Measuring the risk aversion by the semi-parametric ARCH-M model;

Classifying Executive Incentives:Hidden Actions,Effort Cost and Risk Aversion;

From the perspective of risk aversion and considering the effect of uncertainty degree,the concept of vague value expectation is proposed and a risk aversion type score function constructed based on it.

In the literature of modern financial economice,there is a very neat claim about the portfolio selection of risk-averse investors,that is,a strictly nonsaturable risk-averse investor invests in a risky asset if and only if there is at least one asset s return is higher than the risk-free interest rate.

Supposing a supply chain composed of a risk-neutral manufacturer and a risk-averse retailer, the return policy with a risk-averse-lies retailer is modeled.

Under different situations such as \'stochastic demand influenced by sales promotion\', \'stackelberg mode leading by supplier or retailer\' and \'supplier as a risk-aversion partner\', this dissertation studies the coordination and cooperation of the supply chain with VMI mode.

This paper analysis the capacity reservation contract by the Conditional Value-at-Risk which always used to measure risk in finance,and proposes the optimization models under risk-neutral and risk-aversion assumptions.

Establishment and application of the portfolio model based on introduction of the risk-aversion coefficient;