Greater prudence and greater downside risk aversion

DOI10.1016/j.jet.2010.03.003zbMath1244.91027OpenAlexW2079939337MaRDI QIDQ1958963

Donald C. Keenan, Arthur Snow

Publication date: 30 September 2010

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2010.03.003

zbMATH Keywords

prudencedownside risk aversion

Mathematics Subject Classification ID

Decision theory (91B06)

Related Items (5)

Who should exert more effort? Risk aversion, downside risk aversion and optimal prevention ⋮ Prudence probability premium ⋮ Higher-order risk vulnerability ⋮ Prudence and the convexity of compensation contracts ⋮ Reversibly greater downside risk aversion by a prudence-based measure

Cites Work

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• On the intensity of downside risk aversion
• Greater downside risk aversion in the large
• Greater downside risk aversion
• Wealth effects in the principal agent model
• Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach
• A note on comparative downside risk aversion
• An Analysis of the Principal-Agent Problem
• On the Concavity of the Consumption Function
• Risk Aversion in the Small and in the Large

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