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File size: 16KB
Description of data:
The file 'Riskav.dat' contains the data used in 'Efficiency,
Risk Aversion and Portfolio Insurance: An Analysis of Financial
Asset Portfolios Held by Investors in the United Kingdom'
by David Blake and published in 'The Economic Journal', vol.
106, September 1996, pp. 1175-92.
Specifically, it contains the total returns on UK interest-bearing
accounts (IBAs), bonds and shares for the period 1946-91.
The data are stored by variable in fixed format (4F20.8).
These data are analysed in Table 1 of the paper.
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Blake.exe
(16KB)
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