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
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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.

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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.

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