Estimation of the Risk Attitude of the Representative UK Pension Fund Investor
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References listed on IDEAS
- Berkelaar, Arjan & Kouwenberg, Roy, 2009.
"From boom 'til bust: How loss aversion affects asset prices,"
Journal of Banking & Finance,
Elsevier, vol. 33(6), pages 1005-1013, June.
- Berkelaar, A.B. & Kouwenberg, R.R.P., 2000. "From boom til bust: how loss aversion affects asset prices," Econometric Institute Research Papers EI 2000-21/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Dasgupta, Madhuchhanda & Mishra, SK, 2004. "Least absolute deviation estimation of linear econometric models: A literature review," MPRA Paper 1781, University Library of Munich, Germany.
- Blake, David & Lehmann, Bruce N & Timmermann, Allan, 1999. "Asset Allocation Dynamics and Pension Fund Performance," The Journal of Business, University of Chicago Press, vol. 72(4), pages 429-461, October.
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KeywordsLA Utility Function; Non-linear Regression; LAD; UK pension fund;
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