Abstract
| Lingua originale | English |
|---|---|
| pagine (da-a) | 267-271 |
| Numero di pagine | 5 |
| Rivista | Journal of Economic Theory |
| Volume | 122 |
| Stato di pubblicazione | Published - 2005 |
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All Science Journal Classification (ASJC) codes
- Economics and Econometrics
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A note on comparative downside risk aversion. / Modica, Salvatore; Scarsini, Marco.
In: Journal of Economic Theory, Vol. 122, 2005, pag. 267-271.Risultato della ricerca: Article
}
TY - JOUR
T1 - A note on comparative downside risk aversion
AU - Modica, Salvatore
AU - Scarsini, Marco
PY - 2005
Y1 - 2005
N2 - 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.
AB - 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.
KW - downside risk
KW - downside risk aversion
KW - risk vulnerability
UR - http://hdl.handle.net/10447/30096
M3 - Article
VL - 122
SP - 267
EP - 271
JO - Journal of Economic Theory
JF - Journal of Economic Theory
SN - 0022-0531
ER -