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Citations for "An Economic Index of Riskiness"

by Robert J. Aumann & Roberto Serrano

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  1. Maier, Johannes & Rüger, Maximilian, 2010. "Measuring Risk Aversion Model-Independently," Discussion Papers in Economics, University of Munich, Department of Economics 11873, University of Munich, Department of Economics.
  2. repec:hal:wpaper:halshs-00648884 is not listed on IDEAS
  3. Roberto Serrano & Yusuke Kamishiro, 2009. "Equilibrium Blocking In Large Quasilinear Economies," Working Papers, CEMFI wp2009_0911, CEMFI.
  4. A. Mantovi, 2013. "Mapping completely proper rationality," Economics Department Working Papers, Department of Economics, Parma University (Italy) 2013-EP01, Department of Economics, Parma University (Italy).
  5. Arellano, Manuel & Hansen, Lars Peter & Sentana, Enrique, 2012. "Underidentification?," Journal of Econometrics, Elsevier, Elsevier, vol. 170(2), pages 256-280.
  6. Li, Minqiang, 2013. "On Aumann and Serrano's Economic Index of Risk," MPRA Paper 47466, University Library of Munich, Germany.
  7. Gollier, Christian & Hammitt, James & Treich, Nicolas, 2013. "Risk and Choice: A Research Saga," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse 804, Institut d'Économie Industrielle (IDEI), Toulouse.
  8. Serrano, Roberto & Vohra, Rajiv, 2010. "Multiplicity of mixed equilibria in mechanisms: A unified approach to exact and approximate implementation," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 46(5), pages 775-785, September.
  9. Kadan, Ohad & Liu, Fang, 2014. "Performance evaluation with high moments and disaster risk," Journal of Financial Economics, Elsevier, Elsevier, vol. 113(1), pages 131-155.
  10. Roberto Serrano, 2009. "On Watson'S Non-Forcing Contracts And Renegotiation," Working Papers, CEMFI wp2009_0907, CEMFI.
  11. Michał Lewandowski, 2013. "Risk Attitudes, Buying and Selling Price for a Lottery and Simple Strategies," Central European Journal of Economic Modelling and Econometrics, CEJEME, CEJEME, vol. 5(1), pages 1-34, March.
  12. Frank Riedel & Tobias Hellmann, 2013. "The Foster-Hart Measure of Riskiness for General Gambles," Papers 1301.1471, arXiv.org.
  13. David B. BROWN & Enrico G. DE GIORGI & Melvyn SIM, . "A Satiscing Alternative to Prospect Theory," Swiss Finance Institute Research Paper Series, Swiss Finance Institute 09-19, Swiss Finance Institute.
  14. Pinto, Cristian F. & Acuña, Andres A., 2011. "Consistencia de la evaluación de desempeño de inversiones financieras: Pruebas de dominación estocástica versus índices media-varianza
    [Consistency in the evaluation of financial investment pe
    ," MPRA Paper 31301, University Library of Munich, Germany.
  15. Li, Minqiang, 2014. "Aumann and Serrano's Economic Index of Risk for Sums of Gambles," MPRA Paper 55697, University Library of Munich, Germany.
  16. Alejandro Balbás & Beatriz Balbás & Raquel Balbás, 2013. "On the inefficiency of Brownian motions and heavier tailed price processes," Business Economics Working Papers, Universidad Carlos III, Instituto sobre Desarrollo Empresarial "Carmen Vidal Ballester" id-13-01, Universidad Carlos III, Instituto sobre Desarrollo Empresarial "Carmen Vidal Ballester".
  17. Bosch-Badia, Maria Teresa & Montllor-Serrats, Joan & Tarrazon-Rodon, Maria-Antonia, 2014. "Unveiling the embedded coherence in divergent performance rankings," Journal of Banking & Finance, Elsevier, Elsevier, vol. 42(C), pages 154-165.
