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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- 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).
- 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).
- D. Crainich & L. Eeckhoudt, 2008. "On the intensity of downside risk aversion," Post-Print hal-00292420, HAL.
- 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.
- 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.
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