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Modelling Pension Fund Investment Behaviour (Routledge Revivals), Blake


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Автор: Blake
Название:  Modelling Pension Fund Investment Behaviour (Routledge Revivals)
ISBN: 9781138020733
Издательство: Taylor&Francis
Классификация:


ISBN-10: 1138020737
Обложка/Формат: Paperback
Страницы: 306
Вес: 0.36 кг.
Дата издания: 14.08.2015
Серия: Routledge revivals
Язык: English
Размер: 216 x 140 x 17
Читательская аудитория: Undergraduate
Ключевые слова: Pensions, BUSINESS & ECONOMICS / Investments & Securities / General,BUSINESS & ECONOMICS / Personal Finance / Investing,BUSINESS & ECONOMICS / Personal Finance / Retirement Planning
Ссылка на Издательство: Link
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Поставляется из: Европейский союз
Описание: 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.


Pension fund risk management

Название: Pension fund risk management
ISBN: 1439817529 ISBN-13(EAN): 9781439817520
Издательство: Taylor&Francis
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Цена: 29093.00 р.
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Описание: Sheds light on the state of pension fund risk management, and provides technical tools for addressing pension risk from an integrated point of view. This title presents tools such as VaR, Monte Carlo simulation, notional DC accounts, and actuarial balance and automatic balance mechanisms. It describes the complex facets of various pension systems.

Issues in Pension Funding

Автор: Blake David
Название: Issues in Pension Funding
ISBN: 1138023078 ISBN-13(EAN): 9781138023079
Издательство: Taylor&Francis
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Цена: 6430.00 р.
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Описание: First published in 1992, this book explains how pension funds work in order to highlight their impact on the economy as a whole. David Blake explores the different systems in operation at the time of writing, both state run and private sector, and describes policy initiatives such as personal pension schemes. Longer life-expectancy, overseas investment, equal opportunities and short-termism in capital markets are among the issues discussed as David Blake assesses how pension funds typically behave. This is a title of continued relevance, which addresses the questions repeatedly raised within government and wider society.

Modelling Pension Systems

Автор: Simonovits
Название: Modelling Pension Systems
ISBN: 1403915245 ISBN-13(EAN): 9781403915245
Издательство: Springer
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Цена: 16769.00 р.
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Описание: The issue of unfunded public pension systems has moved to the centre of public debate all over the world. Unfortunately, a large part of the discussions have remained on a qualitative level. This book seeks to address this by providing detailed knowledge on modelling pension systems.

The Decline of the Traditional Pension

Автор: Mackenzie
Название: The Decline of the Traditional Pension
ISBN: 1107507324 ISBN-13(EAN): 9781107507326
Издательство: Cambridge Academ
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Цена: 4909.00 р.
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Описание: Many employers in the industrial countries used to provide retiring employees with a pension payable for life based on years worked and salary. This book studies developments in ten countries to explain why the importance of the traditional pension has diminished and proposes remedies to bolster retirement security.


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