Paper Info
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.
Year
DOI
Venue
2005
10.1016/j.jet.2004.06.008
Journal of Economic Theory
Keywords
DocType
Volume
D81
Journal
122
Issue
ISSN
Citations 
2
0022-0531
7
PageRank 
References 
Authors
1.78
1
2
Name
Order
Citations
PageRank
Salvatore Modica172.11
Marco Scarsini216433.96