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.
Titolo: | A note on downside risk aversion. |
Autori: | |
Data di pubblicazione: | 2005 |
Rivista: | |
Abstract: | 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. |
Handle: | http://hdl.handle.net/11385/3081 |
Appare nelle tipologie: | 01.1 - Articolo su rivista (Article) |
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