The Schwarzian derivative as a ranking of downside risk aversion
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Volume (Year): 44 (2012)
Issue (Month): 2 (April)
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References listed on IDEAS
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- Keenan, Donald C. & Snow, Arthur, 2009. "Greater downside risk aversion in the large," Journal of Economic Theory, Elsevier, vol. 144(3), pages 1092-1101, May.
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2007088, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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- CRAINICH, Davida & EECKHOUDT, Louis, . "On the intensity of downside risk aversion," CORE Discussion Papers RP 2061, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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"Precautionary Saving in the Small and in the Large,"
Econometric Society, vol. 58(1), pages 53-73, January.
- Miles S. Kimball, 1989. "Precautionary Saving in the Small and in the Large," NBER Working Papers 2848, National Bureau of Economic Research, Inc.
- Diamond, Peter A. & Stiglitz, Joseph E., 1974. "Increases in risk and in risk aversion," Journal of Economic Theory, Elsevier, vol. 8(3), pages 337-360, July.
- Miles S. Kimball, 1991.
"Standard Risk Aversion,"
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0099, National Bureau of Economic Research, Inc.
- Menezes, C & Geiss, C & Tressler, J, 1980. "Increasing Downside Risk," American Economic Review, American Economic Association, vol. 70(5), pages 921-32, December.
- W. Henry Chiu, 2005. "Skewness Preference, Risk Aversion, and the Precedence Relations on Stochastic Changes," Management Science, INFORMS, vol. 51(12), pages 1816-1828, December.
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