1st Edition
Modelling Pension Fund Investment Behaviour (Routledge Revivals)
By David Blake
Copyright 1992
306 Pages
by
Routledge
306 Pages
by
Routledge
306 Pages
by
Routledge
Also available as eBook on:
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... Read more
List of figures; List of tables; Preface; 1. UK pension funds and their investments 2. A theoretical model portfolio behaviour 3. The investments and returns of private sector pension funds 4. Modelling the expected returns and risks of private sector pension funds 5. Modelling the portfolio behaviour of private sector pension funds 6. Simulating the portfolio behaviour of private sector pension funds; Postscript; Index
Biography
David Blake
