On the intensity of downside risk aversion
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Publication:941731
DOI10.1007/s11166-008-9037-xzbMath1151.91428OpenAlexW2135843477MaRDI QIDQ941731
David Crainich, Louis R. Eeckhoudt
Publication date: 2 September 2008
Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)
Full work available at URL: http://www.uclouvain.be/cps/ucl/doc/core/documents/coredp2007_88.pdf
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Cites Work
- Fear of ruin
- Greater downside risk aversion
- Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach
- A note on comparative downside risk aversion
- Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
- Power and Taxes
- Risk Vulnerability and the Tempering Effect of Background Risk
- Risk Aversion in the Small and in the Large
- Unnamed Item
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