Greater downside risk aversion in the large
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Publication:1017783
DOI10.1016/J.JET.2008.08.007zbMATH Open1159.91365OpenAlexW1986002366MaRDI QIDQ1017783FDOQ1017783
Authors: Donald C. Keenan, Arthur Snow 
Publication date: 12 May 2009
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2008.08.007
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Cites Work
- Greater downside risk aversion
- Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
- Risk Aversion in the Small and in the Large
- Standard Risk Aversion
- Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach
- A note on comparative downside risk aversion
- On the intensity of downside risk aversion
Cited In (15)
- Who should exert more effort? Risk aversion, downside risk aversion and optimal prevention
- Prudence probability premium
- On multivariate prudence
- The case of ``Less is more: modelling risk-preference with expected downside risk
- Greater prudence and greater downside risk aversion
- Preferences on discounting under time risk
- Bringing order to rankings of utility functions by strong increases in \(n\)th order aversion to risk
- Greater downside risk aversion
- Substituting one risk increase for another: a method for measuring risk aversion
- Full downside risk aversion
- Greater Arrow-Pratt (absolute) risk aversion of higher orders
- Reversibly greater downside risk aversion by a prudence-based measure
- Greater parametric downside risk aversion
- Higher-order risk vulnerability
- On the relationship between comparisons of risk aversion of different orders
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