Narrow search
Showing 1 - 6 of 6
Cover Image
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
Cover Image
A note on Aumann and Serrano's index of riskiness
Schreiber, Amnon - In: Economics letters 131 (2015), pp. 9-11
Persistent link: https://www.econbiz.de/10011422496
Cover Image
Comparing local risks by acceptance and rejection
Schreiber, Amnon - In: Mathematical finance : an international journal of … 26 (2016) 2, pp. 412-430
Persistent link: https://www.econbiz.de/10011577169
Cover Image
An Economic Index of Relative Riskiness
Schreiber, Amnon - 2012
In their seminal works, Arrow (1965) and Pratt (1964) defined two aspects of risk aversion: absolute risk aversion and relative risk aversion. Based on their definitions, we define two aspects of risk: absolute risk and relative risk. We consider situations in which, by making an investment, an...
Persistent link: https://www.econbiz.de/10013112144
Cover Image
An economic index of relative riskiness
Schreiber, Amnon - 2012
Persistent link: https://www.econbiz.de/10009618181
Cover Image
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