Performance Measurement using Multiple Asset Class Portfolio Data
Year of publication: |
1997-06
|
---|---|
Authors: | Blake, David ; Lehmann, Bruce N ; Timmermann, Allan G |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | Asset Allocation | Pension funds | Performance Measurement |
-
Comprehensive analysis of regulatory impacts on performance of Slovak pension funds
Papík, Mário, (2021)
-
Momentum or Contrarian Investment Strategies:Evidence from Dutch institutional investors
Haan, Leo de, (2010)
-
The liability market value as benchmark in pension fund performance measurement
Bolla, Lidia, (2016)
- More ...
-
Decentralized Investment Management: Evidence from the Pension Fund Industry
Blake, David, (2010)
-
International Asset Allocation with Time-Varying Investment Opportunities
Blake, David, (2002)
-
Regime Changes and Financial Markets
Ang, Andrew, (2011)
- More ...