Showing 1 - 10 of 47
In past years the study of the impact of risk attitude among risks has become a major topic, in particular in Decision Sciences. Subsequently the attention was devoted to the more general case of bivariate random variables. The first approach to multivariate risk aversion was proposed by de...
Persistent link: https://www.econbiz.de/10012713155
Persistent link: https://www.econbiz.de/10011517257
The measurement of the quality of research has reached nowadays an increasing interest not only for scientific reasons but also for the critical problem of researchers' ranking, due to the lack of grant assignments. The most commonly used approach is based on the so-called $h$-index, even if the...
Persistent link: https://www.econbiz.de/10013113992
Since Shalit and Yitzhalit (1984) the Mean-Extended Gini (MEG) has been proposed as a workable alternative to the classical Markowitz mean-variance CAPM. Although MEG keeps under control the risk belonging to the left-tail of the return distribution, small attention is reserved to potential...
Persistent link: https://www.econbiz.de/10013114628
Bid and ask prices tailored to the traders' risk-aversion and gain-propension are defined. Risk and gain premia are given by the Extended Gini indices, where the characteristic parameter captures the traders' perception of the under-performance and over-performance of the asset. Sufficient and...
Persistent link: https://www.econbiz.de/10013114629
Since Shalit and Yitzhaki (1984) the premium principle based on the Extended Gini of an uncertain position has been defined as its expected value minus the extended Gini index. We propose this principle for making capital asset pricing tailored to the investor profile. Bid and ask prices of the...
Persistent link: https://www.econbiz.de/10013116679
The main aim of this contribution is to investigate the possibility to include sustainability among the performance features that can be taken into consideration by university rankings. To this aim we propose a set of well-defined sustainability indicators related to different aspects of...
Persistent link: https://www.econbiz.de/10012932813
Persistent link: https://www.econbiz.de/10011628279
Persistent link: https://www.econbiz.de/10011774672
The measurement of the quality of research has reached nowadays an increasing interest not only for scientific reasons but also for the critical problem of researchers' ranking, due to the lack of grant assignments. The most commonly used approach is based on the so-called $h$-index, even if the...
Persistent link: https://www.econbiz.de/10009320547