GMM을 이용한 위험회피계수 추정 = Estimation of the Risk Aversion Coefficient Utilizing GMM(Generalized Method of Moments) - Implications of the National Pension Scheme
| DC Field | Value |
|---|---|
| dc.contributor.author | 윤석명 |
| dc.date.accessioned | 2011-01-05T06:31:28Z |
| dc.date.available | 2011-01-05T06:31:28Z |
| dc.date.issued | 1998-12-01 |
| dc.identifier.issn | 1226-072X |
| dc.identifier.uri | https://repository.kihasa.re.kr/handle/201002/5737 |
| dc.description.tableOfContents | Ⅰ. 序論 Ⅱ. 資産價格決定模型(Asset Pricing Model) Ⅲ. GMM을 利用한 動態的인 合理的 期待模型(Estimation of Dynamic Rational Expectations Models) 推定方法 Ⅳ. GMM을 利用한 우리나라 國民들의 時間選好 및 危險回避係數 推定 Ⅴ. 適用例: 國民年金에 있어서의 示唆點 Ⅵ. 結論 參考文獻 附錄: GMM 추정에 사용된 최적 가중행렬(Optimal Weighting Matrix) 개요 Summary |
| dc.format | application/pdf |
| dc.format.extent | 19 |
| dc.language | kor |
| dc.publisher | 한국보건사회연구원 |
| dc.publisher | Korea Institute for Health and Social Affairs |
| dc.title | GMM을 이용한 위험회피계수 추정 |
| dc.title.alternative | Estimation of the Risk Aversion Coefficient Utilizing GMM(Generalized Method of Moments) - Implications of the National Pension Scheme |
| dc.type | Article |
| dc.type.local | Article(Series) |
| dc.contributor.affiliatedAuthor | 윤석명 |
| dc.citation.title | 보건사회연구 |
| dc.citation.title | Health and Social Welfare Review |
| dc.citation.volume | 18 |
| dc.citation.number | 2 |
| dc.citation.startPage | 35 |
| dc.citation.endPage | 53 |
| dc.identifier.bibliographicCitation | 보건사회연구 제18권 제2호, pp.35-53 |
| dc.identifier.bibliographicCitation | Health and Social Welfare Review Vol.18 No.2, pp.35-53 |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.
