AN ECONOMIC INDEX OF RISKINESS
Year of publication: |
2007-06
|
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Authors: | Serrano, Roberto ; Aumann, Robert J. |
Institutions: | Centro de Estudios Monetarios y Financieros (CEMFI) |
Subject: | Riskiness | risk aversion | expected utility | decision making under uncertainty | portfolio choice | Sharpe ratio | value at risk | coherent measures of risk |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | C00 - Mathematical and Quantitative Methods. General ; C43 - Index Numbers and Aggregation ; D00 - Microeconomics. General ; D80 - Information and Uncertainty. General ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; E44 - Financial Markets and the Macroeconomy ; G00 - Financial Economics. General |
Source: |
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