Modelling Pension Fund Investment Behaviour (Routledge Revivals) - Brossura

Blake, David

Brossura

ISBN 10: 1138020737 ISBN 13: 9781138020733

Casa editrice: Routledge, 2015

Riassunto

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.

Su questo libro

Informazioni sull?autore

David Blake

Dettagli dell'edizione

• Editore: Routledge
• Data di pubblicazione: 2015
• Lingua: Inglese
• ISBN 10: 1138020737
• ISBN 13: 9781138020733
• Rilegatura: Copertina flessibile
• Numero edizione: 1
• Numero di pagine: 306
• Contatto del produttore: non disponibile
• Persona responsabile: Yeepin GmbH; 492000000000; sunshine12232@outlook.com; ; Alleestr.11; Kaiserslautern; Rheinland-Pfalz; 67655; Germania