Adami, Roberta; Gough, Orla; Mukherjee, Suranjita; … - In: Studies in Economics and Finance 31 (2014) 2, pp. 141-155
Purpose – This paper aims to examine the investment performance of pension funds in the UK using the three standard performance measurement models, the capital asset pricing model (CAPM), Fama-French model and the Carhart model. Design/methodology/approach – The authors use the CAPS-Mellon...
