Aumann and Serrano's Economic Index of Risk for Sums of Gambles
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- Minqiang Li, 2014. "Aumann and Serrano's economic index of risk for sums of gambles," Cogent Economics & Finance, Taylor & Francis Journals, vol. 2(1), pages 1-5, December.
References listed on IDEAS
- Robert J. Aumann & Roberto Serrano, 2008.
"An Economic Index of Riskiness,"
Journal of Political Economy, University of Chicago Press, vol. 116(5), pages 810-836, October.
- Robert J. Aumann & Roberto Serrano, 2006. "An Economic Index of Riskiness," Working Papers 2006-20, Brown University, Department of Economics.
- Robert J. Aumann & Roberto Serrano, 2007. "An Economic Index of Riskiness," Discussion Paper Series dp446, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
- Robert J. Aumann & Roberto Serrano, 2007. "An economic index of riskiness," Working Papers 2007-08, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
- Robert J. Aumann & Roberto Serrano, 2006. "An Economic Index of Riskiness," Levine's Bibliography 321307000000000585, UCLA Department of Economics.
- Robert J. Aumann & Roberto Serrano, 2007. "An Economic Index of Riskiness," Levine's Bibliography 321307000000000836, UCLA Department of Economics.
- Robert J. Aumann & Roberto Serrano, 2007. "An Economic Index of Riskiness," Working Papers wp2007_0706, CEMFI.
- Minqiang Li, 2014.
"Aumann and Serrano's economic index of risk for sums of gambles,"
Cogent Economics & Finance, Taylor & Francis Journals, vol. 2(1), pages 1-5, December.
- Li, Minqiang, 2014. "Aumann and Serrano's Economic Index of Risk for Sums of Gambles," MPRA Paper 55697, University Library of Munich, Germany.
- Minqiang Li, 2014.
"On Aumann and Serrano’s economic index of risk,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 55(2), pages 415-437, February.
- Li, Minqiang, 2013. "On Aumann and Serrano's Economic Index of Risk," MPRA Paper 47466, University Library of Munich, Germany.
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Cited by:
- Minqiang Li, 2014.
"Aumann and Serrano's economic index of risk for sums of gambles,"
Cogent Economics & Finance, Taylor & Francis Journals, vol. 2(1), pages 1-5, December.
- Li, Minqiang, 2014. "Aumann and Serrano's Economic Index of Risk for Sums of Gambles," MPRA Paper 55697, University Library of Munich, Germany.
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More about this item
Keywords
Risk index; Additive gambles; Subadditivity; Positive quadrant dependence;All these keywords.
JEL classification:
- A10 - General Economics and Teaching - - General Economics - - - General
- C00 - Mathematical and Quantitative Methods - - General - - - General
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
NEP fields
This paper has been announced in the following NEP Reports:- NEP-RMG-2014-05-09 (Risk Management)
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