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person:"Blake, David"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Discussion paper in financial economics : FE"
~person:"Lo, Andrew W."
~subject:"Theorie"
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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
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2
Efficiency, risk aversion and portfolio insurance : an analysis of financial asset portfolios held by investors in the United Kingdom
Blake, David
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1995
Persistent link: https://www.econbiz.de/10000924810
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3
Pension schemes as options on pension fund assets : implications for pension fund management
Blake, David
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1995
Persistent link: https://www.econbiz.de/10000930381
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4
Portfolio behaviour and asset pricing in a characteristics framework
Blake, David
-
1990
Persistent link: https://www.econbiz.de/10000800230
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