Modelling Pension Fund Investment Behaviour (Routledge Revivals)
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A01=David Blake
adjustment
asset
asset allocation models
Asset Characteristics
Author_David Blake
Bi Lls
Category=KCBM
Category=KFFM
Category=KFFP
CES Preference
Composite Assets
cyclical
Cyclical Indicators
dynamic
Dynamic Adjustment Model
econometric analysis
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
exogenous
Exogenous Indicators
fiscal policy impact
indicators
institutional investment strategies
Itic Al
Le Ve
macroeconomic indicators
Nh Ol
optimal pension portfolio modelling
Pe Rc
portfolio
Portfolio Behaviour
portfolio optimisation
Pr Ic
Private Pension Funds
property
PSPFs
returns
Ria Nc
Sh Ar
share
Ta Ge
UK Asset
UK Bill
UK Bond
UK Covariance
UK Pension Fund
UK Property
UK Share
Product details
- ISBN 9781138020733
- Weight: 362g
- Dimensions: 138 x 216mm
- Publication Date: 14 Aug 2015
- Publisher: Taylor & Francis Ltd
- Publication City/Country: GB
- Product Form: Paperback
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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.
