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 (20)

• Explicit solution to the economic index of riskiness
• The Aumann-Serrano riskiness index
• Relative measures of economic insecurity
• Investment rankings via an objective measure of riskiness: a case study
• A wealth-requirement axiomatization of riskiness
• On Aumann and Serrano's economic index of risk
• Indexing gamble desirability by extending proportional stochastic dominance
• Comparing local risks by acceptance and rejection
• Discrete Arrow-Pratt indexes for risk and uncertainty
• A new risk index
• Riskiness in binary gambles: a geometric analysis
• Riskiness in gambles that belong to the same location-scale family and with well-defined means and variances
• Restricted increases in risk aversion and their application
• An economic index of riskiness
• Short-term investments and indices of risk
• Utility indifference pricing and the Aumann-Serrano performance index
• A global index of riskiness
• A note on Aumann and Serrano's index of riskiness
• Sub-additive recursive ``matching noise and biases in risk-weighted index calculation methods in incomplete markets with partially observable multi-attribute preferences
• The relative strength index (RSI) to monitor GDP variations. Comparing regions or countries from a new perspective

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