An operational interpretation and existence of the Aumann-Serrano index of riskiness期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

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An operational interpretation and existence of the Aumann-Serrano index of riskiness

Authors:	Ulrich Homm

Institution:	^a Bonn Graduate School of Economics, Department of Economics, University of Bonn, Adenauerallee 24-42, D-53113 Bonn, Germany ^b Institute of Econometrics and Operations Research, Department of Economics, University of Bonn, Adenauerallee 24-42, D-53113 Bonn, Germany

Abstract:	In this note we provide an operational interpretation of the economic index of riskiness of Aumann and Serrano (2008) and discuss its existence in the case of non-finite gambles.

Keywords:	D81
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