Items related to Modelling Pension Fund Investment Behaviour (Routledge...

Modelling Pension Fund Investment Behaviour (Routledge Revivals) - Softcover

Blake, David

 
9781138020733: Modelling Pension Fund Investment Behaviour (Routledge Revivals)
Softcover
ISBN 10: 1138020737 ISBN 13: 9781138020733
Publisher: Routledge, 2015

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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About the Author

David Blake

"About this title" may belong to another edition of this title.

Publisher
Routledge
Publication date
2015
Language
English
ISBN 10 
1138020737
ISBN 13 
9781138020733
Binding
Paperback
Edition number
1
Number of pages
306

Other Popular Editions of the Same Title

9781138018570: Modelling Pension Fund Investment Behaviour (Routledge Revivals)

Featured Edition

ISBN 10:  1138018570 ISBN 13:  9781138018570
Publisher: Routledge, 2014
Hardcover