Rubbaniy, G.; Lelyveld, I. P.P. van; Verschoor, W. F.C. - In: The European Journal of Finance 20 (2014) 11, pp. 978-993
Using a panel data set of more than 600 Dutch pension funds (PFs) between 1992 and 2006, we investigate asset allocation behavior of Dutch PFs across multiple asset classes. We find that domestic investments, also known as home bias, in portfolio choices of Dutch institutional investors have...
