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

2019 ◽  
Author(s):  
Donald C. Keenan ◽  
Arthur Snow
Keyword(s):  
Risk Aversion ◽  
Downside Risk ◽  
Downside Risk Aversion

scholarly journals Allocative downside risk aversion

2013 ◽  
Vol 9 (4) ◽  
pp. 267-277 ◽  
Author(s):  
Richard Watt ◽  
Francisco J. Vazquez
Keyword(s):  
Risk Aversion ◽  
Downside Risk ◽  
Downside Risk Aversion

Greater downside risk aversion in the large

2009 ◽  
Vol 144 (3) ◽  
pp. 1092-1101 ◽  
Author(s):  
Donald C. Keenan ◽  
Arthur Snow
Keyword(s):  
Risk Aversion ◽  
Downside Risk ◽  
Downside Risk Aversion
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