Decreasing absolute risk aversion, prudence and increased downside risk aversion
Year of publication: |
2012
|
---|---|
Authors: | Liu, Liqun ; Meyer, Jack |
Published in: |
Journal of risk and uncertainty : JRU. - Dordrecht [u.a.] : Springer Science + Business Media, ISSN 0895-5646, ZDB-ID 59837-9. - Vol. 44.2012, 3, p. 243-260
|
Subject: | Risikoaversion | Risk aversion | Theorie | Theory |
-
Another look at the equity risk premium puzzle
Bamberg, Günter, (2015)
-
Pricing of a risk averse monopoly in the presence of stochastic demand
Ágoston, Kolos Csaba, (2015)
-
CEO risk preference and investing in R&D
Abdel-Khalik, Ahmed Rashad, (2014)
- More ...
-
Substituting one risk increase for another : a method for measuring risk aversion
Liu, Liqun, (2013)
-
A separation theorem for the weak s-convex orders
Denuit, Michel, (2014)
-
Tradeoffs for downside risk-averse decision-makers and the self-protection decision
Denuit, Michel, (2016)
- More ...