A critical look at the Aumann-Serrano and Foster-Hart measures of riskiness (Q2088607)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A critical look at the Aumann-Serrano and Foster-Hart measures of riskiness |
scientific article |
Statements
A critical look at the Aumann-Serrano and Foster-Hart measures of riskiness (English)
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6 October 2022
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riskiness
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risk aversion
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index of riskiness
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risky asset
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efficient portfolios
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