2 citations · 2 across the 2 of their papers we have counts for
2 papers
econ.GN2022★ 2 cited
Dynamic Estimates Of The Arrow-Pratt Absolute And Relative Risk Aversion Coefficients
George Samartzis, Nikitas Pittis
We derive a closed-form expression capturing the degree of Relative Risk Aversion (RRA) of investors for non-"fair" lotteries. We argue that our formula is superior to earlier meth…
q-fin.PM2022
On The Equivalence Of The Mean Variance Criterion And Stochastic Dominance Criteria
George Samartzis, Nikitas Pittis
We study the necessary and sufficient conditions under which the Mean-Variance Criterion (MVC) is equivalent to the Maximum Expected Utility Criterion (MEUC), for two lotteries. Ba…