Article ID Journal Published Year Pages File Type
10474440 Journal of Economic Theory 2005 5 Pages PDF
Abstract
We provide comparative global conditions for downside risk aversion, which are similar to the ones studied by Ross for risk aversion. We define a coefficient of downside risk aversion, and study its local properties.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
A note on comparative downside risk aversion
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