메뉴 건너뛰기




Volumn 72, Issue 4, 1999, Pages 429-461

Asset allocation dynamics and pension fund performance

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0040036834     PISSN: 00219398     EISSN: None     Source Type: Journal    
DOI: 10.1086/209623     Document Type: Article
Times cited : (162)

References (25)
  • 10
    • 84993901783 scopus 로고
    • The investment performance of U.S. equity pension fund managers: An empirical investigation
    • Coggin, T. D.; Fabozzi, F. J.; and Rahman, S. 1993. The investment performance of U.S. equity pension fund managers: An empirical investigation. Journal of Finance 48:1039-55.
    • (1993) Journal of Finance , vol.48 , pp. 1039-1055
    • Coggin, T.D.1    Fabozzi, F.J.2    Rahman, S.3
  • 11
    • 21144474059 scopus 로고
    • Efficiency with costly information: A reinterpretation of evidence from managed portfolios
    • Elton, E. J.; Gruber, M. J.; Das, S.; and Hlavka, M. 1993. Efficiency with costly information: A reinterpretation of evidence from managed portfolios. Review of Financial Studies 6:1-22.
    • (1993) Review of Financial Studies , vol.6 , pp. 1-22
    • Elton, E.J.1    Gruber, M.J.2    Das, S.3    Hlavka, M.4
  • 12
    • 0000928969 scopus 로고
    • Risk, return and equilibrium: Empirical tests
    • Fama, E. F., and MacBeth, J. D. 1973. Risk, return and equilibrium: Empirical tests. Journal of Political Economy 81:607-36.
    • (1973) Journal of Political Economy , vol.81 , pp. 607-636
    • Fama, E.F.1    MacBeth, J.D.2
  • 13
    • 0001264756 scopus 로고
    • Mutual fund performance: An analysis of quarterly portfolio holdings
    • Grinblatt, M., and Titman, S. 1989. Mutual fund performance: An analysis of quarterly portfolio holdings. Journal of Business 62:393-416.
    • (1989) Journal of Business , vol.62 , pp. 393-416
    • Grinblatt, M.1    Titman, S.2
  • 14
    • 84993660461 scopus 로고
    • The persistence of mutual fund performance
    • Grinblatt, M., and Titman, S. 1992. The persistence of mutual fund performance. Journal of Finance 47:1977-84.
    • (1992) Journal of Finance , vol.47 , pp. 1977-1984
    • Grinblatt, M.1    Titman, S.2
  • 17
    • 0003250652 scopus 로고
    • Optimal utilization of market forecasts and the evaluation of investment portfolio performance
    • G. P. Szego and Karl Shell (eds.), Amsterdam: North-Holland
    • Jensen, M. C. 1972. Optimal utilization of market forecasts and the evaluation of investment portfolio performance. In G. P. Szego and Karl Shell (eds.), Mathematical Methods in Investment and Finance. Amsterdam: North-Holland.
    • (1972) Mathematical Methods in Investment and Finance
    • Jensen, M.C.1
  • 20
    • 0038963268 scopus 로고    scopus 로고
    • Herding instinct
    • Lambert, E. 1998. Herding instinct. Pensions Management (January), pp. 44-45.
    • (1998) Pensions Management , Issue.JANUARY , pp. 44-45
    • Lambert, E.1
  • 21
    • 84977716317 scopus 로고
    • Mutual fund performance evaluation: A comparison of benchmarks and benchmark comparisons
    • Lehmann, B. N., and Modest, D. M. 1987. Mutual fund performance evaluation: A comparison of benchmarks and benchmark comparisons. Journal of Finance 42:233-65.
    • (1987) Journal of Finance , vol.42 , pp. 233-265
    • Lehmann, B.N.1    Modest, D.M.2
  • 22
    • 84993848940 scopus 로고
    • Returns from investing in equity mutual funds, 1971 to 1991
    • Malkiel, B. G. 1995. Returns from investing in equity mutual funds, 1971 to 1991. Journal of Finance 50:549-72.
    • (1995) Journal of Finance , vol.50 , pp. 549-572
    • Malkiel, B.G.1
  • 23
    • 0038963263 scopus 로고
    • Segregated funds: The big game hunt is over
    • Prosser, D. 1995. Segregated funds: The big game hunt is over. Pensions Management (March), pp. 45-62.
    • (1995) Pensions Management , Issue.MARCH , pp. 45-62
    • Prosser, D.1
  • 24
    • 0007328561 scopus 로고    scopus 로고
    • Asset allocation, hoaxes, and the creation of straw men
    • Singer, B. D. 1997. Asset allocation, hoaxes, and the creation of straw men. Journal of Financial Planning 12:14-15.
    • (1997) Journal of Financial Planning , vol.12 , pp. 14-15
    • Singer, B.D.1
  • 25
    • 0001739404 scopus 로고
    • Can mutual funds outguess the market?
    • Treynor, J., and Mazuy, F. 1966. Can mutual funds outguess the market? Harvard Business Review 44:131-36.
    • (1966) Harvard Business Review , vol.44 , pp. 131-136
    • Treynor, J.1    Mazuy, F.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.