Author: Marco Scarsini

0000000001208073

AUTHOR

Marco Scarsini

0000-0001-6473-794x

showing 1 related works from this author

A note on comparative downside risk aversion

2005

International audience; We provide comparative global conditions for downside risk aversion, which are similar to the ones studied by Ross for risk aversion. We define a coefficient of downside risk aversion, and study its local properties.

Economics and EconometricsRisk vulnerabilityRisk aversionFinancial economics[SHS.ECO.ECO]Humanities and Social Sciences/Economics and Finance/domain_shs.eco.ecoDownside riskEconomicsDownside riskRisk vulnerabilityDownside risk aversion

researchProduct

PEPhysical Sciences and Engineering
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LSLife Sciences
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SHSocial Sciences and Humanities
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