Title: A note on comparative downside risk aversion
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.
Publication Year: 2004
Publication Date: 2004-12-15
Language: en
Type: article
Indexed In: ['crossref']
Access and Citation
Cited By Count: 108
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