Modelling Pension Fund Investment Behaviour (Routledge Revivals)

by David Blake

Book Overview

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,...

• Format: Hardcover
• Language: English
• ISBN: 1138018570
• ISBN13: 9781138018570
• Release Date: June 2014
• Publisher: Routledge
• Length: 306 Pages
• Weight: 1.11 lbs.
• Dimensions: 0.8" x 5.5" x 8.5"