A note on comparative downside risk aversion

Salvatore Modica, Marco Scarsini

Risultato della ricerca: Article

51 Citazioni (Scopus)

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 originaleEnglish
pagine (da-a)267-271
Numero di pagine5
RivistaJournal of Economic Theory
Volume122
Stato di pubblicazionePublished - 2005

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Downside risk aversion
Coefficients
Risk aversion

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

Modica, Salvatore ; Scarsini, Marco. / A note on comparative downside risk aversion. In: Journal of Economic Theory. 2005 ; Vol. 122. pagg. 267-271.
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