On Aumann and Serrano's economic index of risk
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Publication:2447148
DOI10.1007/S00199-013-0753-3zbMATH Open1327.91026OpenAlexW3121615545MaRDI QIDQ2447148FDOQ2447148
Authors: Minqiang Li 
Publication date: 24 April 2014
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/47466/1/MPRA_paper_47466.pdf
Recommendations
Decision theory (91B06) Statistical methods; economic indices and measures (91B82) Utility theory (91B16)
Cites Work
- Coherent measures of risk
- Some Concepts of Dependence
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- Risk Aversion in the Small and in the Large
- An Economic Index of Riskiness
- More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model
- Is there a plausible theory for decision under risk? A dual calibration critique
- An indistinguishability result on rationalizability under general preferences
- A generalization of Hölder's inequality and some probability inequalities
- Monotone risk aversion
- On the spatial representation of preference profiles
- An Alternative Characterization of Decreasing Absolute Risk Aversion
Cited In (4)
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