Decomposition and Characterization of Risk with a Continuum of Random Variables

DOI10.2307/2171727zbMath0836.90055OpenAlexW1977815658MaRDI QIDQ4859508

Nabil I. Al-Najjar

Publication date: 7 January 1996

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2171727

zbMATH Keywords

idiosyncratic riskcontinuum of random variablesrepresentation and characterization of risksstrategic uncertainty in large games

Mathematics Subject Classification ID

Games with infinitely many players (91A07) Decision theory for games (91A35)

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