文章基本信息
- 标题：A wealth-requirement axiomatization of riskiness
- 本地全文：下载
- 作者：Hart, Sergiu ; Foster, Dean P.
- 期刊名称：Theoretical Economics
- 印刷版ISSN：1555-7561
- 出版年度：2013
- 卷号：8
- 期号：2
- 出版社：Econometric Society
- 摘要：We provide an axiomatic characterization of the measure of riskiness of gambles (risky assets) introduced by Foster and Hart (2009). The axioms are based on the concept of "wealth requirement."
- 关键词：Riskiness; gamble; risky asset; reserve; wealth
