Similar Search Results

CBDX : a workhorse mortality model from the Cairns-Blake-Dowd family

Dowd, Kevin; Cairns, Andrew; Blake, David - In: Annals of actuarial science : publ. by the Institute of … 14 (2020) 2, pp. 445-460

Persistent link: https://www.econbiz.de/10012307368

Asset allocation dynamics and pension fund performance

Blake, David; Lehmann, Bruce Neal; Timmermann, Allan - 1998

Persistent link: https://www.econbiz.de/10000987512

Performance clustering and incentives in the UK pension fund industry

Blake, David; Lehmann, Bruce Neal; Timmermann, Allan - 1998

Persistent link: https://www.econbiz.de/10000987514

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

Testing a non-linear model of portfolio behaviour with time-varying expectations and risks : the case of UK private sector pension funds

Blake, David - In: Applied financial economics 1 (1991) 1, pp. 43-59

Persistent link: https://www.econbiz.de/10001114497

The investments and returns of private sector pension funds in the UK 1963 - 1978

Blake, David - In: Journal of economic and social measurement 15 (1989) 3, pp. 181-224

Persistent link: https://www.econbiz.de/10001087933

Pension schemes as options on pension fund assets : implications for pension fund management

Blake, David - 1995

Persistent link: https://www.econbiz.de/10000930381

Network centrality and pension fund performance

Rossi, Alberto; Blake, David; Timmermann, Allan; Tonks, Ian - 2015

We analyze the relation between the location of a pension fund in its network and the investment performance, risk taking, and flows of the fund. Our approach analyzes the centrality of the fund’s management company by examining the number of connections it has with other management companies...

Persistent link: https://www.econbiz.de/10011392625

The market for lemmings : is the investment behavior of pension funds stabilizing or destabilizing?

Blake, David; Sarno, Lucio; Zinna, Gabriele - 2014

Persistent link: https://www.econbiz.de/10010429316

Modelling mortality for pension schemes

Hunt, Andrew; Blake, David - In: Astin bulletin : the journal of the International … 47 (2017) 2, pp. 601-629

Persistent link: https://www.econbiz.de/10011729641