Prof. Louis Eeckhoudt (Catholic University of Mons)

Programm

• Datum: 09.07.2009
  Zeit: 17:00 - 19:00
  Ort: Raum 307, Schackstraße 4 / III. OG

On the intensity of downside risk aversion

After a review of the concept of downside risk aversion and its recent history, the different definitions of its monetary equivalent will be presented and discussed. Some implications of one of the definitions will also be analyzed. For instance it will be shown that it leads to a new interpretation of the notion of "strong risk aversion" proposed by S. Ross (Econometrica, 1981).

• Datum: 10.07.2009
  Zeit: 15:00 - 16:45
  Ort: Raum 307, Schackstraße 4 / III. OG

About the intensity of (higher order) relative risk attitudes

• Datum: 13.07.2009
  Zeit: 15:00 - 16:45
  Ort: Raum 307, Schackstraße 4 / III. OG

Risk apportionment and Stochastic Dominance