Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Asset Allocation Dynamics and Pension Fund Performance

12 references·16 citing·38 second hop

FromToDepth

this work references cited by second hop

References

1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
1995Returns from Investing in Equity Mutual Funds 1971 to 19911,745 cited
1989Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings1,349 cited
1992Survivorship Bias in Performance Studies1,118 cited
1992The Persistence of Mutual Fund Performance1,040 cited
1986Determinants of Portfolio Performance1,031 cited
1995Performance Persistence946 cited
1993Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios870 cited
1991Determinants of Portfolio Performance II: An Update634 cited
1987Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons581 cited
1992The Structure and Performance of the Money Management Industry572 cited
1977The Journal of Financial Planning433 cited

Cited by

2007Estimating the Dynamics of Mutual Fund Alphas and Betas228 cited
2013How should individual investors diversify? An empirical evaluation of alternative asset allocation policies155 cited
2003The Stochastic Programming Approach to Asset, Liability, and Wealth Management

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

155 cited

2007Improved Forecasting of Mutual Fund Alphas and Betas126 cited

2013Decentralized Investment Management: Evidence from the Pension Fund Industry125 cited

2015Price Pressures on UK Real Rates: An Empirical Investigation124 cited

2008The Innovest Austrian Pension Fund Financial Planning Model InnoALM116 cited

2010Asset allocation and portfolio performance: Evidence from university endowment funds108 cited

2019Are pension funds actively decarbonizing their portfolios?94 cited

2010Mutual Fund Performance: Measurement and Evidence194 cited

2005Portfolio Concentration and Investment Manager Performance*92 cited

2016Individual Investor Activity and Performance90 cited

2011Is Bigger Better? Size and Performance in Pension Plan Management84 cited

2002Performance clustering and incentives in the UK pension fund industry82 cited

2000Does it Matter What Type of Pension Scheme You Have?77 cited

2013Does Active Management Pay? New International Evidence74 cited