Greater downside risk aversion
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Publication:1610500
DOI10.1023/A:1015639619733zbMath1005.91080OpenAlexW1578237704MaRDI QIDQ1610500
Publication date: 20 August 2002
Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1015639619733
Related Items (14)
A note on fourth-order risk aversion ⋮ Who should exert more effort? Risk aversion, downside risk aversion and optimal prevention ⋮ Conditional payments and self-protection ⋮ Greater parametric downside risk aversion ⋮ Prudence probability premium ⋮ Substituting one risk increase for another: a method for measuring risk aversion ⋮ Greater prudence and greater downside risk aversion ⋮ On the intensity of downside risk aversion ⋮ Higher-order risk vulnerability ⋮ Bringing order to rankings of utility functions by strong increases in \(n\)th order aversion to risk ⋮ Greater downside risk aversion in the large ⋮ Reversibly greater downside risk aversion by a prudence-based measure ⋮ On the relationship between comparisons of risk aversion of different orders ⋮ Rank-Dependent Utility and Risk Taking in Complete Markets
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