Strong Increases in Downside Risk Aversion
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DOI: 10.1057/s10713-016-0012-1
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- Donald C. Keenan & Arthur Snow, 2016. "Strong Increases in Downside Risk Aversion," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 41(2), pages 149-161, September.
References listed on IDEAS
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Citations
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Cited by:
- De Donno, Marzia & Menegatti, Mario, 2022. "On the relationship between comparisons of risk aversion of different orders," Journal of Mathematical Economics, Elsevier, vol. 102(C).
- Keenan, Donald C. & Snow, Arthur, 2022. "Reversibly greater downside risk aversion by a prudence-based measure," Economics Letters, Elsevier, vol. 210(C).
- Liqun Liu & William S. Neilson, 2019. "Alternative Approaches to Comparative n th-Degree Risk Aversion," Management Science, INFORMS, vol. 65(8), pages 3824-3834, August.
- Liqun Liu & Nicolas Treich, 2021.
"Optimality of winner-take-all contests: the role of attitudes toward risk,"
Journal of Risk and Uncertainty, Springer, vol. 63(1), pages 1-25, August.
- Treich, Nicolas & Liu, Linqun, 2019. "Optimality of Winner-Take-All Contests: The Role of Attitudes toward Risk," TSE Working Papers 19-1060, Toulouse School of Economics (TSE).
- Treich, Nicolas & Liu, Linqun, 2021. "Optimality of Winner-Take-All Contests: The Role of Attitudes toward Risk," TSE Working Papers 21-1194, Toulouse School of Economics (TSE).
- Liqun Liu & Nicolas Treich, 2021. "Optimality of winner-take-all contests: the role of attitudes toward risk," Post-Print hal-03722083, HAL.
- Liqun Liu & Jack Meyer & Andrew J. Rettenmaier & Thomas R. Saving, 2018. "Risk and risk aversion effects in contests with contingent payments," Journal of Risk and Uncertainty, Springer, vol. 56(3), pages 289-305, June.
- Keenan, Donald C. & Snow, Arthur, 2024. "Full downside risk aversion," Mathematical Social Sciences, Elsevier, vol. 131(C), pages 93-101.
- Donald C. Keenan & Arthur Snow, 2022. "Reversibly greater downside risk aversion," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 47(2), pages 327-338, September.
- Keenan, Donald C. & Snow, Arthur, 2018. "Bringing order to rankings of utility functions by strong increases in nth order aversion to risk," Journal of Mathematical Economics, Elsevier, vol. 78(C), pages 35-44.
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Keywords
asymmetry; transitivity; greater risk aversion; precautionary saving;All these keywords.
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