A note on comparative downside risk aversion

被引：56
作者：
Modica, S
Scarsini, M
机构：
[1] Univ Turin, Dipartimento Stat & Matemat Applicata, I-10122 Turin, Italy
[2] Univ Palermo, Dipartimento Sci Econ Finanziarie & Aziendali, I-90128 Palermo, Italy
来源：
JOURNAL OF ECONOMIC THEORY | 2005年 / 122卷 / 02期
关键词：
downside risk; downside risk aversion; risk vulnerability;
D O I：
10.1016/j.jet.2004.06.008
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
We provide comparative global conditions for downside risk aversion, which are similar to the ones studied by Ross for risk aversion. We define a coefficient of downside risk aversion, and study its local properties. (c) 2004 Elsevier Inc. All rights reserved.
引用
收藏
页码：267 / 271
页数：5
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