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A wealth-requirement axiomatization of riskiness

  • Foster D
  • Hart S
Theoretical Economics (2013) 8(2) 591-620
DOI: 10.3982/te1150
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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." © 2013 Dean P. Foster and Sergiu Hart.

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Foster, D. P., & Hart, S. (2013). A wealth-requirement axiomatization of riskiness. Theoretical Economics, 8(2), 591–620. https://doi.org/10.3982/te1150

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