A wealth-requirement axiomatization of riskiness
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- Moti Michaeli, 2014. "Riskiness for sets of gambles," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(3), pages 515-547, August.
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- Hellmann, Tobias & Riedel, Frank, 2015.
"The Foster-Hart measure of riskiness for general gambles,"
Econometric Society, vol. 10(1), January.
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More about this item
KeywordsRiskiness; gamble; risky asset; reserve; wealth;
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G00 - Financial Economics - - General - - - General
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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