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 Neighbours and Nationals in an African City Ward by David Blake
Cover of the book The Routledge Handbook of Media Use and Well-Being by David Blake
Cover of the book Fashioning Childhood in the Eighteenth Century by David Blake
Cover of the book Challenging Consumption by David Blake
Cover of the book Terrorism, Security and Nationality by David Blake
Cover of the book Rethinking Feminism in Early Modern Studies by David Blake
Cover of the book James Shirley and Early Modern Theatre by David Blake
Cover of the book Integrity and Historical Research by David Blake
Cover of the book Saving the Souls of Medieval London by David Blake
Cover of the book SCT in Action by David Blake
Cover of the book Bamboo Gridshells by David Blake
Cover of the book Encyclopedia of Women in American History by David Blake
Cover of the book From Religious Empires to Secular States by David Blake
Cover of the book Sport and Identity in Ancient Greece by David Blake
Cover of the book The Best Years of Their Lives? 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