Allocative downside risk aversion

DOI10.1111/J.1742-7363.2013.12019.XzbMATH Open1416.91090OpenAlexW1962615532MaRDI QIDQ4583985FDOQ4583985

Authors: Richard Watt, F. Vázquez 

Publication date: 29 August 2018

Published in: International Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://repec.canterbury.ac.nz/cbt/econwp/1061.pdf

Recommendations

• On the intensity of downside risk aversion
• Greater prudence and greater downside risk aversion
• Greater downside risk aversion
• A note on comparative downside risk aversion
• Reversibly greater downside risk aversion by a prudence-based measure

zbMATH Keywords

risk aversionprudencedownside risk

Mathematics Subject Classification ID

Decision theory (91B06)

Cited In (11)

• Greater downside risk aversion in the large
• Downside Loss Aversion and Portfolio Management
• Risk-induced discounting
• Shortfall aversion
• On the intensity of downside risk aversion
• Greater prudence and greater downside risk aversion
• Greater downside risk aversion
• Prevention in two‐period time and its extension health risk model
• Mixed risk aversion
• Downside risk aversion vs decreasing absolute risk aversion: an intuitive exposition
• Greater parametric downside risk aversion

This page was built for publication: Allocative downside risk aversion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4583985)