Showing 1 - 10 of 77
Persistent link: https://www.econbiz.de/10003769241
Persistent link: https://www.econbiz.de/10009614250
Persistent link: https://www.econbiz.de/10009716086
Persistent link: https://www.econbiz.de/10003947634
Persistent link: https://www.econbiz.de/10008695491
Persistent link: https://www.econbiz.de/10008695500
We study Aumann and Serrano's (2008) risk index for sums of gambles that are not dependent. If the dependent parts are similarly ordered, then the risk index of the sum is always larger than the minimum of the risk indices of the two gambles. For negative dependence, the risk index of the sum is...
Persistent link: https://www.econbiz.de/10010469296
Persistent link: https://www.econbiz.de/10009768415
Persistent link: https://www.econbiz.de/10010250044
Persistent link: https://www.econbiz.de/10011405411