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A note on comparative downside risk aversion

Abstract : We provide comparative global conditions for downside risk aversion, which are similar to the ones studied by Ross for risk aversion. We define a coefficient of downside risk aversion, and study its local properties.
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https://hal-hec.archives-ouvertes.fr/hal-00539126
Contributor : Antoine Haldemann <>
Submitted on : Wednesday, November 24, 2010 - 10:01:54 AM
Last modification on : Thursday, January 11, 2018 - 6:19:31 AM

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Marco Scarsini, Salvatore Modica. A note on comparative downside risk aversion. International Journal of Economic Theory, Wiley, 2005, Vol. 122, N°4, pp. 267-271. ⟨10.1016/j.jet.2004.06.008⟩. ⟨hal-00539126⟩

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