On the intensity of downside risk aversion
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- CRAINICH, Davida & EECKHOUDT, Louis, 2009. "On the intensity of downside risk aversion," CORE Discussion Papers RP 2061, 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.
References listed on IDEAS
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- EECKHOUDT, Louis & SCHLESINGER, Harris, 2006. "Putting risk in its proper place," CORE Discussion Papers RP 1871, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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More about this item
Keywordsdownside risk aversion; prudence; local and global properties;
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
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