On the intensity of downside risk aversion

By D. Crainich, Louis Eeckhoudt. 2008

145 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/170c72a87a3aed4b1de14f029991d3a1389f7fa0

Citations in the corpus

• Joint measurement of risk aversion, prudence, and temperance (2014, unknown): “We define higher-order risk compensations, similar to those of Crainich and Eeckhoudt (2008), that imply a clear tradeoff between mean and second-order risk (downside risk, outer risk) for the lottery choices in the experiment.”