Keywords: Aumann–Serrano Riskiness Index
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Journal Articles
Review of Accounting and Finance (2023) 22 (1): 84–122.
Published: 17 January 2023
...Doron Nisani; Amit Shelef; Or David Purpose The purpose of this study is to estimate the convergence order of the AumannSerrano Riskiness Index. Design/methodology/approach This study uses the equivalent relation between the AumannSerrano Riskiness Index and the moment generating function...

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