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

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zbMATH Keywords

risk aversionprudencedownside risk

Mathematics Subject Classification ID

Decision theory (91B06)

Cited In (15)

• The case of ``Less is more: modelling risk-preference with expected downside risk
• Greater downside risk aversion in the large
• Downside Loss Aversion and Portfolio Management
• Risk-induced discounting
• Cautiousness, skewness preference, and the demand for options
• Shortfall aversion
• On the intensity of downside risk aversion
• Greater prudence and greater downside risk aversion
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• Prevention in two‐period time and its extension health risk model
• Full downside risk aversion
• Mixed risk aversion
• Reversibly greater downside risk aversion by a prudence-based measure
• Downside risk aversion vs decreasing absolute risk aversion: an intuitive exposition
• Greater parametric downside risk aversion

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