Items where Author is "Blake, David"

Monograph

Byrne, Alistair, Harrison, Debbie and Blake, David (2004) Barriers to pension scheme participation in small and medium sized enterprises. Financial Markets Group Discussion Papers (523). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Cairns, Andrew J. G., Blake, David and Dowd, Kevin (2004) Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans. Financial Markets Group Discussion Papers (443). Financial Markets Group, The London School of Economics and Political Science, London, UK. (Submitted)

Inkmann, Joachim and Blake, David (2004) Liability valuation and optimal asset allocation. Financial Markets Group Discussion Papers (507). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Blake, David (2003) Is immigration the answer to the UK’s pension crisis? Financial Markets Group Discussion Papers (465). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Dowd, Kevin, Blake, David and Cairns, Andrew (2003) Long-term value at risk. Financial Markets Group Discussion Papers (468). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Blake, David (2003) Modelling the composition of personal sector wealth in the United Kingdom. Financial Markets Group Discussion Papers (466). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Blake, David (2003) Financial system requirements for successful pension reform. Financial Markets Group Discussion Papers (463). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Blake, David (2003) 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. Financial Markets Group Discussion Papers (457). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Blake, David (2003) The United Kingdom pension system: key issues. Financial Markets Group Discussion Papers (452). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Blake, David (2003) Take (smoothed) risks when you are young, not when you are old: how to get the best from your stakeholder pension plan. Financial Markets Group Discussion Papers (446). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Blake, David, Cairns, Andrew J. G. and Dowd, Kevin (2003) Pensionmetrics 2: stochastic pension plan design during the distribution phase. Financial Markets Group Discussion Papers (442). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Blake, David (2003) UK pension fund management after Myners: the hunt for correlation begins. Financial Markets Group Discussion Papers (445). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Blake, David (2002) The impact of wealth on consumption and retirement behaviour in the UK. Financial Markets Group Discussion Papers (429). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Blake, David and Timmermann, Allan (2002) Returns from active management in international equity markets: evidence from a panel of UK pension funds. Financial Markets Group Discussion Papers (426). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Blake, David, Lehmann, Bruce N. and Timmermann, Allan (2002) Performance clustering and incentives in the UK pension fund industry. UBS Pensions Series (003). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Blake, David and Timmermann, Allan (2002) International asset allocation with time-varying investment opportunities. Financial Markets Group Discussion Papers (424). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Lunde, Asger, Timmermann, Allan and Blake, David (1998) The hazards of mutual fund performance: a Cox regression analysis. Financial Markets Group Discussion Papers (302). Financial Markets Group, The London School of Economics and Political Science, London, UK.