A critical look at the Aumann-Serrano and Foster-Hart measures of riskiness
Year of publication: |
2022
|
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Authors: | Chew, Soo-Hong ; Sagi, Jacob Shimon |
Published in: |
Economic theory. - Berlin : Springer, ISSN 1432-0479, ZDB-ID 1398355-6. - Vol. 74.2022, 2, p. 397-422
|
Subject: | Efficient portfolios | Index of riskiness | Risk aversion | Riskiness | Risky asset | Theorie | Theory | Portfolio-Management | Portfolio selection | Risiko | Risk | Risikoaversion | Entscheidung unter Risiko | Decision under risk | Messung | Measurement | Erwartungsnutzen | Expected utility | CAPM |
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