Allocative downside risk aversion

DOI10.1111/J.1742-7363.2013.12019.XMaRDI QIDQ4583985zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

risk aversionprudencedownside risk

Mathematics Subject Classification ID

Decision theory (91B06)

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

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
• On the intensity of downside risk aversion
• Greater prudence and greater downside risk aversion
• Cautiousness, skewness preference, and the demand for options
• Shortfall aversion
• Greater downside risk aversion
• 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

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)