A note on comparative downside risk aversion

Marco Scarsini and Salvatore Modica
Additional contact information
Salvatore Modica: UNIPA - Università degli studi di Palermo - University of Palermo

Post-Print from HAL

Abstract: 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.

Keywords: Downside risk; Downside risk aversion; Risk vulnerability (search for similar items in EconPapers)
Date: 2005-06
References: Add references at CitEc
Citations: View citations in EconPapers (67)

Published in International Journal of Economic Theory, 2005, Vol. 122, N°4, pp. 267-271. ⟨10.1016/j.jet.2004.06.008⟩

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: A note on comparative downside risk aversion (2005)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00539126

DOI: 10.1016/j.jet.2004.06.008

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().