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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- D. Crainich & L. Eeckhoudt, 2008.
"On the intensity of downside risk aversion,"
- CRAINICH, Davida & EECKHOUDT, Louis, "undated". "On the intensity of downside risk aversion," CORE Discussion Papers RP 2061, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- CRAINICH, David & EECKHOUDT, Louis, 2007. "On the intensity of downside risk aversion," CORE Discussion Papers 2007088, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- 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.
- Keenan, Donald C & Snow, Arthur, 2002. "Greater Downside Risk Aversion," Journal of Risk and Uncertainty, Springer, vol. 24(3), pages 267-277, May.
- Kimball, Miles S, 1993.
"Standard Risk Aversion,"
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- Miles S. Kimball, 1989.
"Precautionary Saving in the Small and in the Large,"
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2848, National Bureau of Economic Research, Inc.
- Kimball, Miles S, 1990. "Precautionary Saving in the Small and in the Large," Econometrica, Econometric Society, vol. 58(1), pages 53-73, January.
- 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.
- Keenan, Donald C. & Snow, Arthur, 2010. "Greater prudence and greater downside risk aversion," Journal of Economic Theory, Elsevier, vol. 145(5), pages 2018-2026, September.
- 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.
- Marco Scarsini & Salvatore Modica, 2005.
"A note on comparative downside risk aversion,"
- Menezes, C & Geiss, C & Tressler, J, 1980. "Increasing Downside Risk," American Economic Review, American Economic Association, vol. 70(5), pages 921-932, December.
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