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.
Lingua originale | English |
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pagine (da-a) | 267-271 |
Numero di pagine | 5 |
Rivista | Journal of Economic Theory |
Volume | 122 |
Stato di pubblicazione | Published - 2005 |
All Science Journal Classification (ASJC) codes
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