Modelling Pension Fund Investment Behaviour (Routledge Revivals) by David Blake

Description: Modelling Pension Fund Investment Behaviour (Routledge Revivals) by David Blake 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. FORMAT Hardcover LANGUAGE English CONDITION Brand New Author Biography David Blake Table of Contents List of figures; List of tables; Preface; 1. UK pension funds and their investments 2. A theoretical model portfolio behaviour 3. The investments and returns of private sector pension funds 4. Modelling the expected returns and risks of private sector pension funds 5. Modelling the portfolio behaviour of private sector pension funds 6. Simulating the portfolio behaviour of private sector pension funds; Postscript; Index Details ISBN1138018570 Author David Blake Short Title MODELLING PENSION FUND INVESTM Series Routledge Revivals Language English ISBN-10 1138018570 ISBN-13 9781138018570 Media Book Format Hardcover Year 2014 Imprint Routledge Place of Publication London Country of Publication United Kingdom DEWEY 332.67254 Pages 306 Publication Date 2014-06-30 UK Release Date 2014-06-30 AU Release Date 2014-06-30 NZ Release Date 2014-06-30 Publisher Taylor & Francis Ltd Alternative 9781138020733 Audience Tertiary & Higher Education We've got this At The Nile, if you're looking for it, we've got it. With fast shipping, low prices, friendly service and well over a million items - you're bound to find what you want, at a price you'll love! TheNile_Item_ID:159582427;

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