A Generalized Measure of Riskiness

DOI10.1287/mnsc.1110.1373zbMath1279.91129OpenAlexW2119816419MaRDI QIDQ2870450

Fousseni Chabi-Yo, Nusret Cakici, Turan G. Bali

Publication date: 20 January 2014

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/ec63bd1277c839d56f396c1b57028d5a69ece52f

zbMATH Keywords

riskinesseconomic index of riskinessoperational measure of riskinessrisk-neutral stock returns

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Portfolio theory (91G10)

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