Concepedia

Risk-averse Pricing

Risk-Averse Pricing is a pricing model that incorporates risk aversion by systematically adjusting prices to reflect the decision-maker’s preference for lower but more certain returns under uncertainty, distinguishing it from risk-neutral or risk-seeking pricing approaches.

136

Publications

10.9K

Citations

280

Authors

204

Institutions

Publications per year

2017–2026

36

Parents

Publications

136

The Valuation of Uncertain Income Streams and the Pricing of Options

Mark Rubinstein · The Bell Journal of Economics · 1976 · 1.7K citations

, , +17

Stock options for undiversified executives

Brian J. Hall, Kevin J. Murphy · Journal of Accounting and Economics · 2002 · 1.2K citations

, , +17

Optimal Hedging Policies

René M. Stulz · Journal of Financial and Quantitative Analysis · 1984 · 981 citations

, , +17

The Risk-Averse (and Prudent) Newsboy

Louis Eeckhoudt, Christian Gollier, Harris Schlesinger · Management Science · 1995 · 506 citations

, , +13

The Microeconomics of Market Making

Maureen O’Hara, George S. Oldfield · Journal of Financial and Quantitative Analysis · 1986 · 367 citations

, , +15

1–5 of 136

Authors

280

  1. TC
    Tsan‐Ming Choi

    Hong Kong Polytechnic University, Hong Kong SAR China

    4 publications · 291 citations

    4

    h-index

  2. BL
    Bo Li

    Tianjin University, China

    3 publications · 185 citations

    3

    h-index

  3. BJ
    Brian J. Hall

    University of Macau, Macao SAR China

    3 publications · 1.5K citations

    3

    h-index

  4. SW
    Scott Webster

    Syracuse University, United States

    3 publications · 356 citations

    3

    h-index

  5. HL
    Huaigang Long

    Zhejiang University of Finance and Economics, China

    2 publications · 89 citations

    2

    h-index

1–5 of 280

Institutions

204

  1. Tianjin University

    Tianjin, China

    9 h-index

    23 publications

    1.7K citations

  2. Columbia University

    New York, United States

    5 h-index

    5 publications

    193 citations

  3. Montpellier Business School

    Montpellier, France

    4 h-index

    6 publications

    271 citations

  4. National Bureau of Economic Research

    Cambridge, United States

    4 h-index

    4 publications

    387 citations

  5. Syracuse University

    Syracuse, United States

    4 h-index

    5 publications

    617 citations

  6. Hong Kong Polytechnic University

    Hong Kong, Hong Kong

    4 h-index

    8 publications

    625 citations

  7. Cornell University

    Ithaca, United States

    3 h-index

    3 publications

    94 citations

  8. Zhejiang University

    Hangzhou, China

    3 h-index

    5 publications

    202 citations

1–8 of 204

Venues

  1. SSRN Electronic Journal

    Repository · 11 publications · 545 citations

    11

    h-index

  2. European Journal of Operational Research

    7 publications · 472 citations

    7

    h-index

  3. International Journal of Production Economics

    7 publications · 446 citations

    7

    h-index

  4. Review of Financial Studies

    4 publications · 583 citations

    4

    h-index

  5. Manufacturing & Service Operations Management

    4 publications · 340 citations

    4

    h-index

1–5