Greater parametric downside risk aversion
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Recommendations
- Greater downside risk aversion in the large
- On the intensity of downside risk aversion
- Greater prudence and greater downside risk aversion
- Reversibly greater downside risk aversion by a prudence-based measure
- Allocative downside risk aversion
- A note on comparative downside risk aversion
- Downside risk aversion vs decreasing absolute risk aversion: an intuitive exposition
- More on parametric characterizations of risk aversion and prudence
Cites work
- A note on comparative downside risk aversion
- Greater downside risk aversion
- Greater downside risk aversion in the large
- scientific article; zbMATH DE number 3979443 (Why is no real title available?)
- scientific article; zbMATH DE number 1399773 (Why is no real title available?)
- scientific article; zbMATH DE number 3204183 (Why is no real title available?)
- scientific article; zbMATH DE number 3342731 (Why is no real title available?)
- Optimum consumption and portfolio rules in a continuous-time model
- Risk Aversion in the Small and in the Large
- Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
- Substituting one risk increase for another: a method for measuring risk aversion
Cited in
(5)- Greater downside risk aversion in the large
- Bringing order to rankings of utility functions by strong increases in nth order aversion to risk
- Reversibly greater downside risk aversion by a prudence-based measure
- Degree of downside risk aversion and self-protection
- Prevention in two‐period time and its extension health risk model
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