期刊名称：International Journal of Business Research and Management (IJBRM)
电子版ISSN：2180-2165
出版年度：2012
卷号：3
期号：6
页码：294-306
出版社：Computer Science Journals
摘要：Risky asset bid and ask prices "tailored" to the risk-aversion and the gain-propension of the traders are set up. They are calculated through the principle of the Extended Gini premium, a standard method used in non-life insurance. Explicit formulae for the most common stochastic distributions of risky returns, are calculated. Sufficient and necessary conditions for successful trading are also discussed.
关键词：Extended Gini Index; Bid and Ask prices; Pessimism and Optimism indices
