The following pages link to An Economic Index of Riskiness (Q3178605):
Displaying 50 items.
- Sufficient conditions under which SSD- and MR-efficient sets are identical (Q297397) (← links)
- Investment under duality risk measure (Q297406) (← links)
- VaR as the CVaR sensitivity: applications in risk optimization (Q313597) (← links)
- Riskiness for sets of gambles (Q403706) (← links)
- An operational interpretation and existence of the Aumann-Serrano index of riskiness (Q429156) (← links)
- Moment conditions for almost stochastic dominance (Q485560) (← links)
- A note on Aumann and Serrano's index of riskiness (Q500563) (← links)
- Sharing the proceeds from a hierarchical venture (Q523467) (← links)
- Ruin-based risk measures in discrete-time risk models (Q784443) (← links)
- Riskiness in gambles that belong to the same location-scale family and with well-defined means and variances (Q1670386) (← links)
- Model spaces for risk measures (Q1681096) (← links)
- Stochastic optimality in the portfolio tracking problem involving investor's temporal preferences (Q1688376) (← links)
- Decomposing risk in an exploitation-exploration problem with endogenous termination time (Q1708513) (← links)
- Indexing gamble desirability by extending proportional stochastic dominance (Q1753309) (← links)
- Itinerary planning with time budget for risk-averse travelers (Q1754240) (← links)
- Riskiness in binary gambles: a geometric analysis (Q1782418) (← links)
- Aumann-Serrano index of risk in portfolio optimization (Q2067257) (← links)
- Introduction to the special issue in honor of Larry Epstein (Q2088604) (← links)
- A critical look at the Aumann-Serrano and Foster-Hart measures of riskiness (Q2088607) (← links)
- Comparing dynamic and static performance indexes in the stock market: evidence from Japan (Q2172545) (← links)
- Stock performance evaluation incorporating high moments and disaster risk: evidence from Japan (Q2216390) (← links)
- Inner rate of risk aversion (IRRA) and its applications to investment selection (Q2216393) (← links)
- On measuring welfare `behind a veil of ignorance' (Q2244409) (← links)
- Economic indices of absolute and relative riskiness (Q2249576) (← links)
- Utility indifference pricing and the Aumann-Serrano performance index (Q2304208) (← links)
- General dual measures of riskiness (Q2353582) (← links)
- A normalized value for information purchases (Q2359389) (← links)
- Restricted increases in risk aversion and their application (Q2363427) (← links)
- On the adjustment coefficient, drawdowns and Lundberg-type bounds for random walk (Q2389601) (← links)
- Expected utility operators and possibilistic risk aversion (Q2392557) (← links)
- Routing optimization with time windows under uncertainty (Q2414906) (← links)
- Existence and computation of the Aumann-Serrano index of riskiness and its extension (Q2441226) (← links)
- On Aumann and Serrano's economic index of risk (Q2447148) (← links)
- On dynamic decision making to meet consumption targets (Q2795872) (← links)
- Comparing local risks by acceptance and rejection (Q2800001) (← links)
- Routing optimization under uncertainty (Q2806069) (← links)
- Sub-additive recursive ``matching'' noise and biases in risk-weighted index calculation methods in incomplete markets with partially observable multi-attribute preferences (Q2864863) (← links)
- On the Measurement of Economic Tail Risk (Q3178757) (← links)
- Managing Underperformance Risk in Project Portfolio Selection (Q3450467) (← links)
- Investment Rankings via an Objective Measure of Riskiness: A Case Study (Q4561914) (← links)
- A wealth-requirement axiomatization of riskiness (Q4585984) (← links)
- SKEWNESS‐AWARE ASSET ALLOCATION: A NEW THEORETICAL FRAMEWORK AND EMPIRICAL EVIDENCE (Q4906535) (← links)
- Robust Data-Driven Vehicle Routing with Time Windows (Q4994169) (← links)
- Strategic Workforce Planning Under Uncertainty (Q5080661) (← links)
- Target-Oriented Distributionally Robust Optimization and Its Applications to Surgery Allocation (Q5106406) (← links)
- A Risk Approach by Credibility Theory (Q5216860) (← links)
- Stock performance by utility indifference pricing and the Sharpe ratio (Q5234296) (← links)
- Good deals in markets with friction (Q5397420) (← links)
- On the General Deviation Measure and the Gini coefficient (Q6053638) (← links)
- REGULATING INSURANCE MARKETS: MULTIPLE CONTRACTING AND ADVERSE SELECTION (Q6067095) (← links)
