Modelling Pension Fund Investment Behaviour (Routledge Revivals)

Business & Finance, Personal Finance, Retirement Planning, Investing, Finance & Investing
Cover of the book Modelling Pension Fund Investment Behaviour (Routledge Revivals) by David Blake, Taylor and Francis
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: David Blake ISBN: 9781317695769
Publisher: Taylor and Francis Publication: August 1, 2014
Imprint: Routledge Language: English
Author: David Blake
ISBN: 9781317695769
Publisher: Taylor and Francis
Publication: August 1, 2014
Imprint: Routledge
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Taylor and Francis

Cover of the book Welfare Warriors by David Blake
Cover of the book Organic Chemistry of Museum Objects by David Blake
Cover of the book Disobedience by David Blake
Cover of the book Political Parties by David Blake
Cover of the book Resurrection and Moral Imagination by David Blake
Cover of the book An Interdisciplinary Approach to Early Childhood Education and Care by David Blake
Cover of the book The Literary History of England by David Blake
Cover of the book Theories of Value from Adam Smith to Piero Sraffa by David Blake
Cover of the book Executive Coaching by David Blake
Cover of the book Museum, Media, Message by David Blake
Cover of the book Assessing Media Education by David Blake
Cover of the book The Ashgate Research Companion to Cosmopolitanism by David Blake
Cover of the book Federalism and the Making of America by David Blake
Cover of the book Creative Teaching for Creative Learning in Higher Music Education by David Blake
Cover of the book The Evolution of Modern Land Warfare by David Blake
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy