£125.00

Routledge Modelling Pension Fund Investment Behaviour

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£125.00 £110.33 £113.53 £116.73 £119.93 £123.13 £126.33 23 May 2024 29 October 2024 07 April 2025 13 September 2025 20 February 2026

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Description

Explore the foundational principles of pension fund management with this Routledge Revival edition. Originally published in 1992, this text provides a deep examination of how pension funds approach investment behavior. It introduces the first econometric model in this specific field, offering a unique perspective for students and professionals in economics and finance. By applying the framework of modern portfolio theory, David Blake develops a model for optimal portfolio behavior. This work explains how pension fund asset holdings relate to major macroeconomic and cyclical indicators. Readers can learn how specific external factors, including industry profitability, the balance of payments, and government monetary and fiscal policies, impact investment decisions. This reissue brings a broad-scope study back to the forefront of academic and professional discussion. It serves as a valuable resource for understanding the complex relationship between government policy and large-scale institutional investment strategies.

Key Features

Introduces the first econometric model specifically designed to analyze the investment behavior of pension funds.

Utilizes the established framework of modern portfolio theory to derive models for optimal portfolio behavior.

Explains how macroeconomic and cyclical indicators directly influence pension fund asset holdings.

Analyzes the impact of industry profitability and the balance of payments on investment strategies.

Examines how government monetary and fiscal policies affect large-scale pension fund investments.

Provides a broad-scope academic study through this Routledge Revivals reissue.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
30 June 2014
Listed Since
24 October 2013

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