Similar Search Results

Economic indices of absolute and relative riskiness

Schreiber, Amnon - In: Economic Theory 56 (2014) 2, pp. 309-331

Following Aumann and Serrano (J Polit Econ 116:810–836, <CitationRef CitationID="CR2">2008</CitationRef>) who characterize by axioms an index of riskiness defined on absolute returns, we characterize a new index of riskiness defined on relative returns. Both indices are characterized by a similar principle of duality between risk and...</citationref>

Persistent link: https://www.econbiz.de/10010993588

Economic indices of absolute and relative riskiness

Schreiber, Amnon - In: Economic theory : official journal of the Society for … 56 (2014) 2, pp. 309-331

Persistent link: https://www.econbiz.de/10010362157

Indexing gamble desirability by extending proportional stochastic dominance

Hellman, Ziv; Schreiber, Amnon - In: Games and economic behavior 109 (2018), pp. 523-543

Persistent link: https://www.econbiz.de/10012173241