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The Schwarzian derivative as a ranking of downside risk aversion
Keenan, Donald; Snow, Arthur - In: Journal of Risk and Uncertainty 44 (2012) 2, pp. 149-160
Persistent link: https://www.econbiz.de/10010863424
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Risk preferences and changes in background risk
Keenan, Donald; Rudow, Donald; Snow, Arthur - In: Journal of Risk and Uncertainty 36 (2008) 2, pp. 139-152
Persistent link: https://www.econbiz.de/10005678215