An Operational Measure of Riskiness
AbstractWe define the riskiness of a gamble g as that unique number R(g) such that no-bankruptcy is guaranteed if and only if one never accepts gambles whose riskiness exceeds the current wealth.
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Bibliographic InfoPaper provided by The Center for the Study of Rationality, Hebrew University, Jerusalem in its series Discussion Paper Series with number dp454.
Date of creation: Jun 2007
Date of revision:
Publication status: Published in Journal of Political Economy 117 (2009), 5, 785-814
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