Modelling Pension Fund Investment Behaviour (Routledge Revivals) (e-bog) af Blake, David
Blake, David (forfatter)

Modelling Pension Fund Investment Behaviour (Routledge Revivals) e-bog

403,64 DKK (inkl. moms 504,55 DKK)
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 indic...
E-bog 403,64 DKK
Forfattere Blake, David (forfatter)
Forlag Routledge
Udgivet 1 august 2014
Længde 282 sider
Genrer Monetary economics
Sprog English
Format epub
Beskyttelse LCP
ISBN 9781317695769
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.