Riskiness for sets of gambles
DOI10.1007/S00199-014-0802-6zbMATH Open1303.91064OpenAlexW2104219722MaRDI QIDQ403706FDOQ403706
Authors: Moti Michaeli 
Publication date: 29 August 2014
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-014-0802-6
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riskiness measuressets of gamblesuniform-rejection criterionutility-uniformly dominationwealth-uniformly domination
Decision theory (91B06) Statistical methods; economic indices and measures (91B82) General considerations in statistical decision theory (62C05) Utility theory (91B16) Probabilistic games; gambling (91A60)
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Cited In (13)
- A critical look at the Aumann-Serrano and Foster-Hart measures of riskiness
- When to accept a sequence of gambles
- Evaluating gambles using dynamics
- Investment rankings via an objective measure of riskiness: a case study
- A wealth-requirement axiomatization of riskiness
- Exchangeability and sets of desirable gambles
- Riskiness in binary gambles: a geometric analysis
- The Foster-Hart measure of riskiness for general gambles
- Riskiness in gambles that belong to the same location-scale family and with well-defined means and variances
- Risk-adjusted martingales and the design of ``indifference gambles
- An economic index of riskiness
- Stock performance evaluation incorporating high moments and disaster risk: evidence from Japan
- How risky is a random process?
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