Determinants of real estate asset allocations in private and public pension plans

B Ciochetti, J Sa-Aadu, J Shilling - The journal of real estate finance and …, 1999 - Springer
Numerous studies have examined the factors associated with allocation of corporate and
government pension-plan assets. Yet to date there has been no attempt to identify the …

Pension scheme asset allocation with taxation arbitrage, risk sharing and default insurance

CMS Sutcliffe - British Actuarial Journal, 2004 - cambridge.org
The asset allocation is a crucial decision for pension funds, and this paper analyses the
economic factors which determine this choice. The analysis proceeds on the basis that, in …

Essays on asset allocation strategies for defined contribution plans

AK Basu - 2008 - eprints.qut.edu.au
Asset allocation is the most influential factor driving investment performance. While
researchers have made substantial progress in the field of asset allocation since the …

[BOOK][B] Institutional investment in the real estate investment market

TM Craft - 2001 - search.proquest.com
This dissertation examines the involvement of institutional investors in the Real Estate
Investment Trust (REIT) market. Between 1993 and 1998, institutional control of REIT stock …

[PDF][PDF] Het pensioenfonds vanuit een corporate finance perspectief

TBM Steenkamp - 1998 - research.vu.nl
Het staat me nog bij als de dag van gisteren. Na zeven jaar studeren eindelijk de grote dag
van de diploma-uitreiking en de doctorandus titel. Nou dat viel tegen!. Geen persoonlijk …

CHAPTER◾ Pension Scheme Asset Allocation with Taxation Arbitrage, Risk Sharing, and Default Insurance

C Sutcliffe - Pension Fund Risk Management, 2010 - taylorfrancis.com
Assuming that the earnings of the pension fund are tax exempt, while contributions to the
fund by the employer are tax deductible, and there are no transactions costs; there are two …

Asset Allocation Strategies for Long-Term Investments

CS Kim, TS Shin - The Korean Journal of Financial Management, 2008 - koreascience.kr
As the life expectancy increases resulting in the aged society, the post-retirement life
became one of the most important concerns of people. The long-term investment vehicles …

Modelling pension fund asset allocation in the UK: An empirical analysis-Volume 1

W Sibanda - 2004 - openaccess.city.ac.uk
In this thesis I examine UK pension fund asset allocation and stock selection processes, with
the main aim of identifying portfolio bias determinants and particularly to investigate …

[PDF][PDF] Determinants of Real Estate Asset Allocations in Private and Public Pension Plans

JD Shilling, BA Ciochetti, J Sa-Aadu - 1997 - researchgate.net
Numerous studies have examined the factors associated with allocation of corporate and
government pension plan assets. Yet to date there has been no attempt to identify the …

Pension Funds and Capital Markets

V Bomba - 2000 - search.proquest.com
The importance of whether pension funds have beneficiary effects on capital markets or not,
is highlighted as the answer will decide whether they should be implemented or expanded …