Greater parametric downside risk aversion (Q2399683)
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scientific article; zbMATH DE number 6763944
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Greater parametric downside risk aversion |
scientific article; zbMATH DE number 6763944 |
Statements
Greater parametric downside risk aversion (English)
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24 August 2017
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downside risk aversion
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Schwarzian
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cautiousness
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protective puts
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self-protection
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0.90579575
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0.89962244
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0.89082986
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0.8907566
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0.8690592
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0.8677529
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