Asset Allocation Dynamics and Pension Fund Performance
Authors:
- David BlakeDBDavid Blake
- Bruce N. LehmannBLBruce N. Lehmann
- Allan TimmermannATAllan Timmermann
- 1 October 1999
- journal article
- Published by University of Chicago Press in The Journal of Business
- Vol. 72 (4) , 429-461
Abstract
Using a data set on more than 300 U.K. pension funds' asset holdings, this article provides a systematic investigation of the performance of managed portfol...Keywords
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