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An economic index of riskiness
Robert J. Aumann
, Roberto Serrano
Einstein Institute of Mathematics
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Article
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peer-review
173
Scopus citations
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Mathematics
Risk Aversion
100%
Absolute Constant
50%
Subadditive
50%
Stochastic Dominance
50%
Mean Variance
50%
Keyphrases
Economic Index of Riskiness
100%
Second-order Stochastic Dominance
25%
Variance Mean
25%