Investment strategies of institutional investors: evidence from Dutch flow-of-funds data
This article investigates investment strategies of Dutch pension funds, life insurers and nonlife insurers, using quarterly flow-of-funds data. The results suggest that all three investor types buy past losers and sell past winners, although they only partially rebalance their portfolios that way.
Year of publication: |
2012
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Authors: | Haan, Leo de ; Kakes, Jan |
Published in: |
Applied Economics Letters. - Taylor & Francis Journals, ISSN 1350-4851. - Vol. 19.2012, 2, p. 155-159
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Publisher: |
Taylor & Francis Journals |
Saved in:
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