Reversibly Greater Downside Risk Aversion by a Prudence-Based Measure

2021 ◽  
Author(s):  
Donald C. Keenan ◽  
Arthur Snow
Keyword(s):  
Risk Aversion ◽  
Downside Risk ◽  
Downside Risk Aversion

A Note on Downside Risk Aversion Measures

2012 ◽  
Author(s):  
James Huang
Keyword(s):  
Risk Aversion ◽  
Downside Risk ◽  
Downside Risk Aversion

Reversibly greater downside risk aversion

2021 ◽  
Author(s):  
Donald C. Keenan ◽  
Arthur Snow
Keyword(s):  
Risk Aversion ◽  
Downside Risk ◽  
Downside Risk Aversion

scholarly journals Risk Aversion, Downside Risk Aversion and Paying for Stochastic Improvements

2011 ◽  
Vol 37 (1) ◽  
pp. 1-26 ◽  
Author(s):  
W Henry Chiu
Keyword(s):  
Risk Aversion ◽  
Downside Risk ◽  
Downside Risk Aversion

Downside Risk Aversion, Fixed-Income Exposure, and the Value Premium Puzzle

CFA Digest ◽  
2013 ◽  
Vol 43 (1) ◽  
pp. 67-70
Author(s):  
Thomas M. Arnold
Keyword(s):  
Risk Aversion ◽  
Downside Risk ◽  
Value Premium ◽  
Fixed Income ◽  
Premium Puzzle ◽  
Downside Risk Aversion

A Note on the Intensity of Downside Risk Aversion

2010 ◽  
Author(s):  
Richard Watt ◽  
Francisco Vazquez
Keyword(s):  
Risk Aversion ◽  
Downside Risk ◽  
Downside Risk Aversion

Greater Parametric Downside Risk Aversion

2016 ◽  
Author(s):  
Donald C. Keenan ◽  
Arthur Snow
Keyword(s):  
Risk Aversion ◽  
Downside Risk ◽  
Downside Risk Aversion

scholarly journals Allocative downside risk aversion

2013 ◽  
Vol 9 (4) ◽  
pp. 267-277 ◽  
Author(s):  
Richard Watt ◽  
Francisco J. Vazquez
Keyword(s):  
Risk Aversion ◽  
Downside Risk ◽  
Downside Risk Aversion

Greater downside risk aversion in the large

2009 ◽  
Vol 144 (3) ◽  
pp. 1092-1101 ◽  
Author(s):  
Donald C. Keenan ◽  
Arthur Snow
Keyword(s):  
Risk Aversion ◽  
Downside Risk ◽  
Downside Risk Aversion

scholarly journals On the intensity of downside risk aversion

2008 ◽  
Vol 36 (3) ◽  
pp. 267-276 ◽  
Author(s):  
David Crainich ◽  
Louis Eeckhoudt
Keyword(s):  
Risk Aversion ◽  
Downside Risk ◽  
Downside Risk Aversion
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