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Bennet Eisenberg

Lehigh University - Industrial and Systems Engineering Department

Harold S. Mohler Laboratory

200 West Packer Avenue

Bethlehem, PA 18015-1582

United States

  • Lehigh University - Industrial and Systems Engineering Department

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

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1.

Mean-Extended Gini Portfolios Personalized to the Investor’s Risk-Gain Profile

Number of pages: 13 Posted: 09 Jun 2011
Marta Cardin, Bennet Eisenberg and Luisa Tibiletti
Ca Foscari University of Venice - Dipartimento di Economia, Lehigh University - Industrial and Systems Engineering Department and University of Turin - Department of Management
Downloads 176 (428,796)

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extended gini index, MEG, risk-aversion and gain-properness

2.

Bid and Ask Asset Pricing Through the Extended Gini Premium Principle: Sufficient and Necessary Conditions for Trading

Number of pages: 29 Posted: 08 Nov 2009
Luisa Tibiletti, Bennet Eisenberg and Marta Cardin
University of Turin - Department of Management, Lehigh University - Industrial and Systems Engineering Department and Ca Foscari University of Venice - Dipartimento di Economia
Downloads 176 (428,796)

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Choquet integral, Distortion functions, Extended Gini Index, Bid and Ask prices, Pessimism and Optimism index, Probability of trading

3.

Bid and Ask Prices Tailored to Traders’ Risk-Aversion and Gain-Propension

Number of pages: 20 Posted: 09 Jun 2011
Marta Cardin, Bennet Eisenberg and Luisa Tibiletti
Ca Foscari University of Venice - Dipartimento di Economia, Lehigh University - Industrial and Systems Engineering Department and University of Turin - Department of Management
Downloads 107 (654,668)

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Extended Gini Index, bid and ask prices, pessimism and optimism index