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Return-based style analysis applied to Spanish balanced pension plans

Andreu, Laura; Ortiz, Cristina; Sarto, José Luis; … - In: Pension fund risk management : financial and actuarial …, (pp. 689-706). 2010

Persistent link: https://www.econbiz.de/10003938275

Efficiency of the strategic style of persion funds : an application of the variants of the slacks-based measure in DEA

Andreu, Laura; Sarto, José Luis; Vicente, Luis - In: Journal of the Operational Research Society : OR 65 (2014) 12, pp. 1886-1895

Persistent link: https://www.econbiz.de/10010481876

Herding in the strategic allocations of Spanish pension plan managers

Andreu, Laura; Ortiz, Cristina; Sarto, José Luis - In: Journal of economics and finance 38 (2014) 4, pp. 658-671

Persistent link: https://www.econbiz.de/10011333818

Herding in style allocations

Andreu, Laura; Ortiz, Cristina; Sarto, José Luis - In: Journal of business economics and management 16 (2015) 4, pp. 822-844

Persistent link: https://www.econbiz.de/10011384610

Herding behaviour in strategic asset allocations : new approaches on quantitative and intertemporal imitation

Andreu, Laura; Ortiz, Cristina; Sarto, José Luis - In: Applied financial economics 19 (2009) 19/21, pp. 1649-1659

In this article, we contribute to financial literature on institutional herding behaviour, intertemporal imitation and informational cascades by analysing the changes in the strategic asset allocations of Spanish equity pension plans investing in Eurozone equities. This article is mainly focused...

Persistent link: https://www.econbiz.de/10003904314