Economic indices of absolute and relative riskiness

DOI10.1007/S00199-013-0784-9zbMATH Open1295.91076OpenAlexW2125740812MaRDI QIDQ2249576FDOQ2249576

Authors: Amnon Schreiber 

Publication date: 2 July 2014

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00199-013-0784-9

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zbMATH Keywords

relative riskrisk aversionabsolute riskriskinessindex of riskiness

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Utility theory (91B16)

Cites Work

• The Efficiency Analysis of Choices Involving Risk
• Risk Aversion in the Small and in the Large
• An Economic Index of Riskiness
• On Aumann and Serrano's economic index of risk
• Comparing local risks by acceptance and rejection
• On the adjustment coefficient, drawdowns and Lundberg-type bounds for random walk
• A wealth-requirement axiomatization of riskiness

Cited In (6)

• A wealth-requirement axiomatization of riskiness
• Indexing gamble desirability by extending proportional stochastic dominance
• A new risk index
• Restricted increases in risk aversion and their application
• A note on Aumann and Serrano's index of riskiness
• The relative strength index (RSI) to monitor GDP variations. Comparing regions or countries from a new perspective

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