Pages that link to "Item:Q2441226"
From MaRDI portal
The following pages link to Existence and computation of the Aumann-Serrano index of riskiness and its extension (Q2441226):
Displaying 10 items.
- Riskiness in gambles that belong to the same location-scale family and with well-defined means and variances (Q1670386) (← links)
- Riskiness in binary gambles: a geometric analysis (Q1782418) (← links)
- Aumann-Serrano index of risk in portfolio optimization (Q2067257) (← links)
- A critical look at the Aumann-Serrano and Foster-Hart measures of riskiness (Q2088607) (← links)
- Comparing dynamic and static performance indexes in the stock market: evidence from Japan (Q2172545) (← links)
- Stock performance evaluation incorporating high moments and disaster risk: evidence from Japan (Q2216390) (← links)
- Utility indifference pricing and the Aumann-Serrano performance index (Q2304208) (← links)
- General dual measures of riskiness (Q2353582) (← links)
- COMPARING LOCAL RISKS BY ACCEPTANCE AND REJECTION (Q2800001) (← links)
- Explicit solution to the economic index of riskiness (Q6140012) (← links)