The Schwarzian derivative as a ranking of downside risk aversion
Year of publication: |
2012
|
---|---|
Authors: | Keenan, Donald C. ; Snow, Arthur |
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, 2, p. 149-160
|
Subject: | Risikoaversion | Risk aversion | Varianzanalyse | Analysis of variance | Ranking-Verfahren | Ranking method | Mathematik | Mathematics | Theorie | Theory |
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