Gosse Alserda

Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

P.O. Box 1738

3000 DR Rotterdam, NL 3062 PA

Netherlands

Erasmus Research Institute of Management (ERIM)

P.O. Box 1738

3000 DR Rotterdam

Netherlands

SCHOLARLY PAPERS

5

DOWNLOADS

109

CITATIONS

0

Scholarly Papers (5)

X-Efficiency and Economies of Scale in Pension Fund Administration and Investment

De Nederlandsche Bank Working Paper No. 547
Number of pages: 49 Posted: 20 Mar 2017
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), De Nederlandsche Bank and Vrije Universiteit Amsterdam
Downloads 36 (440,736)

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Efficiency, operating costs, cost elasticity, stochastic cost frontier analysis, optimal scale

X-efficiency and Economies of Scale in Pension Fund Administration and Investment

Number of pages: 45 Posted: 20 Mar 2017
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), De Nederlandsche Bank and Vrije Universiteit Amsterdam
Downloads 13 (572,030)

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2.

Measuring Normative Risk Preferences

ERIM Report Series Reference No. 2916700
Number of pages: 25 Posted: 14 Feb 2017
Gosse Alserda
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 24 (487,600)

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Normative Risk Preferences, Composite Score, Multiple Lottery Choice, Item Response Theory, Manipulations

3.

Individual Pension Risk Preference Elicitation and Collective Asset Allocation With Heterogeneity

Number of pages: 46 Posted: 10 Mar 2019
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus University Rotterdam (EUR) and Vrije Universiteit Amsterdam
Downloads 19 (515,656)

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Risk Preference Elicitation, Composite Score, Pension Fund, Asset Allocation

4.

The Occurrence and Impact of Pension Fund Discontinuity

Number of pages: 38 Posted: 10 May 2017
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Vrije Universiteit Amsterdam
Downloads 17 (526,995)

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pension fund discontinuity

5.

Measuring Latent Risk Preferences: Minimizing Measurement Biases

Journal of Risk, Forthcoming
Number of pages: 21 Posted: 30 Oct 2018
Gosse Alserda
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 0 (651,128)
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latent risk preferences, composite score, multiple price list, item response theory (IRT), manipulations.