A note on comparative downside risk aversion

6533b86efe1ef96bd12cbe6c

RESEARCH PRODUCT

A note on comparative downside risk aversion

subject

Economics and Econometrics Risk vulnerability Risk aversion Financial economics [SHS.ECO.ECO]Humanities and Social Sciences/Economics and Finance/domain_shs.eco.eco Downside risk Economics Downside risk Risk vulnerability Downside risk aversion

description

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.

year	journal	country	edition	language
2005-06-01

10.1016/j.jet.2004.06.008 https://hal-hec.archives-ouvertes.fr/hal-00539126

PEPhysical Sciences and Engineering
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  - PE11_9Nanomaterials engineering, e.g. nanoparticles, nanoporous materials, 1D & 2D nanomaterials
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  - PE11_12Semi-conducting and magnetic materials engineering
  - PE11_13Metamaterials engineering
  - PE11_14Computational methods for materials engineering
LSLife Sciences
- LS1Molecules of Life: Biological Mechanisms, Structures and Functions
  - LS1_2Biochemistry
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  - LS4_11Haematopoiesis and blood diseases
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SHSocial Sciences and Humanities
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