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Portfolio Allocation for Public Pension Funds

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This paper presents a dynamic model of a public pension fund's choice of portfolio risk. Optimal portfolio allocations are derived when pension fund management maximize the utility of wealth of a representative taxpayer or when pension fund management maximize their own utility of compensation....

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Does prior performance affect a mutual fund's choice of risk? : theory and further empirical evidence

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Portfolio allocation for public pension funds

Pennacchi, George G.; Rastad, Mahdi - In: Journal of pension economics and finance 10 (2011) 2, pp. 221-245

Persistent link: https://www.econbiz.de/10009154344

Portfolio allocation for public pension funds

Pennacchi, George G.; Rastad, Mahdi - 2010

"This paper presents a dynamic model of a public pension fund's choice of portfolio risk. Optimal portfolio allocations are derived when pension fund management maximize the utility of wealth of a representative taxpayer or when pension fund management maximize their own utility of compensation....

Persistent link: https://www.econbiz.de/10008697801

Portfolio Allocation for Public Pension Funds

Pennacchi, George - 2010

Persistent link: https://www.econbiz.de/10012462201