Note on the Relation Between the Downside Risk Aversion Measure d and the Schwarzian Downside Risk Aversion Measure S

It is shown that the downside risk aversion measure du is a special case of the more general Schwarzian downside risk aversion measure Su for appropriate preferences, in which case the downside measure du then inherits the desirable properties of the Schwarzian measure Su

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Year of publication:	2019
Authors:	Keenan, Donald C.
Other Persons:	Snow, Arthur (contributor)
Publisher:	[2019]: [S.l.] : SSRN
Subject:	Theorie \| Theory \| Risikoaversion \| Risk aversion \| Messung \| Measurement

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Extent:	1 Online-Ressource (8 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 15, 2019 erstellt
Other identifiers:	10.2139/ssrn.3316083 [DOI]
Classification:	D81 - Criteria for Decision-Making under Risk and Uncertainty
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012894914