UK pension fund management after Myners: the hunt for correlation begins
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References listed on IDEAS
- 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.
- 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.
- 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.
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- Jean Chateau, 2006. "Disparities in Pension Financing in Europe: Economic and Financial Consequences," Working Papers 2006-09, CEPII research center.
More about this item
KeywordsPension fund management; Strategic asset allocation; Liabilities; Performance measurement; Myners Report; Scheme-specific funding standard; Statement of investment principles;
- F3 - International Economics - - International Finance
- G3 - Financial Economics - - Corporate Finance and Governance
- J1 - Labor and Demographic Economics - - Demographic Economics
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