Greater parametric downside risk aversion (Q2399683): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jmateco.2017.05.002 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3124007944 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5618987 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4939491 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Greater downside risk aversion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Greater downside risk aversion in the large / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3744437 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Substituting one risk increase for another: a method for measuring risk aversion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimum consumption and portfolio rules in a continuous-time model / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on comparative downside risk aversion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk Aversion in the Small and in the Large / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Stronger Measures of Risk Aversion in the Small and the Large with Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5330993 / rank
 
Normal rank

Latest revision as of 08:04, 14 July 2024

scientific article
Language Label Description Also known as
English
Greater parametric downside risk aversion
scientific article

    Statements

    Greater parametric downside risk aversion (English)
    0 references
    0 references
    0 references
    24 August 2017
    0 references
    0 references
    downside risk aversion
    0 references
    Schwarzian
    0 references
    cautiousness
    0 references
    protective puts
    0 references
    self-protection
    0 references
    0 references