  18. Chamorro Elosua, Arritokieta & Usategui Díaz de Otalora, José María, . "A Note on Risk Acceptance, Bankruptcy Avoidance and Riskiness Measures," DFAEII Working Papers DFAEII;2013-04, University of the Basque Country - Department of Foundations of Economic Analysis II.
  19. David Martinez-Miera & Rafael Repullo, 2010. "Does Competition Reduce the Risk of Bank Failure?," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 23(10), pages 3638-3664, October.
  20. Steven Kou & Xianhua Peng, 2014. "On the Measurement of Economic Tail Risk," Papers 1401.4787, arXiv.org, revised Feb 2014.
  21. Schulze, Klaas, 2014. "Existence and computation of the Aumann–Serrano index of riskiness and its extension," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 50(C), pages 219-224.
  22. Enrico G. De Giorgi & David B. Brown & Melvyn Sim, 2010. "Dual representation of choice and aspirational preferences," University of St. Gallen Department of Economics working paper series 2010, Department of Economics, University of St. Gallen 2010-07, Department of Economics, University of St. Gallen.
  23. Max Bruche, 2009. "Bankruptcy Codes, Liquidation Timing, And Debt Valuation," Working Papers, CEMFI wp2009_0902, CEMFI.
  24. Homm, Ulrich & Pigorsch, Christian, 2012. "Beyond the Sharpe ratio: An application of the Aumann–Serrano index to performance measurement," Journal of Banking & Finance, Elsevier, Elsevier, vol. 36(8), pages 2274-2284.
  25. Amine Lahiani & Khaled Guesmi, 2014. "Commodity Price Correlation and Time varying Hedge Ratios," Working Papers, Department of Research, Ipag Business School 2014-142, Department of Research, Ipag Business School.
  26. Amnon Schreiber, 2012. "An Economic Index of Relative Riskiness," Discussion Paper Series, The Center for the Study of Rationality, Hebrew University, Jerusalem dp597, The Center for the Study of Rationality, Hebrew University, Jerusalem.
  27. Kent Smetters & Xingtan Zhang, 2013. "A Sharper Ratio: A General Measure for Correctly Ranking Non-Normal Investment Risks," NBER Working Papers 19500, National Bureau of Economic Research, Inc.
  28. Zuo Quan Xu, 2014. "Investment under Duality Risk Measure," Papers 1406.4222, arXiv.org.
  29. Rafael Repullo & Javier Suarez, 2008. "The Procyclical Effects Of Basel Ii," Working Papers, CEMFI wp2008_0809, CEMFI.
  30. Adi Schnytzer & Sara Westreich, 2011. "False Consciousness in Financial Markets: Or is it in Ivory Towers?," Working Papers, Bar-Ilan University, Department of Economics 2011-07, Bar-Ilan University, Department of Economics.
  31. Schnytzer, Adi & Westreich, Sara, 2013. "A global index of riskiness," Economics Letters, Elsevier, Elsevier, vol. 118(3), pages 493-496.
  32. Joan Llull, 2008. "The Impact Of Immigration On Productivity," Working Papers, CEMFI wp2008_0802, CEMFI.
  33. Adi Schnytzer & Sara Westreich, 2011. "Attitudes to Risk and Roulette," Working Papers, Bar-Ilan University, Department of Economics 2011-06, Bar-Ilan University, Department of Economics.
  34. Chen, Yi-Ting & Ho, Keng-Yu & Tzeng, Larry Y., 2014. "Riskiness-minimizing spot-futures hedge ratio," Journal of Banking & Finance, Elsevier, Elsevier, vol. 40(C), pages 154-164.
  35. Amnon Schreiber, 2014. "Economic indices of absolute and relative riskiness," Economic Theory, Springer, Springer, vol. 56(2), pages 309-331, June.
  36. Homm, Ulrich & Pigorsch, Christian, 2012. "An operational interpretation and existence of the Aumann–Serrano index of riskiness," Economics Letters, Elsevier, Elsevier, vol. 114(3), pages 265-267.