Risk Aversion Calibration for Pension Allocation
The research suggests a method to gauge an investor's risk aversion using actual asset allocation, calibrating a risk aversion parameter and exploring differences across financial categories.
Featured in No. 58 on 24 Jul 2024 · 6 days after release
- Released
- 18 Jul 2024
- First featured
- No. 58 · 24 Jul 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4898823
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).