The Resource Modelling Pension Fund Investment Behaviour (Routledge Revivals)

Modelling Pension Fund Investment Behaviour (Routledge Revivals)

Label
Modelling Pension Fund Investment Behaviour (Routledge Revivals)
Title
Modelling Pension Fund Investment Behaviour (Routledge Revivals)
Creator
Subject
Language
eng
Summary
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 reis
Member of
Cataloging source
EBLCP
Dewey number
  • 332.6/7254
  • 332.67254
Index
no index present
LC call number
HD7105.45.G7 B53 2014
Literary form
non fiction
Nature of contents
dictionaries
Series statement
Routledge Revivals
Label
Modelling Pension Fund Investment Behaviour (Routledge Revivals)
Publication
Antecedent source
unknown
http://library.link/vocab/branchCode
  • net
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Cover; Half Title; Title Page; Copyright Page; Original Title Page; Original Copyright Page; Dedication; Table of Contents; List of figures; List of tables; Preface; 1 UK pension funds and their investments; 2 A theoretical model of 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
Control code
ocn886110825
Dimensions
unknown
Extent
1 online resource (307 pages)
File format
unknown
Form of item
online
Isbn
9781138018570
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
c
http://library.link/vocab/ext/overdrive/overdriveId
634390
Quality assurance targets
not applicable
http://library.link/vocab/recordID
.b34589454
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
  • (OCoLC)886110825
  • ebl1317695771

Library Locations

    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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