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,"
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Elsevier, vol. 33(6), pages 1005-1013, June.
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KeywordsLA Utility Function; Non-linear Regression; LAD; UK pension fund;
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