Herding in the strategic allocations of Spanish pension plan managers
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DOI: 10.1007/s12197-012-9248-5
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Citations
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Cited by:
- I. Koetsier & J.A. Bikker, 2018. "Herding behavior of Dutch pension funds in asset class investments," Working Papers 18-04, Utrecht School of Economics.
- I. Koetsier & J.A. Bikker, 2017. "Herding behaviour of Dutch pension funds in sovereign bond investments," Working Papers 17-15, Utrecht School of Economics.
- Andreu, Laura & Ortiz, Cristina & Sarto, José Luis, 2020. "Disposition effect in fund managers. Fund and stock-specific factors and the upshot for investors," Journal of Economic Behavior & Organization, Elsevier, vol. 176(C), pages 253-268.
- I. Koetsier & J.A. Bikker, 2018.
"Herding behavior of Dutch pension funds in asset class investments,"
Working Papers
18-04, Utrecht School of Economics.
- Ian Koetsier & Jacob Bikker, 2018. "Herding behavior of Dutch pension funds in asset class investments," DNB Working Papers 602, Netherlands Central Bank, Research Department.
- I. Koetsier & J.A. Bikker, 2017.
"Herding behaviour of Dutch pension funds in sovereign bond investments,"
Working Papers
17-15, Utrecht School of Economics.
- Ian Koetsier & Jacob Bikker, 2017. "Herding behaviour of Dutch pension funds in sovereign bond investments," DNB Working Papers 569, Netherlands Central Bank, Research Department.
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Keywords
Herding behavior; Non-parametric methods; Pension Plans; Portfolio managers; Style allocations; G-11;All these keywords.
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