CRAINICH, David; EECKHOUDT, Louis - Center for Operations Research and Econometrics (CORE), … - 2007
The degree of downside risk aversion (or equivalently prudence) is so far usually measured by -U'''/U''. We propose …2007/88
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On the intensity of downside risk aversion
David Crainich and Louis Eeckhoudt
CORE … DISCUSSION PAPER
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On the intensity of downside risk aversion
David CRAINICH
1
and Louis ECKHOUDT
2
November …