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Greater parametric downside risk aversion
Keenan, Donald C.; Snow, Arthur - In: Journal of mathematical economics 71 (2017), pp. 119-128
Persistent link: https://www.econbiz.de/10011833205
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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
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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