On risk measures, market making, and exponential families Journal Article uri icon

Overview

abstract

  • ; In this note we elaborate on an emerging connection between three areas of research: (a) the concept of a; risk measure; developed within financial mathematics for reasoning about risk attitudes of agents under uncertainty, (b) the design of; automated market makers; for prediction markets, and (c) the family of probability distributions known as; exponential families; .;

publication date

  • January 28, 2015

Date in CU Experts

  • January 31, 2016 4:48 AM

Full Author List

  • Abernethy JD; Frongillo RM; Kutty S

author count

  • 3

Other Profiles

Electronic International Standard Serial Number (EISSN)

  • 1551-9031

Additional Document Info

start page

  • 21

end page

  • 25

volume

  • 13

issue

  • 2