Decreasing absolute risk aversion, prudence and increased downside risk aversion
| Year of publication: |
2012
|
|---|---|
| Authors: | Liu, Liqun ; Meyer, Jack |
| Published in: |
Journal of Risk and Uncertainty. - Springer. - Vol. 44.2012, 3, p. 243-260
|
| Publisher: |
Springer |
| Subject: | DARA | Downside risk | Downside risk aversion | Decreasing absolute risk aversion | Prudence |
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