International Asset Allocation with Time-Varying Investment Opportunities
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- Blake, David & Timmermann, Allan G, 2002. "International Asset Allocation with Time-Varying Investment Opportunities," CEPR Discussion Papers 3464, C.E.P.R. Discussion Papers.
- Blake, David & Timmermann, Allan, 2002. "International asset allocation with time-varying investment opportunities," LSE Research Online Documents on Economics 24944, London School of Economics and Political Science, LSE Library.
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- Albuquerque, Rui & H. Bauer, Gregory & Schneider, Martin, 2009.
"Global private information in international equity markets,"
Journal of Financial Economics,
Elsevier, vol. 94(1), pages 18-46, October.
- Albuquerque, Rui & Bauer, Gregor H & Schneider, Martin, 2006. "Global Private Information in International Equity Markets," CEPR Discussion Papers 5819, C.E.P.R. Discussion Papers.
- Nadima El-Hassan & Paul Kofman, 2003. "Tracking Error and Active Portfolio Management," Australian Journal of Management, Australian School of Business, vol. 28(2), pages 183-207, September.
- Rossi, Alberto G. & Blake, David & Timmermann, Allan & Tonks, Ian & Wermers, Russ, 2015. "Network centrality and pension fund performance," CFR Working Papers 15-16, University of Cologne, Centre for Financial Research (CFR).
- David Blake & Alberto G. Rossi & Allan Timmermann & Ian Tonks & Russ Wermers, 2013.
"Decentralized Investment Management: Evidence from the Pension Fund Industry,"
Journal of Finance,
American Finance Association, vol. 68(3), pages 1133-1178, June.
- Blake, David & Timmermann, Allan G & Tonks, Ian & Wermers, Russ, 2010. "Decentralized Investment Management: Evidence from the Pension Fund Industry," CEPR Discussion Papers 7679, C.E.P.R. Discussion Papers.
- Blake, David & Timmermann, Allan & Tonks, Ian & Wermers, Russ, 2010. "Decentralized investment management: evidence from the pension fund industry," MPRA Paper 35767, University Library of Munich, Germany.
- repec:eee:jfinec:v:124:y:2017:i:3:p:535-562 is not listed on IDEAS
- Fernandez, Pablo & Aguirreamalloa, Javier & Corres, Luis, 2012.
"Rentabilidad de los Fondos de Pensiones en España. 2001-2011,"
IESE Research Papers
D/947, IESE Business School.
- Fernández, Pablo & Aguirreamalloa, Javier & Corres, Luis, 2013. "Rentabilidad de los fondos de pensiones en España. 2001-2011," IESE Research Papers D/1060, IESE Business School.
- Kamel Laaradh, 2007. "« Investir Sur Le Marche Inernational Des Actions A-T-Il Plus D'Effet Sur La Persistance De La Performance Des Fonds ? Illustration Britannique »," Post-Print halshs-00544930, HAL.
- repec:eee:glofin:v:34:y:2017:i:c:p:43-53 is not listed on IDEAS
- Manuel Ammann & Andreas Zingg, 2008. "Investment Performance of Swiss Pension Funds and Investment Foundations," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 144(II), pages 153-195, June.
- Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "Characterizing Asymmetric Information in International Equity Markets," International Finance 0405005, EconWPA.
- 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.
- repec:eee:jfinec:v:128:y:2018:i:1:p:183-206 is not listed on IDEAS
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- Moosa, Imad A. & Al-Deehani, Talla M., 2009. "The Myth of International Diversification," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 62(3), pages 383-406.
- Gabriele Zinna, 2014. "Price pressures in the UK index-linked market: an empirical investigation," Temi di discussione (Economic working papers) 968, Bank of Italy, Economic Research and International Relations Area.
More about this item
- F3 - International Economics - - International Finance
- G3 - Financial Economics - - Corporate Finance and Governance
- J1 - Labor and Demographic Economics - - Demographic Economics
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