Full Downside Risk Aversion

SSRN Electronic Journal ◽

10.2139/ssrn.4002187 ◽

2022 ◽

Author(s):

Donald C. Keenan

Keyword(s):

Risk Aversion ◽

Downside Risk ◽

Downside Risk Aversion

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A Note on Downside Risk Aversion Measures

SSRN Electronic Journal ◽

10.2139/ssrn.2192665 ◽

2012 ◽

Author(s):

James Huang

Keyword(s):

Risk Aversion ◽

Downside Risk ◽

Downside Risk Aversion

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Completely Greater and Less Downside Risk Aversion in terms of Utility Measures and Higher-Order Generalizations

SSRN Electronic Journal ◽

10.2139/ssrn.3322386 ◽

2019 ◽

Author(s):

Donald C. Keenan ◽

Arthur Snow

Keyword(s):

Risk Aversion ◽

Downside Risk ◽

Higher Order ◽

Downside Risk Aversion ◽

Utility Measures

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Reversibly greater downside risk aversion

The Geneva Risk and Insurance Review ◽

10.1057/s10713-021-00072-5 ◽

2021 ◽

Author(s):

Donald C. Keenan ◽

Arthur Snow

Keyword(s):

Risk Aversion ◽

Downside Risk ◽

Downside Risk Aversion

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Risk Aversion, Downside Risk Aversion and Paying for Stochastic Improvements

The Geneva Risk and Insurance Review ◽

10.1057/grir.2011.1 ◽

2011 ◽

Vol 37 (1) ◽

pp. 1-26 ◽

Author(s):

W Henry Chiu

Keyword(s):

Risk Aversion ◽

Downside Risk ◽

Downside Risk Aversion

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

10.2469/dig.v43.n1.26 ◽

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

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A Note on the Intensity of Downside Risk Aversion

SSRN Electronic Journal ◽

10.2139/ssrn.1710606 ◽

2010 ◽

Author(s):

Richard Watt ◽

Francisco Vazquez

Keyword(s):

Risk Aversion ◽

Downside Risk ◽

Downside Risk Aversion

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Greater Parametric Downside Risk Aversion

SSRN Electronic Journal ◽

10.2139/ssrn.2800764 ◽

2016 ◽

Author(s):

Donald C. Keenan ◽

Arthur Snow

Keyword(s):

Risk Aversion ◽

Downside Risk ◽

Downside Risk Aversion

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Reversibly Greater Downside Risk Aversion by a Prudence-Based Measure

SSRN Electronic Journal ◽

10.2139/ssrn.3909706 ◽

2021 ◽

Author(s):

Donald C. Keenan ◽

Arthur Snow

Keyword(s):

Risk Aversion ◽

Downside Risk ◽

Downside Risk Aversion

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Allocative downside risk aversion

International Journal of Economic Theory ◽

10.1111/j.1742-7363.2013.12019.x ◽

2013 ◽

Vol 9 (4) ◽

pp. 267-277 ◽

Author(s):

Richard Watt ◽

Francisco J. Vazquez

Keyword(s):

Risk Aversion ◽

Downside Risk ◽

Downside Risk Aversion

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Greater downside risk aversion in the large

Journal of Economic Theory ◽

10.1016/j.jet.2008.08.007 ◽

2009 ◽

Vol 144 (3) ◽

pp. 1092-1101 ◽

Author(s):

Donald C. Keenan ◽

Arthur Snow

Keyword(s):

Risk Aversion ◽

Downside Risk ◽

Downside Risk Aversion

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