Greater parametric downside risk aversion
Year of publication: |
August 2017
|
---|---|
Authors: | Keenan, Donald C. ; Snow, Arthur |
Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 71.2017, p. 119-128
|
Subject: | Downside risk aversion | Schwarzian | Cautiousness | Protective puts | Self-protection | Theorie | Theory | Risikoaversion | Risk aversion |
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