Empresarial (INDEM).
  16. Cillo, Alessandra & Delquié, Philippe, 2014. "Mean-risk analysis with enhanced behavioral content," European Journal of Operational Research, Elsevier, vol. 239(3), pages 764-775.
  17. Mahdi Takalloo & Changhyun Kwon, 2019. "On the Price of Satisficing in Network User Equilibria," Papers 1911.07914, arXiv.org.
  18. Athanasoglou, Stergios & Bosetti, Valentina & Drouet, Laurent, 2017. "A Simple Framework for Climate-Change Policy under Model Uncertainty," MITP: Mitigation, Innovation and Transformation Pathways 254043, Fondazione Eni Enrico Mattei (FEEM).
  19. Huan Xu & Constantine Caramanis & Shie Mannor, 2012. "Optimization Under Probabilistic Envelope Constraints," Operations Research, INFORMS, vol. 60(3), pages 682-699, June.
  20. Zheng Cui & Jianpeng Ding & Daniel Zhuoyu Long & Lianmin Zhang, 2023. "Target‐based resource pooling problem," Production and Operations Management, Production and Operations Management Society, vol. 32(4), pages 1187-1204, April.
  21. Vishal Gupta & Brian Rongqing Han & Song-Hee Kim & Hyung Paek, 2020. "Maximizing Intervention Effectiveness," Management Science, INFORMS, vol. 66(12), pages 5576-5598, December.
  22. Cheung, Ka Chun & Yam, Sheung Chi Phillip & Zhang, Yiying, 2022. "Satisficing credibility for heterogeneous risks," European Journal of Operational Research, Elsevier, vol. 298(2), pages 752-768.
  23. Wolfram Wiesemann & Daniel Kuhn & Melvyn Sim, 2014. "Distributionally Robust Convex Optimization," Operations Research, INFORMS, vol. 62(6), pages 1358-1376, December.
  24. Yossiri Adulyasak & Patrick Jaillet, 2016. "Models and Algorithms for Stochastic and Robust Vehicle Routing with Deadlines," Transportation Science, INFORMS, vol. 50(2), pages 608-626, May.
  25. William B. Haskell & Wenjie Huang & Huifu Xu, 2018. "Preference Elicitation and Robust Optimization with Multi-Attribute Quasi-Concave Choice Functions," Papers 1805.06632, arXiv.org.
  26. William B. Haskell & J. George Shanthikumar & Z. Max Shen, 2017. "Aspects of optimization with stochastic dominance," Annals of Operations Research, Springer, vol. 253(1), pages 247-273, June.
  27. Ji, Xiangfeng & Chu, Yanyu, 2020. "A target-oriented bi-attribute user equilibrium model with travelers’ perception errors on the tolled traffic network," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 144(C).
  28. Nicholas G. Hall & Daniel Zhuoyu Long & Jin Qi & Melvyn Sim, 2015. "Managing Underperformance Risk in Project Portfolio Selection," Operations Research, INFORMS, vol. 63(3), pages 660-675, June.
  29. Wang, Xin & Kuo, Yong-Hong & Shen, Houcai & Zhang, Lianmin, 2021. "Target-oriented robust location–transportation problem with service-level measure," Transportation Research Part B: Methodological, Elsevier, vol. 153(C), pages 1-20.
  30. Patrick Jaillet & Jin Qi & Melvyn Sim, 2016. "Routing Optimization Under Uncertainty," Operations Research, INFORMS, vol. 64(1), pages 186-200, February.
  31. Balbás, Alejandro & Balbás, Beatriz & Balbás, Raquel, 2016. "Coherent Pricing," INDEM - Working Paper Business Economic Series 22932, Instituto para el Desarrollo Empresarial (INDEM).
  32. Longsheng Sun & Mark H. Karwan & Changhyun Kwon, 2018. "Generalized Bounded Rationality and Robust Multicommodity Network Design," Operations Research, INFORMS, vol. 66(1), pages 42-57, 1-2.
  33. Van Vliet, Ben, 2017. "Capability satisficing in high frequency trading," Research in International Business and Finance, Elsevier, vol. 42(C), pages 509-521.
  34. Balbás, Alejandro & Balbás, Beatriz & Balbás, Raquel, 2016. "Good deals and benchmarks in robust portfolio selection," European Journal of Operational Research, Elsevier, vol. 250(2), pages 666-678.
  35. Berg, Nathan & Prakhya, Srinivas & Ranganathan, Kavitha, 2018. "A satisficing approach to eliciting risk preferences," Journal of Business Research, Elsevier, vol. 82(C), pages 127-140.
  36. Schulze, Klaas, 2014. "Existence and computation of the Aumann–Serrano index of riskiness and its extension," Journal of Mathematical Economics, Elsevier, vol. 50(C), pages 219-224.
  37. Chen, Qingxin & Fu, Chenyi & Zhu, Ning & Ma, Shoufeng & He, Qiao-Chu, 2023. "A target-based optimization model for bike-sharing systems: From the perspective of service efficiency and equity," Transportation Research Part B: Methodological, Elsevier, vol. 167(C), pages 235-260.
  38. Enrico G. De Giorgi & David B. Brown & Melvyn Sim, 2010. "Dual representation of choice and aspirational preferences," University of St. Gallen Department of Economics working paper series 2010 2010-07, Department of Economics, University of St. Gallen.
  39. Jiang, J. & Ng, K.M. & Teo, K.M., 2016. "Satisficing measure approach for vehicle routing problem with time windows under uncertaintyAuthor-Name: Nguyen, V.A," European Journal of Operational Research, Elsevier, vol. 248(2), pages 404-414.
  40. Pei, Zhi & Lu, Haimin & Jin, Qingwei & Zhang, Lianmin, 2022. "Target-based distributionally robust optimization for single machine scheduling," European Journal of Operational Research, Elsevier, vol. 299(2), pages 420-431.
  41. Minglong Zhou & Melvyn Sim & Shao‐Wei Lam, 2022. "Advance admission scheduling via resource satisficing," Production and Operations Management, Production and Operations Management Society, vol. 31(11), pages 4002-4020, November.
  42. Antonio J. Conejo & Nicholas G. Hall & Daniel Zhuoyu Long & Runhao Zhang, 2021. "Robust Capacity Planning for Project Management," INFORMS Journal on Computing, INFORMS, vol. 33(4), pages 1533-1550, October.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.