UK pension fund management after Myners: the hunt for correlation begins
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- David Blake, 2003. "UK pension fund management after Myners: The hunt for correlation begins," Journal of Asset Management, Palgrave Macmillan, vol. 4(1), pages 32-72, June.
References listed on IDEAS
- D Blake & B N Lehmann & A Timmermann, 2002.
"Performance clustering and incentives in the UK pension fund industry,"
Journal of Asset Management, Palgrave Macmillan, vol. 3(2), pages 173-194, September.
- Blake, David & Lehmann, Bruce N. & Timmermann, Allan, 2002. "Performance clustering and incentives in the UK pension fund industry," LSE Research Online Documents on Economics 24945, London School of Economics and Political Science, LSE Library.
- Blake, David & Lehmann, Bruce N & Timmermann, Allan, 1999. "Asset Allocation Dynamics and Pension Fund Performance," The Journal of Business, University of Chicago Press, vol. 72(4), pages 429-461, October.
- Blake, David, 1998. "Pension schemes as options on pension fund assets: implications for pension fund management," Insurance: Mathematics and Economics, Elsevier, vol. 23(3), pages 263-286, December.
- Haberman, Steven & Sung, Joo-Ho, 1994. "Dynamic approaches to pension funding," Insurance: Mathematics and Economics, Elsevier, vol. 15(2-3), pages 151-162, December.
- Blake, David, 2003. "Pension Schemes and Pension Funds in the United Kingdom," OUP Catalogue, Oxford University Press, edition 2, number 9780199243532.
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Cited by:
- Baranova, Yuliya & Douglas, Graeme & Silvestri, Laura, 2019. "Simulating stress in the UK corporate bond market: investor behaviour and asset fire-sales," Bank of England working papers 803, Bank of England.
- Douglas, Graeme & Roberts-Sklar, Matt, 2018. "What drives UK defined benefit pension funds' investment behaviour?," Bank of England working papers 757, Bank of England.
- Jean Chateau, 2006. "Disparities in Pension Financing in Europe: Economic and Financial Consequences," Working Papers 2006-09, CEPII research center.
- Gordon L Clark & Adam D Dixon, 2024. "Legitimacy and the extraordinary growth of ESG measures and metrics in the global investment management industry," Environment and Planning A, , vol. 56(2), pages 645-661, March.
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More about this item
Keywords
pension fund management; strategic asset allocation; liabilities; performance measurement; Myners Report; scheme-specific funding standard; statement of investment principles;All these keywords.
JEL classification:
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
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