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 ...
Read More
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.
Read Less
Add this copy of Modelling Pension Fund Investment Behaviour (Routledge to cart. $52.18, like new condition, Sold by Media Smart rated 3.0 out of 5 stars, ships from Hawthorne, CA, UNITED STATES, published 2015 by Routledge.
Add this copy of Modelling Pension Fund Investment Behaviour (Routledge to cart. $58.23, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2015 by Routledge.
Add this copy of Modelling Pension Fund Investment Behaviour (Routledge to cart. $74.52, new condition, Sold by Booksplease rated 4.0 out of 5 stars, ships from Southport, MERSEYSIDE, UNITED KINGDOM, published 2015 by Routledge.
Add this copy of Modelling Pension Fund Investment Behaviour (Routledge to cart. $79.66, new condition, Sold by Ria Christie Books rated 5.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 2015 by Routledge.
Add this copy of Modelling Pension Fund Investment Behaviour (Routledge to cart. $79.80, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2015 by Routledge.
Add this copy of Modelling Pension Fund Investment Behaviour (Routledge to cart. $111.35, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2015 by Routledge.
