Stock market performance and pension fund investment policy: rebalancing, free float, or market timing?
Year of publication: |
2007-11
|
---|---|
Authors: | Bikker, Jacob A. ; Broeders, Dirk W.G.A. ; Dreu, Jan de |
Institutions: | de Nederlandsche Bank |
Subject: | Pension fund returns | portfolio choice | excess returns | strategic equity allocation | size effects | asymmetrical behavior |
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