From poverty measurement to the measurement of downside risk

DOI10.1016/j.mathsocsci.2003.07.001zbMath1091.91057OpenAlexW2060152804MaRDI QIDQ1887546

Carsten Breitmeyer, Hendrik Hakenes, Andreas Pfingsten

Publication date: 22 November 2004

Published in: Mathematical Social Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mathsocsci.2003.07.001

zbMATH Keywords

lower partial momentsPoverty measurementDecomposable measures

Mathematics Subject Classification ID

Related Items (2)

Fuzzy portfolio optimization under downside risk measures ⋮ Capital growth with security

Cites Work

• A new index of poverty
• Poverty orderings and welfare dominance
• Risk-value models
• Intermediate inequality: Concepts, indices, and welfare implications
• Coherent Measures of Risk
• A Class of Decomposable Poverty Measures
• A Class of Poverty Indices
• The Class of Additively Decomposable Inequality Measures
• Subgroup Consistent Poverty Indices
• Poverty: An Ordinal Approach to Measurement
• Prospect Theory: An Analysis of Decision under Risk
• Changes in Background Risk and Risk Taking Behavior
• Risk Vulnerability and the Tempering Effect of Background Risk
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