Modelling Pension Fund Investment Behaviour (Routledge Revivals)

By:

David Blake

Format:

Hardback

Series:

Routledge Revivals

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Description

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.

Release date Australia

June 30th, 2014

Author

David Blake

Audience

Tertiary Education (US: College)

Pages

306

Series

Routledge Revivals

Dimensions

138x216x22

ISBN-13

9781138018570

Product ID

21778531

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