An Economic Index of Riskiness. Aumann, R. & Serrano, R. Journal of Political Economy, 116(5):810--836, UChicago Press, October, 2008.
bibtex   
@article{Aumann2008,
author = {Aumann, R.J. and Serrano, Roberto},
journal = {Journal of Political Economy},
keywords = {solution-concepts,stefano},
mendeley-tags = {solution-concepts,stefano},
month = oct,
number = {5},
pages = {810--836},
publisher = {UChicago Press},
title = {{An Economic Index of Riskiness}},
volume = {116},
year = {2008}
}

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