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person:"Blake, David"
~subject:"1986-1994"
~subject:"Forecasting model"
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1986-1994
Forecasting model
Großbritannien
103
United Kingdom
100
Pensionskasse
34
Pension fund
31
Portfolio selection
20
Portfolio-Management
20
Mortality
19
Sterblichkeit
19
Altersvorsorge
18
Retirement provision
18
Risiko
15
Risk
15
Private Altersvorsorge
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Private retirement provision
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Theorie
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Investmentfonds
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7
Life insurance
7
Vermögen
7
Wealth
7
Firm performance
6
USA
6
United States
6
Unternehmenserfolg
6
1972-1995
5
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11
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Blake, David
Garratt, Anthony
20
Kapetanios, George
18
Gupta, Rangan
11
Labhard, Vincent
11
Londono, Juan M.
11
Price, Simon
11
Knüppel, Malte
10
Lee, Kevin C.
9
Marcellino, Massimiliano
9
Pesaran, M. Hashem
9
Sarno, Lucio
9
Taylor, Mark P.
9
Timmermann, Allan
9
Vahey, Shaun P.
9
Zhou, Hao
9
Clements, Michael P.
8
Dowd, Kevin
8
Jordà, Òscar
8
Jumah, Adusei
8
Kunst, Robert M.
8
Mitchell, James
8
Weale, Martin
8
Franses, Philip Hans
7
Ghysels, Eric
7
Hendry, David F.
7
Jagannathan, Ravi
7
Koop, Gary
7
Golez, Benjamin
6
Heravi, Saeed M.
6
Kolasa, Marcin
6
Koudijs, Peter
6
Lehmann, Bruce Neal
6
McMillan, David G.
6
Rubaszek, Michał
6
Barr, David G.
5
Bekaert, Geert
5
Cairns, Andrew
5
Campbell, John Y.
5
Cheung, Yin-Wong
5
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Discussion paper / The Pensions Institute, Cass Business School, City University
3
Discussion paper / the Pensions Institute, Birkbeck College, University of London
3
Discussion paper series / LSE Financial Markets Group
2
Insurance / Mathematics & economics
2
Discussion paper / Centre for Economic Policy Research
1
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ECONIS (ZBW)
11
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1
Backtesting stochastic mortality models : an ex-post evaluation of multi-period-ahead density forecasts
Dowd, Kevin
;
Cairns, Andrew
;
Blake, David
;
Coughlan, Guy D.
-
2008
Persistent link: https://www.econbiz.de/10003814823
Saved in:
2
Evaluating the goodness of fit of stochastic mortality models
Dowd, Kevin
;
Cairns, Andrew
;
Blake, David
;
Coughlan, Guy D.
-
2008
Persistent link: https://www.econbiz.de/10003814826
Saved in:
3
Mortality density forecasts : an analysis of six stochastic mortality models
Cairns, Andrew
;
Blake, David
;
Dowd, Kevin
;
Coughlan, Guy D.
-
2008
Persistent link: https://www.econbiz.de/10003814829
Saved in:
4
Mortality density forecasts : an analysis of six stochastic mortality models
Cairns, Andrew
;
Blake, David
;
Dowd, Kevin
;
Coughlan, Guy D.
- In:
Insurance / Mathematics & economics
48
(
2011
)
3
,
pp. 355-367
Persistent link: https://www.econbiz.de/10008989294
Saved in:
5
Evaluating the goodness of fit of stochastic mortality models
Dowd, Kevin
;
Cairns, Andrew
;
Blake, David
;
Coughlan, Guy D.
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 255-265
Persistent link: https://www.econbiz.de/10008747090
Saved in:
6
Asset allocation dynamics and pension fund performance
Blake, David
;
Lehmann, Bruce Neal
;
Timmermann, Allan
-
1998
Persistent link: https://www.econbiz.de/10000987512
Saved in:
7
Performance clustering and incentives in the UK pension fund industry
Blake, David
;
Lehmann, Bruce Neal
;
Timmermann, Allan
-
1998
Persistent link: https://www.econbiz.de/10000987514
Saved in:
8
Performance clustering and incentives in the Uk pension fund industry
Blake, David
;
Lehmann, Bruce Neal
;
Timmermann, Allan
-
1998
Persistent link: https://www.econbiz.de/10001469937
Saved in:
9
Asset allocation dynamics and pension fund performance
Blake, David
;
Lehmann, Bruce Neal
;
Timmermann, Allan
-
1998
Persistent link: https://www.econbiz.de/10001469940
Saved in:
10
Performance measurement using multiple asset class portfolio data : a study of UK pension fonds
Blake, David
;
Lehmann, Bruce Neal
;
Timmermann, Allan
-
1997
Persistent link: https://www.econbiz.de/10000637545
Saved in:
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