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Modelling Pension Fund Investment Behaviour

Routledge Revivals

David Blake

$92.99

Paperback

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English
Routledge
14 August 2015
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.

By:  
Imprint:   Routledge
Country of Publication:   United Kingdom
Dimensions:   Height: 216mm,  Width: 138mm,  Spine: 17mm
Weight:   362g
ISBN:   9781138020733
ISBN 10:   1138020737
Series:   Routledge Revivals
Pages:   282
Publication Date:  
Audience:   College/higher education ,  Primary ,  A / AS level
Format:   Paperback
Publisher's Status:   Active

David Blake

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