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Short-term investments and indices of risk

Heller, Yuval; Schreiber, Amnon - In: Theoretical economics : TE ; an open access journal in … 15 (2020) 3, pp. 891-921

We study various decision problems regarding short-term investments in risky assets whose returns evolve continuously in time. We show that in each problem, all risk-averse decision makers have the same (problem-dependent) ranking over short-term risky assets. Moreover, in each problem, the...

Persistent link: https://www.econbiz.de/10012308696

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

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

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

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

Evolutionary foundation for heterogeneity in risk aversion

Heller, Yuval; Nehama, Ilan - In: Journal of economic theory 208 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014390360

Overconfidence and diversification

Heller, Yuval - In: American economic journal : a journal of the American … 6 (2014) 1, pp. 134-153

Persistent link: https://www.econbiz.de/10010350870