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

It has also been proved that if somebody has the decreasing progressively risk aversion function,then optimal franchise will grow with his wealth increases,which has the important meaning regarding the analysis of rational insurance purchase behavior.

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.