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.
| ISBN: | 9781138018570 |
| Publication date: | 30th June 2014 |
| Author: | David Blake |
| Publisher: | Routledge an imprint of Taylor & Francis |
| Format: | Hardback |
| Pagination: | 306 pages |
| Series: | Routledge Revivals |
| Genres: |
Pensions Monetary economics Investment and securities |
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.
Modelling Pension Fund Investment Behaviour features in the following genres: Pensions, Monetary economics, Investment and securities
Modelling Pension Fund Investment Behaviour is available in Hardback
Modelling Pension Fund Investment Behaviour was written by David Blake and published by Routledge an imprint of Taylor & Francis
Modelling Pension Fund Investment Behaviour has 306 pages
Yes it is part of Routledge Revivals series
£154.79