Asset Allocation Dynamics and Pension Fund Performance
- 1 October 1999
- journal article
- Published by University of Chicago Press in The Journal of Business
- Vol. 72 (4) , 429-461
- https://doi.org/10.1086/209623
Abstract
Using a data set on more than 300 U.K. pension funds' asset holdings, this article provides a systematic investigation of the performance of managed portfol...Keywords
This publication has 12 references indexed in Scilit:
- Returns from Investing in Equity Mutual Funds 1971 to 1991The Journal of Finance, 1995
- Performance PersistenceThe Journal of Finance, 1995
- The Investment Performance of U.S. Equity Pension Fund Managers: An Empirical InvestigationThe Journal of Finance, 1993
- Efficiency with Costly Information: A Reinterpretation of Evidence from Managed PortfoliosThe Review of Financial Studies, 1993
- The Persistence of Mutual Fund PerformanceThe Journal of Finance, 1992
- Survivorship Bias in Performance StudiesThe Review of Financial Studies, 1992
- Mutual Fund Performance: An Analysis of Quarterly Portfolio HoldingsThe Journal of Business, 1989
- Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark ComparisonsThe Journal of Finance, 1987
- On Timing and SelectivityThe Journal of Finance, 1986
- Risk, Return, and Equilibrium: Empirical TestsJournal of Political Economy, 1973