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Routledge Modelling Pension Fund Investment Behaviour - Routledge

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Description

First published in 1992 and reissued as part of Routledge Revivals, this comprehensive examination explores pension fund investment behaviour through econometric modelling. David Blake presents the first econometric model in this field, applying modern portfolio theory to explain how pension funds structure their asset holdings. The analysis demonstrates the influence of macroeconomic factors including industry profitability, balance of payments performance, and government monetary and fiscal policies on pension fund investment decisions. This broad-scope study combines theoretical framework with practical insights into cyclical economic indicators that drive institutional investment strategies, making it essential reading for economists, financial analysts, and pension fund managers seeking to understand the mechanisms underlying large-scale institutional investing patterns.

Key Features

David Blake's pioneering econometric model for pension fund investment behaviour combines theoretical rigour with practical economic analysis.

Modern portfolio theory framework explains how pension funds optimise asset allocation in response to macroeconomic conditions.

Analysis covers key factors influencing pension fund investments including industry profitability, balance of payments and government policy.

Routledge Revivals reissue makes this 1992 study accessible to contemporary readers interested in institutional investment strategies.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
04 August 2014
Listed Since
24 October 2013

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