Search Results - subject:"Downside risk aversion"

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The self-protection problem

Peter, Richard - In: Handbook of Insurance : Volume II, (pp. 55-82). 2025

Persistent link: https://www.econbiz.de/10015394044

On the relationship between comparisons of risk aversion of different orders

De Donno, Marzia; Menegatti, Mario - In: Journal of mathematical economics 102 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10013539505

Production planning with risk hedging under a conditional value at risk objective

Wang, Liao; Yao, David D. - In: Operations research 71 (2023) 4, pp. 1055-1072

Persistent link: https://www.econbiz.de/10014338036

Reversibly greater downside risk aversion

Keenan, Donald C.; Snow, Arthur - In: The Geneva risk and insurance review 47 (2022) 2, pp. 327-338

Persistent link: https://www.econbiz.de/10013387200

Reversibly greater downside risk aversion by a prudence-based measure

Keenan, Donald C.; Snow, Arthur - In: Economics letters 210 (2022), pp. 1-4

Persistent link: https://www.econbiz.de/10013171149

On Multivariate Prudence

Jouini, Elyès; Napp, Clotilde; Nocetti, Diego - HAL - 2013

-Modigliani substitution effect in this multivariate setting. We also characterize the concept of multivariate downside risk aversion as a … motive. We propose an alternative measure of the intensity of downside risk aversion and show that this measure is useful in …

Persistent link: https://www.econbiz.de/10010733702