DOIAbstract
Riedel F, Hellmann T. The Foster-Hart measure of riskiness for general gambles. Theoretical Economics. 2015;10(1):1-9
Riedel F, Hellmann T. The Foster-Hart measure of riskiness for general gambles. Theoretical Economics. 2015;10(1):1-9
In this paper we introduce an index of riskiness which allows the in-vestor to skim among investment...
Hellmann T. Essays on the Foster-Hart measure of riskiness and ambiguity in real options games. Biel...
Define the riskiness of a gamble as the reciprocal of the absolute risk aversion (ARA) of an individ...
Hellmann T, Riedel F. A Dynamic Extension of the Foster-Hart Measure of Riskiness. Journal of Mathem...
Bachelor'sBachelor of Social Sciences (Honours in Actuarial Studies and Economics
We prove the existence of the Foster-Hart measure of riskiness under the cumulative prospect theory ...
Foster and Hart propose a measure of riskiness for discrete random variables. Their defining equatio...
Foster and Hart proposed an operational measure of riskiness for dis-crete random variables. We show...
Foster and Hart propose a measure of riskiness for discrete random variables. Their defining equatio...
Riedel F, Hellmann T. The Foster-Hart measure of riskiness for general gambles. Working Papers. Inst...
We propose a measure of riskiness of “gambles” (risky assets) that is objective: it depends only on ...
Define the riskiness of a gamble as the reciprocal of the absolute risk aversion (ARA) of an individ...
We extend the pioneering work of Aumann and Serrano by presenting an index of inherent riskiness of ...
We study Aumann and Serrano’s (2008) risk index for sums of gambles that are not dependent. If the d...
Define the riskiness of a gamble as the reciprocal of the absolute risk aversion (ARA) of an individ...
In this paper we introduce an index of riskiness which allows the in-vestor to skim among investment...
Hellmann T. Essays on the Foster-Hart measure of riskiness and ambiguity in real options games. Biel...
Define the riskiness of a gamble as the reciprocal of the absolute risk aversion (ARA) of an individ...
Hellmann T, Riedel F. A Dynamic Extension of the Foster-Hart Measure of Riskiness. Journal of Mathem...
Bachelor'sBachelor of Social Sciences (Honours in Actuarial Studies and Economics
We prove the existence of the Foster-Hart measure of riskiness under the cumulative prospect theory ...
Foster and Hart propose a measure of riskiness for discrete random variables. Their defining equatio...
Foster and Hart proposed an operational measure of riskiness for dis-crete random variables. We show...
Foster and Hart propose a measure of riskiness for discrete random variables. Their defining equatio...
Riedel F, Hellmann T. The Foster-Hart measure of riskiness for general gambles. Working Papers. Inst...
We propose a measure of riskiness of “gambles” (risky assets) that is objective: it depends only on ...
Define the riskiness of a gamble as the reciprocal of the absolute risk aversion (ARA) of an individ...
We extend the pioneering work of Aumann and Serrano by presenting an index of inherent riskiness of ...
We study Aumann and Serrano’s (2008) risk index for sums of gambles that are not dependent. If the d...
Define the riskiness of a gamble as the reciprocal of the absolute risk aversion (ARA) of an individ...
In this paper we introduce an index of riskiness which allows the in-vestor to skim among investment...
Hellmann T. Essays on the Foster-Hart measure of riskiness and ambiguity in real options games. Biel...
Define the riskiness of a gamble as the reciprocal of the absolute risk aversion (ARA) of an individ...
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