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person:"Blake, David"
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Search: subject_exact:"Portfolio management"
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Portfolio selection
49
Portfolio-Management
49
Pensionskasse
32
Pension fund
31
Großbritannien
19
United Kingdom
19
Theorie
15
Theory
15
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11
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11
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1986-1994
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Dynamic programming
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Blake, David
Fabozzi, Frank J.
262
Maurer, Raimond
135
Mitchell, Olivia S.
115
Guidolin, Massimo
97
Platen, Eckhard
92
Campbell, John Y.
80
Satchell, Stephen
80
Lo, Andrew W.
75
McAleer, Michael
75
Gollier, Christian
74
Ang, Andrew
70
Hens, Thorsten
68
Kraft, Holger
66
Uppal, Raman
63
Bodie, Zvi
59
Schenk-Hoppé, Klaus Reiner
58
Korn, Ralf
57
Markowitz, Harry
57
Levy, Haim
54
Viceira, Luis M.
54
Wong, Wing Keung
54
Weber, Martin
53
Stambaugh, Robert F.
51
Zaremba, Adam
51
Elton, Edwin J.
50
Post, Thierry
50
Prigent, Jean-Luc
49
Wermers, Russ
49
Li, Duan
48
Lucas, André
47
Scherer, Bernd
46
Warnock, Francis E.
46
Zhou, Guofu
46
Evstigneev, Igor V.
45
Pedersen, Lasse Heje
45
Račev, Svetlozar T.
45
Zimmermann, Heinz
45
Agarwal, Vikas
44
Kane, Alex
44
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Pensions Institute
3
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Discussion paper / The Pensions Institute, Cass Business School, City University
15
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4
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4
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3
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3
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1
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1
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1
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1
Routledge international studies in money and banking
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
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ECONIS (ZBW)
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USB Cologne (EcoSocSci)
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21
Mortality : dependent financial risk measures
Dowd, Kevin
(
contributor
);
Cairns, Andrew
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003335207
Saved in:
22
Managing financially distressed pension plans in the interest of beneficiaries
Inkmann, Joachim
;
Blake, David
;
Shi, Zhen
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
2
,
pp. 539-565
Persistent link: https://www.econbiz.de/10011705829
Saved in:
23
Decentralized investment manangement : evidence from the pension fund industry
Blake, David
;
Timmermann, Allan
;
Tonks, Ian
;
Wermers, Russ
-
2010
Persistent link: https://www.econbiz.de/10003948904
Saved in:
24
Designing a defined-contribution plan : what to learn from aircraft designers
Blake, David
;
Cairns, Andrew
;
Dowd, Kevin
- In:
Financial analysts' journal : FAJ
65
(
2009
)
1
,
pp. 37-42
Persistent link: https://www.econbiz.de/10003811204
Saved in:
25
Pension economics
Blake, David
-
2006
Persistent link: https://www.econbiz.de/10003339729
Saved in:
26
Liability valuation and optimal asset allocation
Inkmann, Joachim
;
Blake, David
-
2004
Persistent link: https://www.econbiz.de/10002379026
Saved in:
27
Stochastic lifestyling : optimal dynamic asset allocation for defined contribution pension plans
Cairns, Andrew
(
contributor
);
Blake, David
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10003358255
Saved in:
28
UK pension fund management after Myners : the hunt for correlation begins
Blake, David
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001751965
Saved in:
29
UK pension fund management after Myners : the hunt for correlation begins
Blake, David
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10003358267
Saved in:
30
Performance clustering and incentives in the UK pension fund industry
Blake, David
(
contributor
);
Lehmann, Bruce Neal
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10003358245
Saved in:
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