Items where Author is "Blake, David"

Number of items: 17.
Working paper
  • Barriers to pension scheme participation in small and medium sized enterprises. Byrne, Alistair; Harrison, Debbie; Blake, David
  • Financial system requirements for successful pension reform. Blake, David
  • International asset allocation with time-varying investment opportunities. Blake, David; Timmermann, Allan
  • Is immigration the answer to the UK’s pension crisis? Blake, David
  • Liability valuation and optimal asset allocation. Inkmann, Joachim; Blake, David
  • Long-term value at risk. Dowd, Kevin; Blake, David; Cairns, Andrew
  • Modelling the composition of personal sector wealth in the United Kingdom. Blake, David
  • Pensionmetrics 2:stochastic pension plan design during the distribution phase. Blake, David; Cairns, Andrew J. G.; Dowd, Kevin
  • Performance clustering and incentives in the UK pension fund industry. Blake, David; Lehmann, Bruce N.; Timmermann, Allan
  • Returns from active management in international equity markets:evidence from a panel of UK pension funds. Blake, David; Timmermann, Allan picture_as_pdf
  • Stochastic lifestyling:optimal dynamic asset allocation for defined contribution pension plans. Cairns, Andrew J. G.; Blake, David; Dowd, Kevin
  • Take (smoothed) risks when you are young, not when you are old:how to get the best from your stakeholder pension plan. Blake, David
  • UK pension fund management after Myners:the hunt for correlation begins. Blake, David
  • The United Kingdom pension system:key issues. Blake, David
  • What is a promise from the government worth?::measuring and assessing the implications of political risk in state and personal pension schemes in the United Kingdom. Blake, David
  • The hazards of mutual fund performance:a Cox regression analysis. Lunde, Asger; Timmermann, Allan; Blake, David
  • The impact of wealth on consumption and retirement behaviour in the UK. Blake, David