We present comparative performance of cryptocurrencies by the performance index based on the Aumann-Serrano –henceforth, AS– economic index of riskiness. We consider three cryptocurrencies: Bitcoin, Ethereum and Binance-coin, which have the largest market capitalizations among all...

We examine how sensitive the new performance indexes incorporating high moments and disaster risk are to disaster risk. The new performance indexes incorporating high moments and disaster risk are the Aumann-Serrano performance index and Foster-Hart performance index proposed by Kadan and Liu....