Tail Risk Aversion is a risk preference construct that characterizes an individual's heightened sensitivity to extreme negative outcomes in the lower tail of a return distribution, distinguishing it from general risk or loss aversion by focusing specifically on aversion to rare but severe losses.
36
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2.2K
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67
Authors
60
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Publications per year
2017–2026
16
Publications
36
Tim Bollerslev, Viktor Todorov · The Journal of Finance · 2011 · 855 citations
Tail-risk spillovers in cryptocurrency markets
Qiuhua Xu, Yixuan Zhang, Ziyang Zhang · Finance research letters · 2020 · 114 citations
SHORT INTEREST: BEARISH OR BULLISH?<sup>*</sup>
Joseph J. Seneca · The Journal of Finance · 1967 · 77 citations
1–5 of 36
Authors
67
- JD
3
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- CA
3
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- RC
3
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1–5 of 67
Institutions
60
Federal Reserve Board of Governors
Washington D.C., United States
4 h-index
8 publications
239 citations
Federal Reserve
Washington D.C., United States
3 h-index
6 publications
171 citations
Brigham Young University
Provo, United States
2 h-index
2 publications
40 citations
Arizona State University
Tempe, United States
2 h-index
2 publications
72 citations
ShanghaiTech University
Shanghai, China
2 h-index
2 publications
43 citations
Centre de Recherche en Mathématiques de la Décision
Paris, France
1 h-index
1 publications
246 citations
Seoul National University
Seoul, South Korea
1 h-index
1 publications
13 citations
Southwestern University of Finance and Economics
Chengdu, China
1 h-index
2 publications
228 citations
1–8 of 60
Venues
- SSRN Electronic Journal
Repository · 6 publications · 122 citations
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- The Journal of Finance
3 publications · 953 citations
3
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- Finance research letters
3 publications · 142 citations
3
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- Review of Financial Studies
2 publications · 96 citations
2
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- Journal of Risk and Uncertainty
1 publications · 29 citations
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