A global index of riskiness
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DOI: 10.1016/j.econlet.2012.12.018
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References listed on IDEAS
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Cited by:
- Richard Lu & Chen-Chen Yang & Wing-Keung Wong, 2018.
"Time Diversification: Perspectives From The Economic Index Of Riskiness,"
Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 13(03), pages 1-15, September.
- Lu, Richard & Yang, Chen-Chen & Wong, Wing-Keung, 2018. "Time Diversification: Perspectives from the Economic Index of Riskiness," MPRA Paper 89167, University Library of Munich, Germany, revised 02 Oct 2018.
- Klaas Schulze, 2015. "General dual measures of riskiness," Theory and Decision, Springer, vol. 78(2), pages 289-304, February.
- Yang, Jen-Wei & Chiu, Shih-Yung & Yen, Kuang-Chieh, 2023. "Does the realized distribution-based measure dominate particular moments? Evidence from cryptocurrency markets," Finance Research Letters, Elsevier, vol. 51(C).
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More about this item
Keywords
Expected Utility Theory; Prospect theory; Utility functions; Value functions; Index of riskiness; Duality axiom;All these keywords.
JEL classification:
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
- G1 - Financial Economics - - General Financial Markets
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