A note on comparative downside risk aversion

Journal of Economic Theory

Volumn 122, Issue 2, 2005, Pages 267-271

  Modica, Salvatore ^a   Scarsini, Marco ^b  

^a UNIVERSITY OF PALERMO   (Italy)

^b UNIVERSITY OF TURIN   (Italy)

Author keywords

Downside risk; Downside risk aversion; Risk vulnerability

Indexed keywords

EID: 17144383981     PISSN: 00220531     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jet.2004.06.008     Document Type: Article

References (10)

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