Items related to Modelling Pension Fund Investment Behaviour

Modelling Pension Fund Investment Behaviour - Hardcover

 
9780415009898: Modelling Pension Fund Investment Behaviour

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Synopsis

First published in 1992, this title conducts an in-depth examination of the investment behaviour of pension funds, presenting the first econometric model in this area. Using the well-established framework of modern portfolio theory, David Blake derives a model of optimal portfolio behaviour that explains pension fund asset holdings in terms of the most important macroeconomic and cyclical indicators. He shows how factors such as industry profitability, the balance of payments and the monetary and fiscal policies of the government influence pension fund investments. Broad in scope, this reissue will be of particular value to students and academics with an interest in econometrics, investment analysis and the pension fund industry.

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Other Popular Editions of the Same Title

9781138020733: Modelling Pension Fund Investment Behaviour (Routledge Revivals)

Featured Edition

ISBN 10:  1138020737 ISBN 13:  9781138020733
Publisher: Routledge, 2015
Softcover