On Aumann and Serrano's economic index of risk

DOI10.1007/s00199-013-0753-3zbMath1327.91026OpenAlexW3121615545MaRDI QIDQ2447148

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

zbMATH Keywords

dualityrisk indexadditive gamblesattractiveness indexmultiplicative gambles

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16) Statistical methods; economic indices and measures (91B82)

Related Items (1)

Economic indices of absolute and relative riskiness

Cites Work

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• Coherent Measures of Risk
• An Economic Index of Riskiness
• An Alternative Characterization of Decreasing Absolute Risk Aversion
• Risk Aversion in the Small and in the Large
• Some Concepts of Dependence

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