Abstract
It is shown that the downside risk aversion measure du is a special case of the more general Schwarzian downside risk aversion measure Su for appropriate preferences, in which case the downside measure du then inherits the desirable properties of the Schwarzian measure Su.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Published version (
Free)
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
