An Operational Measure of Riskiness (joint work with Dean P. Foster)

AbstractWe define the riskiness of a gamble g as that unique number R(g) such that no-bankruptcy is guaranteed if and only if one never accepts gambles whose riskiness exceeds the current wealth.Paper: http://www.ma.huji.ac.il/hart/abs/risk.html   

Location: 
Elath Hall, 2nd floor, Feldman Building, Edmond J. Safra Campus
Dates: 
Thursday, June 14, 2007 - 17:00 to 18:30
Old Lecturers: 
SERGIU HART
Old Lecturers University: 
HEBREW UNIVERSITY