Putting the Aumann-Serrano Riskiness Index to work
Doron Nisani, Amit Shelef and Or David
| Year of publication: |
2023
|
|---|---|
| Authors: | Nisani, Doron ; Shelef, Amit ; David, Or |
| Subject: | Asset pricing | Aumann-Serrano Riskiness Index | Capital asset pricing model | Capital market | Coherent risk measure | Financial markets | Portfolio choice puzzle | Portfolio theory | Risk management | Stochastic dominance rules | Von Neumann-Morgenstern preference relation | Portfolio-Management | Portfolio selection | CAPM | Finanzmarkt | Financial market | Theorie | Theory | Risikomanagement | Risiko | Risk | Risikomaß | Risk measure |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/RAF-04-2022-0134 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014245782