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 |
|---|---|
| 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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