Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/150201 
Year of Publication: 
2013
Citation: 
[Journal:] Theoretical Economics [ISSN:] 1555-7561 [Volume:] 8 [Issue:] 2 [Publisher:] The Econometric Society [Place:] New Haven, CT [Year:] 2013 [Pages:] 591-620
Publisher: 
The Econometric Society, New Haven, CT
Abstract: 
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."
Subjects: 
Riskiness
gamble
risky asset
reserve
wealth
JEL: 
D81
G00
G32
Persistent Identifier of the first edition: 
Creative Commons License: 
cc-by-nc Logo
Document Type: 
Article

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