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(UBS Pensions Series 3) Performance Clustering and Incentives in the UK Pension Fund Industry

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Author Info

  • Bruce N. Lehmann
  • Allan Timmermann

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File URL: http://www2.lse.ac.uk/fmg/workingPapers/discussionPapers/fmgdps/dp425.pdf
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Bibliographic Info

Paper provided by Financial Markets Group in its series FMG Discussion Papers with number dp425.

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Date of creation: Jul 2002
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Handle: RePEc:fmg:fmgdps:dp425

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Web page: http://www2.lse.ac.uk/fmg/

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Cited by:
  1. Raddatz, Claudio & Schmukler, Sergio L., 2011. "Deconstructing herding : evidence from pension fund investment behavior," Policy Research Working Paper Series 5700, The World Bank.
  2. Blake, David & Cairns, Andrew & Dowd, Kevin, 2008. "Turning pension plans into pension planes: What investment strategy designers of defined contribution pension plans can learn from commercial aircraft designers," MPRA Paper 33749, University Library of Munich, Germany.
  3. Agarwal, Vikas & Gómez, Juan-Pedro & Priestley, Richard, 2011. "Management compensation and market timing under portfolio constraints," CFR Working Papers 11-16, University of Cologne, Centre for Financial Research (CFR).

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